Term SOFR Settles

Date Change Term SOFR 11/29/2024 6:56 Settles 1 Month 4.53093 -0.0217 3 Month 4.4662 -0.03317 6 Month 4.38359 -0.04071 12 Month 4.25389 -0.05114...

Term SOFR Settles

Date Change Term SOFR 11/27/2024 7:05 Settles 1 Month 4.55265 -0.0199 3 Month 4.49937 -0.01454 6 Month 4.4243 -0.00857 12 Month 4.30503 0.00092...

Sofr v. Bsby

BSBY has been delisted Date Change Term SOFR 11/26/2024 6:46 Settles 1 Month 4.57258 -0.0130 3 Month 4.51391 -0.00717 6 Month 4.43287 -0.01212 12 Month 4.30411 -0.02166...

Sofr v. Bsby

Date Change Term SOFR 11/25/2024 6:35 Settles 1 Month 4.58557 -0.0029 3 Month 4.52108 0.00014 6 Month 4.44499 0.00783 12 Month 4.32577 0.02619 Term BSBY 11/25/2024 6:35 Settles 1 Month 4.60806 -0.01114 3 Month 4.62983 -0.00407 6 Month 4.58426 -0.00047 12 Month 4.58767...

Sofr v. Bsby

Date Change Term SOFR 11/22/2024 6:33 Settles 1 Month 4.5885 0.0008 3 Month 4.52094 0.0001 6 Month 4.43716 0.00338 12 Month 4.29958 0.00833 Term BSBY 11/22/2024 6:33 Settles 1 Month 4.60806 -0.01114 3 Month 4.62983 -0.00407 6 Month 4.58426 -0.00047 12 Month 4.58767...