Sofr v. Bsby

Date Change Term SOFR 12/19/2023 6:07 Settles 1 Month 5.35756 -0.0004 3 Month 5.37462 0.00423 6 Month 5.25379 0.00252 12 Month 4.91941 0.0047 Term BSBY 12/19/2023 6:07 Settles 1 Month 5.43432 -0.01669 3 Month 5.48717 -0.01226 6 Month 5.45171 -0.0479 12 Month 5.29553...

Sofr v. Bsby

Date Change Term SOFR 12/18/2023 7:43 Settles 1 Month 5.35792 0.0022 3 Month 5.37039 0.0064 6 Month 5.25127 0.03141 12 Month 4.91471 0.05676 Term BSBY 12/18/2023 7:43 Settles 1 Month 5.45101 0.02866 3 Month 5.49943 -0.01217 6 Month 5.49961 -0.02623 12 Month 5.37499...

Sofr v. Bsby

Date Change Term SOFR 12/15/2023 6:11 Settles 1 Month 5.35575 -0.0025 3 Month 5.36399 -0.01375 6 Month 5.21986 -0.07394 12 Month 4.85795 -0.15681 Term BSBY 12/15/2023 6:11 Settles 1 Month 5.42235 -0.00023 3 Month 5.5116 -0.01207 6 Month 5.52584 -0.03583 12 Month...

Sofr v. Bsby

Date Change Term SOFR 12/14/2023 6:41 Settles 1 Month 5.35825 -0.0036 3 Month 5.37774 -0.00689 6 Month 5.2938 -0.03844 12 Month 5.01476 -0.0904 Term BSBY 12/14/2023 6:41 Settles 1 Month 5.42258 -0.00149 3 Month 5.52367 0.00753 6 Month 5.56167 0.00558 12 Month 5.5607...

Sofr v. Bsby

Date Change Term SOFR 12/13/2023 6:28 Settles 1 Month 5.36181 -0.0030 3 Month 5.38463 -0.00143 6 Month 5.33224 -0.01426 12 Month 5.10516 -0.02558 Term BSBY 12/13/2023 6:28 Settles 1 Month 5.42407 -0.00769 3 Month 5.51614 0.00026 6 Month 5.55609 0.00701 12 Month...