Sofr vs. Bsby

Date Change Term SOFR 10/18/2023 5:59 Settles 1 Month 5.33911 0.0056 3 Month 5.41582 0.01901 6 Month 5.48826 0.03349 12 Month 5.45809 0.05452 Term Bsby 10/18/2023 5:59 Settles 1 Month 5.35701 -0.00248 3 Month 5.5806 0.01126 6 Month 5.76101 0.006 12 Month 5.89057...

Sofr v. Bsby

Date Change Term SOFR 10/16/2023 6:07 Settles 1 Month 5.33472 -0.0006 3 Month 5.39504 -0.00779 6 Month 5.44913 -0.01495 12 Month 5.39341 -0.02364 Term Bsby 10/16/2023 6:07 Settles 1 Month 5.35949 -0.01216 3 Month 5.56934 0.00074 6 Month 5.75501 0.00602 12 Month...

Sofr v. Bsby

Date Change Term SOFR 10/13/2023 6:12 Settles 1 Month 5.33533 0.0008 3 Month 5.40283 0.00896 6 Month 5.46408 0.02414 12 Month 5.41705 0.04785 Term Bsby 10/13/2023 6:12 Settles 1 Month 5.37165 0.00833 3 Month 5.5686 0.00192 6 Month 5.74899 -0.00048 12 Month 5.87465...

Sofr v. Bsby

Date Change Term SOFR 10/12/2023 6:00 Settles 1 Month 5.3345 0.0021 3 Month 5.39387 1E-04 6 Month 5.43994 0.0053 12 Month 5.3692 0.01319 Term Bsby 10/12/2023 6:00 Settles 1 Month 5.36332 0.00155 3 Month 5.56668 -0.00204 6 Month 5.74947 -0.00429 12 Month 5.88155...

Sofr v. Bsby

Date Change Term SOFR 10/11/2023 5:58 Settles 1 Month 5.33238 -0.0164 3 Month 5.39377 -0.032 6 Month 5.43464 -0.04975 12 Month 5.35601 -0.08973 Term Bsby 10/11/2023 5:58 Settles 1 Month 5.36177 -0.01013 3 Month 5.56872 -0.00676 6 Month 5.75376 -0.00593 12 Month...