Sofr v. Bsby

Date Change Term SOFR 7/31/2024 6:38 Settles 1 Month 5.34255 0.0002 3 Month 5.2411 -0.00658 6 Month 5.07558 -0.00364 12 Month 4.73547 -0.00934 Term BSBY 7/31/2024 6:38 Settles 1 Month 5.36424 0.00051 3 Month 5.35256 -0.00714 6 Month 5.2539 -0.00637 12 Month 5.08451...

Sofr v. Bsby

Date Change Term SOFR 7/29/2024 6:48 Settles 1 Month 5.34371 -0.0030 3 Month 5.25211 -0.00326 6 Month 5.08769 -0.00376 12 Month 4.75042 -0.00248 Term BSBY 7/29/2024 6:48 Settles 1 Month 5.35328 -0.01223 3 Month 5.36858 -0.00953 6 Month 5.28104 -0.01651 12 Month...

Sofr v. Bsby

Date Change Term SOFR 7/26/2024 6:30 Settles 1 Month 5.3467 -0.0004 3 Month 5.25537 -0.00819 6 Month 5.09145 -0.01605 12 Month 4.7529 -0.01572 Term BSBY 7/26/2024 6:30 Settles 1 Month 5.36551 -0.00359 3 Month 5.37811 -0.00336 6 Month 5.29755 -0.01633 12 Month 5.12781...

Sofr v. Bsby

curves7.25.24 Date Change Term SOFR 7/25/2024 6:35 Settles 1 Month 5.34712 -0.0021 3 Month 5.26356 -0.01565 6 Month 5.1075 -0.03153 12 Month 4.76862 -0.04955 Term BSBY 7/25/2024 6:35 Settles 1 Month 5.3691 -0.01856 3 Month 5.38147 -0.00706 6 Month 5.31388 -0.00407 12...

Sofr v. Bsby

curves7.24.24 Date Change Term SOFR 7/24/2024 6:32 Settles 1 Month 5.34926 -0.0003 3 Month 5.27921 -0.00539 6 Month 5.13903 -0.00505 12 Month 4.81817 -0.01918 Term BSBY 7/24/2024 6:32 Settles 1 Month 5.38766 0.01201 3 Month 5.38853 0.00457 6 Month 5.31795 -0.0016 12...