| Date | Change | ||
| Term SOFR | 2/14/2024 5:51 | Settles | |
| 1 Month | 5.32135 | 0.0037 | |
| 3 Month | 5.32568 | 0.01869 | |
| 6 Month | 5.25695 | 0.0608 | |
| 12 Month | 5.01897 | 0.11897 | |
| Term BSBY | 2/14/2024 5:51 | Settles | |
| 1 Month | 5.36995 | -0.01216 | |
| 3 Month | 5.37636 | -0.00524 | |
| 6 Month | 5.31433 | -0.00158 | |
| 12 Month | 5.19963 | 0.01062 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2024/02/curves.02.14.24.pdf”]