Sofr v. Bsby

Date Change Term SOFR 3/18/2024 6:14 Settles 1 Month 5.32875 0.0024 3 Month 5.33251 0.00283 6 Month 5.27514 0.00958 12 Month 5.07859 0.01908 Term BSBY 3/18/2024 6:14 Settles 1 Month 5.37694 0.00188 3 Month 5.38979 -0.00015 6 Month 5.38635 0.01815 12 Month 5.33893...

Sofr v. Bsby

Date Change Term SOFR 3/15/2024 6:00 Settles 1 Month 5.32632 -0.0004 3 Month 5.32968 0.00014 6 Month 5.26556 0.00879 12 Month 5.05951 0.02582 Term BSBY 3/15/2024 6:00 Settles 1 Month 5.37506 -0.01209 3 Month 5.38994 0.00960 6 Month 5.3682 0.02038 12 Month 5.31115...

Sofr v. Bsby

curves3.14.24 Date Change Term SOFR 3/14/2024 6:15 Settles 1 Month 5.32667 0.0013 3 Month 5.32954 0.00027 6 Month 5.25677 0.00602 12 Month 5.03369 0.02311 Term BSBY 3/14/2024 6:15 Settles 1 Month 5.37679 -0.01036 3 Month 5.38749 0.00715 6 Month 5.35624 0.00842 12...

Sofr v. Bsby

Date Change Term SOFR 3/13/2024 5:58 Settles 1 Month 5.32533 -0.0001 3 Month 5.32927 0.00411 6 Month 5.25075 0.01749 12 Month 5.01058 0.02823 Term BSBY 3/13/2024 5:58 Settles 1 Month 5.3871 0.00297 3 Month 5.3838 -0.00445 6 Month 5.35819 -0.00643 12 Month 5.2859...

Sofr v. Bsby

Date Change Term SOFR 3/11/2024 6:00 Settles 1 Month 5.32069 0.0020 3 Month 5.31498 -0.00586 6 Month 5.20921 -0.02063 12 Month 4.94214 -0.0448 Term BSBY 3/11/2024 6:00 Settles 1 Month 5.38413 -0.00075 3 Month 5.38825 -0.00502 6 Month 5.36462 -0.0066 12 Month 5.30721...