Sofr v. Bsby

Date Change Term SOFR 1/4/2024 6:18 Settles 1 Month 5.34371 -0.0016 3 Month 5.32931 -0.00087 6 Month 5.17808 0.00996 12 Month 4.81929 0.02137 Term BSBY 1/4/2024 6:18 Settles 1 Month 5.37475 -0.02926 3 Month 5.42349 -0.00450 6 Month 5.37274 0.00526 12 Month 5.20585...

Sofr v. Bsby

Date Change Term SOFR 1/3/2024 6:39 Settles 1 Month 5.34531 -0.0031 3 Month 5.33018 0.00285 6 Month 5.16812 0.01501 12 Month 4.79792 0.02785 Term BSBY 1/3/2024 6:39 Settles 1 Month 5.40401 -0.07006 3 Month 5.42799 -0.01738 6 Month 5.36748 0.00648 12 Month 5.18609...

Date Change Term SOFR 12/22/2023 6:12 Settles 1 Month 5.35536 -0.0006 3 Month 5.35111 -0.00902 6 Month 5.18726 -0.02648 12 Month 4.79869 -0.05092 Term BSBY 12/22/2023 6:12 Settles 1 Month 5.44072 0.01519 3 Month 5.48189 0.00048 6 Month 5.4502 -0.00144 12 Month 5.28117...

Sofr v. Bsby

Date Change Term SOFR 12/21/2023 6:10 Settles 1 Month 5.35595 -0.0009 3 Month 5.36013 -0.01093 6 Month 5.21374 -0.02435 12 Month 4.84961 -0.05258 Term BSBY 12/21/2023 6:10 Settles 1 Month 5.42553 -0.01423 3 Month 5.48141 -0.00135 6 Month 5.45164 -0.00297 12 Month...

Sofr v. Bsby

Date Change Term SOFR 12/20/2023 6:03 Settles 1 Month 5.35689 -0.0007 3 Month 5.37106 -0.00356 6 Month 5.23809 -0.0157 12 Month 4.90219 -0.01722 Term BSBY 12/20/2023 6:03 Settles 1 Month 5.43976 0.00544 3 Month 5.48276 -0.00441 6 Month 5.45461 0.0029 12 Month 5.32298...