Sofr v. Bsby

Date Change Term SOFR 2/28/2024 5:57 Settles 1 Month 5.32559 -0.0007 3 Month 5.34125 -0.00191 6 Month 5.28687 -0.00562 12 Month 5.09332 -0.00052 Term BSBY 2/28/2024 5:57 Settles 1 Month 5.36164 -0.01433 3 Month 5.40589 -0.00229 6 Month 5.38886 0.00634 12 Month 5.35114...

Sofr v. Bsby

Date Change Term SOFR 2/27/2024 6:31 Settles 1 Month 5.32626 -0.0023 3 Month 5.34316 0.00535 6 Month 5.29249 0.01353 12 Month 5.09384 0.02286 Term BSBY 2/27/2024 6:31 Settles 1 Month 5.36164 -0.01433 3 Month 5.40589 -0.00229 6 Month 5.38886 0.00634 12 Month 5.35114...

Sofr v. Bsby

curves.02.26.24 Date Change Term SOFR 2/26/2024 6:07 Settles 1 Month 5.32852 0.0044 3 Month 5.33781 0.00724 6 Month 5.27896 0.00545 12 Month 5.07098 -0.00145 Term BSBY 2/26/2024 6:07 Settles 1 Month 5.37597 0.01125 3 Month 5.40818 0.00969 6 Month 5.38252 0.00918 12...

Sofr v. Bsby

Date Change Term SOFR 2/23/2024 5:57 Settles 1 Month 5.32413 0.0032 3 Month 5.33057 0.00674 6 Month 5.27351 0.02078 12 Month 5.07243 0.04738 Term BSBY 2/23/2024 5:57 Settles 1 Month 5.36773 -0.00309 3 Month 5.40291 0.01013 6 Month 5.369 0.00019 12 Month 5.31336...

Sofr v. Bsby

Date Change Term SOFR 2/22/2024 5:57 Settles 1 Month 5.32093 -0.0001 3 Month 5.32383 0.0019 6 Month 5.25273 0.00924 12 Month 5.02505 0.02614 Term BSBY 2/22/2024 5:57 Settles 1 Month 5.37082 -0.0068 3 Month 5.39278 -0.00151 6 Month 5.36881 0.00444 12 Month 5.313...