Sofr v. Bsby

curves3.28.24 Date Change Term SOFR 3/28/2024 6:11 Settles 1 Month 5.32874 0.0014 3 Month 5.29823 -0.00368 6 Month 5.21781 -0.00623 12 Month 4.99982 -0.01232 Term BSBY 3/28/2024 6:11 Settles 1 Month 5.34939 0.00243 3 Month 5.37519 0.00262 6 Month 5.3771 0.0015 12...

Sofr v. Bsby

Date Change Term SOFR 3/27/2024 6:27 Settles 1 Month 5.32734 -0.0028 3 Month 5.30191 -0.00751 6 Month 5.22404 -0.00109 12 Month 5.01214 0.00224 Term BSBY 3/27/2024 6:27 Settles 1 Month 5.34696 0.00789 3 Month 5.37257 -0.00345 6 Month 5.3756 0.00242 12 Month 5.30609...

Sofr v. Bsby

curves3.26.24 Date Change Term SOFR 3/26/2024 6:06 Settles 1 Month 5.33016 -0.0020 3 Month 5.30942 0.00187 6 Month 5.22513 0.00353 12 Month 5.0099 0.01698 Term BSBY 3/26/2024 6:06 Settles 1 Month 5.33907 0.00388 3 Month 5.37602 -0.00213 6 Month 5.37318 -0.00661 12...

Sofr v. Bsby

curves3.25.24 Date Change Term SOFR 3/25/2024 5:56 Settles 1 Month 5.33217 0.0035 3 Month 5.30755 -0.00493 6 Month 5.2216 -0.0074 12 Month 4.99292 -0.01086 Term BSBY 3/25/2024 5:56 Settles 1 Month 5.35451 -0.00127 3 Month 5.38515 -0.00198 6 Month 5.3882 -0.00355 12...

Sofr v. Bsby

Date Change Term SOFR 3/22/2024 6:20 Settles 1 Month 5.32871 -0.0007 3 Month 5.31248 -0.00748 6 Month 5.229 -0.01678 12 Month 5.00378 -0.03306 Term BSBY 3/22/2024 6:20 Settles 1 Month 5.35451 -0.00127 3 Month 5.38515 -0.00198 6 Month 5.3882 -0.00355 12 Month 5.35885...