Sofr v. Bsby

Date Change Term SOFR 8/8/2024 6:43 Settles 1 Month 5.32666 0.0017 3 Month 5.10283 -0.00133 6 Month 4.78487 0.00011 12 Month 4.32457 0.01322 Term BSBY 8/8/2024 6:43 Settles 1 Month 5.36083 -0.00937 3 Month 5.20199 -0.01477 6 Month 4.93861 -0.03275 12 Month 4.59121...

Sofr v. Bsby

Date Change Term SOFR 8/7/2024 6:36 Settles 1 Month 5.32501 0.0355 3 Month 5.10416 0.04765 6 Month 4.78476 0.1293 12 Month 4.31135 0.16537 Term BSBY 8/7/2024 6:36 Settles 1 Month 5.3702 0.00056 3 Month 5.21676 -0.07061 6 Month 4.97136 -0.14679 12 Month 4.6171 -0.23199...

Sofr v. Bsby

Date Change Term SOFR 8/6/2024 6:01 Settles 1 Month 5.28952 -0.0379 3 Month 5.05651 -0.0759 6 Month 4.65546 -0.1302 12 Month 4.14598 -0.14659 Term BSBY 8/6/2024 6:01 Settles 1 Month 5.36964 -0.01701 3 Month 5.28737 -0.03641 6 Month 5.11815 -0.07307 12 Month 4.84909...

Sofr v, Bsby

curves8.02.24 Date Change Term SOFR 8/2/2024 6:43 Settles 1 Month 5.35204 0.0018 3 Month 5.22773 -0.01439 6 Month 5.00763 -0.05894 12 Month 4.59608 -0.11912 Term BSBY 8/2/2024 6:43 Settles 1 Month 5.37019 0.00628 3 Month 5.33816 -0.00796 6 Month 5.22946 -0.01625 12...

Sofr v. Bsby

Date Change Term SOFR 8/1/2024 6:42 Settles 1 Month 5.35025 0.0077 3 Month 5.24212 0.00102 6 Month 5.06657 -0.00901 12 Month 4.7152 -0.02027 Term BSBY 8/1/2024 6:42 Settles 1 Month 5.36391 -0.00033 3 Month 5.34612 -0.00644 6 Month 5.24571 -0.00819 12 Month 5.0622...