Sofr v. Bsby

Date Change Term SOFR 6/28/2024 6:40 Settles 1 Month 5.33717 -0.0059 3 Month 5.3246 -0.00696 6 Month 5.25471 -0.00824 12 Month 5.04004 -0.01449 Term BSBY 6/28/2024 6:40 Settles 1 Month 5.39065 0.00125 3 Month 5.4212 0.00041 6 Month 5.4302 0.00529 12 Month 5.38535...

Sofr v. Bsby

Date Change Term SOFR 6/27/2024 7:06 Settles 1 Month 5.34304 -0.0009 3 Month 5.33156 -0.00302 6 Month 5.26295 -0.00103 12 Month 5.05453 0.01744 Term BSBY 6/27/2024 7:06 Settles 1 Month 5.3894 -0.00527 3 Month 5.42079 0.00029 6 Month 5.42491 0.00548 12 Month 5.37265...

Sofr v. Bsby

Date Change Term SOFR 6/26/2024 6:35 Settles 1 Month 5.34393 -0.0020 3 Month 5.33458 -0.00481 6 Month 5.26398 -0.00432 12 Month 5.03709 -0.00381 Term BSBY 6/26/2024 6:35 Settles 1 Month 5.39467 0.00696 3 Month 5.4205 -0.00165 6 Month 5.41943 -0.00194 12 Month 5.36609...

Sofr v. Bsby

Date Change Term SOFR 6/25/2024 6:39 Settles 1 Month 5.34594 0.0024 3 Month 5.33939 -0.00117 6 Month 5.2683 -0.00306 12 Month 5.0409 -0.00372 Term BSBY 6/25/2024 6:39 Settles 1 Month 5.38771 0.00426 3 Month 5.42215 0.00264 6 Month 5.42137 -0.00584 12 Month 5.36973...

Sofr v. Bsby

Date Change Term SOFR 6/24/2024 6:38 Settles 1 Month 5.3435 -0.0017 3 Month 5.34056 -0.00399 6 Month 5.27136 -0.00422 12 Month 5.04462 -0.00703 Term BSBY 6/24/2024 6:38 Settles 1 Month 5.38345 0.00 3 Month 5.41951 -0.00446 6 Month 5.42721 -0.00138 12 Month 5.37675...