Sofr v. Bsby

Date Change Term SOFR 2/5/2024 5:51 Settles 1 Month 5.32249 0.0004 3 Month 5.31613 0.02567 6 Month 5.18654 0.09044 12 Month 4.85933 0.16653 Term BSBY 2/5/2024 5:51 Settles 1 Month 5.36229 -0.00245 3 Month 5.38415 0.00490 6 Month 5.28494 -0.00229 12 Month 5.10052...

Sofr v. Bsby

Date Change Term SOFR 2/2/2024 6:17 Settles 1 Month 5.32211 -0.0014 3 Month 5.29046 0.01788 6 Month 5.0961 0.01227 12 Month 4.6928 -0.00974 Term BSBY 2/2/2024 6:17 Settles 1 Month 5.36229 -0.00245 3 Month 5.38415 0.00490 6 Month 5.28494 -0.00229 12 Month 5.10052...

Sofr v. Bsby

Date Change Term SOFR 2/1/2024 6:04 Settles 1 Month 5.32352 -0.0064 3 Month 5.27258 -0.04275 6 Month 5.08383 -0.08118 12 Month 4.70254 -0.12349 Term BSBY 2/1/2024 6:04 Settles 1 Month 5.36474 -0.0106 3 Month 5.37925 -0.00587 6 Month 5.28723 -0.00274 12 Month 5.11455...

Sofr v. Bsby

Date Change Term SOFR 1/31/2024 6:05 Settles 1 Month 5.32995 0.0016 3 Month 5.31533 0.0089 6 Month 5.16501 0.01888 12 Month 4.82603 0.03663 Term BSBY 1/31/2024 6:05 Settles 1 Month 5.37534 0.00368 3 Month 5.38512 -0.00507 6 Month 5.28997 -0.00438 12 Month 5.11331...

Sofr v. Bsby

curves.01.30.23 Date Change Term SOFR 1/30/2024 6:00 Settles 1 Month 5.32834 -0.0043 3 Month 5.30643 -0.00623 6 Month 5.14613 -0.00656 12 Month 4.7894 -0.00963 Term BSBY 1/30/2024 6:00 Settles 1 Month 5.37166 0.01022 3 Month 5.39019 -0.00439 6 Month 5.29435 -0.02261...