Sofr v. Bsby

Date Change Term SOFR 2/21/2024 6:04 Settles 1 Month 5.32103 0.0008 3 Month 5.32193 -0.00381 6 Month 5.24349 -0.02292 12 Month 4.99891 -0.05058 Term BSBY 2/21/2024 6:04 Settles 1 Month 5.37082 -0.0068 3 Month 5.39278 -0.00151 6 Month 5.36881 0.00444 12 Month 5.313...

Sofr v. Bsby

Date Change Term SOFR 2/20/2024 6:07 Settles 1 Month 5.32028 0.0044 3 Month 5.32574 0.01172 6 Month 5.26641 0.03525 12 Month 5.04949 0.07159 Term BSBY 2/20/2024 6:07 Settles 1 Month 5.37762 0.01326 3 Month 5.39429 0.01188 6 Month 5.36437 0.01603 12 Month 5.31042...

Sofr v. Bsby

Date Change Term SOFR 2/16/2024 6:05 Settles 1 Month 5.31585 -0.0039 3 Month 5.31402 -0.00507 6 Month 5.23116 -0.01239 12 Month 4.9779 -0.02678 Term BSBY 2/16/2024 6:05 Settles 1 Month 5.36436 0.01932 3 Month 5.38241 -0.00015 6 Month 5.34834 0.02032 12 Month 5.2625...

Sofr v. Bsby

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...

Sofr v. Bsby

Date Change Term SOFR 2/13/2024 5:53 Settles 1 Month 5.31764 -0.0028 3 Month 5.30699 0.00046 6 Month 5.19615 0.00516 12 Month 4.9 0.00138 Term BSBY 2/13/2024 5:53 Settles 1 Month 5.38211 -0.00186 3 Month 5.3816 -0.00350 6 Month 5.31591 -0.01399 12 Month 5.18901...