Sofr v. Bsby

Date Change Term SOFR 2/12/2024 5:47 Settles 1 Month 5.3204 -0.0003 3 Month 5.30653 -0.00252 6 Month 5.19099 0.00233 12 Month 4.89862 0.01837 Term BSBY 2/12/2024 5:47 Settles 1 Month 5.38397 0.0062 3 Month 5.3851 -0.00617 6 Month 5.3299 -0.00491 12 Month 5.19638...

Sofr v. Bsby

Date Change Term SOFR 2/9/2024 6:38 Settles 1 Month 5.32072 0.0027 3 Month 5.30905 0.0077 6 Month 5.18866 0.01633 12 Month 4.88025 0.03395 Term BSBY 2/9/2024 6:38 Settles 1 Month 5.38397 0.0062 3 Month 5.3851 -0.00617 6 Month 5.3299 -0.00491 12 Month 5.19638 -0.01034...

Sofr v. Bsby

Date Change Term SOFR 2/8/2024 5:53 Settles 1 Month 5.318 -0.0031 3 Month 5.30135 -0.01291 6 Month 5.17233 -0.02111 12 Month 4.8463 -0.02704 Term BSBY 2/8/2024 5:53 Settles 1 Month 5.37426 -0.00171 3 Month 5.38801 0.00110 6 Month 5.32755 0.03061 12 Month 5.18927...

Sofr v. Bsby

Date Change Term SOFR 2/7/2024 5:56 Settles 1 Month 5.32111 -0.0020 3 Month 5.31426 -0.00832 6 Month 5.19344 -0.01759 12 Month 4.87334 -0.03378 Term BSBY 2/7/2024 5:56 Settles 1 Month 5.37597 0.01782 3 Month 5.38691 0.00691 6 Month 5.29694 0.01525 12 Month 5.11309...

Sofr v, Bsby

Date Change Term SOFR 2/6/2024 5:48 Settles 1 Month 5.32309 0.0006 3 Month 5.32258 0.00645 6 Month 5.21103 0.02449 12 Month 4.90712 0.04779 Term BSBY 2/6/2024 5:48 Settles 1 Month 5.35815 -0.00414 3 Month 5.38 -0.00415 6 Month 5.28169 -0.00325 12 Month 5.08522 -0.0153...