Sofr v. Bsby

curves.01.11.23 Date Change Term SOFR 1/11/2024 5:56 Settles 1 Month 5.33316 -0.0010 3 Month 5.31399 -0.01247 6 Month 5.15565 -0.02909 12 Month 4.80295 -0.04015 Term BSBY 1/11/2024 5:56 Settles 1 Month 5.35517 -0.00632 3 Month 5.41005 -0.00489 6 Month 5.37428 0.00091...

Sofr v. Bsby

Date Change Term SOFR 1/10/2024 6:16 Settles 1 Month 5.33419 -0.0013 3 Month 5.32646 0.00302 6 Month 5.18474 0.01157 12 Month 4.8431 0.02258 Term BSBY 1/10/2024 6:16 Settles 1 Month 5.35517 -0.00632 3 Month 5.41005 -0.00489 6 Month 5.37428 0.00091 12 Month 5.23758...

Sofr v. Bsby

Date Change Term SOFR 1/9/2024 6:00 Settles 1 Month 5.33553 -0.0022 3 Month 5.32344 -0.0023 6 Month 5.17317 -0.0111 12 Month 4.82052 -0.02729 Term BSBY 1/9/2024 6:00 Settles 1 Month 5.36149 -0.00748 3 Month 5.41494 -0.00345 6 Month 5.37337 0.00027 12 Month 5.22901...

  Date Change Term SOFR 1/8/2024 5:49 Settles 1 Month 5.33771 -0.0015 3 Month 5.32574 -0.00352 6 Month 5.18427 -0.00857 12 Month 4.84781 -0.00669 Term BSBY 1/8/2024 5:49 Settles 1 Month 5.36897 -0.00578 3 Month 5.41839 -0.00510 6 Month 5.3731 0.00036 12 Month...

Sofr v. Bsby

Date Change Term SOFR 1/5/2024 6:58 Settles 1 Month 5.33924 -0.0045 3 Month 5.32926 -5E-05 6 Month 5.19284 0.01476 12 Month 4.8545 0.03521 Term BSBY 1/5/2024 6:58 Settles 1 Month 5.36897 -0.00578 3 Month 5.41839 -0.00510 6 Month 5.3731 0.00036 12 Month 5.21104 0.00519...