Sofr v. Bsby

Date Change Term SOFR 12/12/2023 6:02 Settles 1 Month 5.36483 0.0051 3 Month 5.38606 0.00689 6 Month 5.3465 0.01714 12 Month 5.13074 0.03258 Term BSBY 12/12/2023 6:02 Settles 1 Month 5.43176 -0.00753 3 Month 5.51588 -0.00957 6 Month 5.54908 0.00542 12 Month 5.53056...

Sofr v. Bsby

Date Change Term SOFR 12/11/2023 6:05 Settles 1 Month 5.35978 0.0048 3 Month 5.37917 0.01313 6 Month 5.32936 0.03725 12 Month 5.09816 0.07804 Term BSBY 12/11/2023 6:05 Settles 1 Month 5.43929 -0.00271 3 Month 5.52545 0.00040 6 Month 5.54366 -0.00753 12 Month 5.5153...

Sofr v. Bsby

Date Change Term SOFR 12/8/2023 5:58 Settles 1 Month 5.35498 -0.0024 3 Month 5.36604 -0.00579 6 Month 5.29211 -0.00947 12 Month 5.02012 -0.00915 Term BSBY 12/8/2023 5:58 Settles 1 Month 5.415 0.00597 3 Month 5.53257 0.00540 6 Month 5.55862 -0.00859 12 Month 5.50618...

Sofr v. Bsby

Date Change Term SOFR 12/4/2023 6:08 Settles 1 Month 5.34508 -0.0008 3 Month 5.36297 -0.01226 6 Month 5.30258 -0.03832 12 Month 5.03913 -0.07928 Term BSBY 12/4/2023 6:08 Settles 1 Month 5.39425 0.02008 3 Month 5.54486 -0.01596 6 Month 5.60648 -0.02278 12 Month 5.57837...

Sofr v. Bsby

Date Change Term SOFR 12/1/2023 6:07 Settles 1 Month 5.34587 0.0049 3 Month 5.37523 0.00585 6 Month 5.3409 0.00765 12 Month 5.11841 0.01029 Term BSBY 12/1/2023 6:07 Settles 1 Month 5.37417 0.00097 3 Month 5.56082 -0.01055 6 Month 5.62926 -0.02086 12 Month 5.63171...