Sofr v. Bsby

Date Change Term SOFR 8/14/2024 6:39 Settles 1 Month 5.33864 0.0017 3 Month 5.09553 -0.02256 6 Month 4.77828 -0.02736 12 Month 4.29944 -0.06352 Term BSBY 8/14/2024 6:39 Settles 1 Month 5.35284 -0.00801 3 Month 5.20695 0.00178 6 Month 4.99584 0.0102 12 Month 4.68657...

Sofr v. Bsby

Date Change Term SOFR 8/13/2024 6:37 Settles 1 Month 5.33689 -0.0009 3 Month 5.11809 0.00207 6 Month 4.80564 0.00133 12 Month 4.36296 0.01501 Term BSBY 8/13/2024 6:37 Settles 1 Month 5.36085 0.00353 3 Month 5.20517 -0.00029 6 Month 4.98564 0.00642 12 Month 4.67893...

Sofr v, Bsby

Date Change Term SOFR 8/9/2024 6:27 Settles 1 Month 5.33352 0.0069 3 Month 5.11269 0.00986 6 Month 4.80597 0.0211 12 Month 4.35628 0.03171 Term BSBY 8/9/2024 6:27 Settles 1 Month 5.36451 0.00368 3 Month 5.20569 0.00370 6 Month 4.96364 0.02503 12 Month 4.63327 0.04206...

Sofr v. Bsby

Date Change Term SOFR 8/8/2024 6:43 Settles 1 Month 5.32666 0.0017 3 Month 5.10283 -0.00133 6 Month 4.78487 0.00011 12 Month 4.32457 0.01322 Term BSBY 8/8/2024 6:43 Settles 1 Month 5.36083 -0.00937 3 Month 5.20199 -0.01477 6 Month 4.93861 -0.03275 12 Month 4.59121...

Sofr v. Bsby

Date Change Term SOFR 8/7/2024 6:36 Settles 1 Month 5.32501 0.0355 3 Month 5.10416 0.04765 6 Month 4.78476 0.1293 12 Month 4.31135 0.16537 Term BSBY 8/7/2024 6:36 Settles 1 Month 5.3702 0.00056 3 Month 5.21676 -0.07061 6 Month 4.97136 -0.14679 12 Month 4.6171 -0.23199...