Sofr v. Bsby

Date Change Term SOFR 8/30/2024 6:30 Settles 1 Month 5.19535 -0.0052 3 Month 5.01662 0.00093 6 Month 4.70877 0.01055 12 Month 4.21768 0.02063 Term BSBY 8/30/2024 6:30 Settles 1 Month 5.26853 -0.01599 3 Month 5.15089 -0.01345 6 Month 4.90687 -0.01953 12 Month 4.55994...

Sofr v. Bsby

Date Change Term SOFR 8/29/2024 6:35 Settles 1 Month 5.20055 -0.0462 3 Month 5.01569 -0.04149 6 Month 4.69822 -0.04236 12 Month 4.19705 -0.04956 Term BSBY 8/29/2024 6:35 Settles 1 Month 5.28452 -0.02585 3 Month 5.16434 -0.01842 6 Month 4.9264 -0.01793 12 Month 4.57513...

BSBY v. SOFR

Date Change Term SOFR 8/28/2024 6:38 Settles 1 Month 5.24674 -0.0054 3 Month 5.05718 -0.00479 6 Month 4.74058 -0.00186 12 Month 4.24661 0.00899 Term BSBY 8/28/2024 6:38 Settles 1 Month 5.31037 -0.01227 3 Month 5.18276 0.00056 6 Month 4.94433 -0.0079 12 Month 4.61664...

Sofr v. Bsby

Date Change Term SOFR 8/27/2024 6:28 Settles 1 Month 5.25213 0.0005 3 Month 5.06197 0.00088 6 Month 4.74244 -0.00549 12 Month 4.23762 -0.02341 Term BSBY 8/27/2024 6:28 Settles 1 Month 5.32264 -0.02132 3 Month 5.1822 -0.01563 6 Month 4.95223 -0.0189 12 Month 4.62306...

Sofr v. Bsby

Date Change Term SOFR 8/26/2024 6:32 Settles 1 Month 5.25163 -0.0244 3 Month 5.06109 -0.01955 6 Month 4.74793 -0.02577 12 Month 4.26103 -0.03919 Term BSBY 8/26/2024 6:32 Settles 1 Month 5.34396 -0.00381 3 Month 5.19783 -0.00744 6 Month 4.97113 -0.00962 12 Month...