Sofr v. Bsby Settles

Date Change Term SOFR 10/10/2023 6:17 Settles 1 Month 5.34877 0.0077 3 Month 5.42577 0.01903 6 Month 5.48439 0.02993 12 Month 5.44574 0.04918 Term Bsby 10/10/2023 6:17 Settles 1 Month 5.36177 -0.01013 3 Month 5.56872 -0.00676 6 Month 5.75376 -0.00593 12 Month 5.91487...

Sofr v. Bsby

Date Change Term SOFR 10/6/2023 6:11 Settles 1 Month 5.34107 0.0051 3 Month 5.40674 0.00054 6 Month 5.45446 -0.00817 12 Month 5.39656 -0.03319 Term Bsby 10/6/2023 6:11 Settles 1 Month 5.3719 -0.00621 3 Month 5.57548 -0.00058 6 Month 5.75969 -0.00767 12 Month 5.94634...

Sofr v. Bsby

Date Change Term SOFR 10/5/2023 5:57 Settles 1 Month 5.33598 0.0056 3 Month 5.4062 -0.0162 6 Month 5.46263 -0.03069 12 Month 5.42975 -0.05391 Term Bsby 10/5/2023 5:57 Settles 1 Month 5.37704 -0.00014 3 Month 5.57735 -0.00042 6 Month 5.76576 -0.00157 12 Month 5.95759...

Sofr v. Bsby

curves.10.2.23 Date Change Term SOFR 10/2/2023 6:42 Settles 1 Month 5.32408 0.0051 3 Month 5.38815 -0.00735 6 Month 5.4526 -0.01467 12 Month 5.43368 -0.03258 Term Bsby 10/2/2023 6:42 Settles 1 Month 5.39278 0.00127 3 Month 5.55796 0.00077 6 Month 5.75133 -0.0009 12...

Sofr v. Bsby

Date Change Term SOFR 9/29/2023 6:07 Settles 1 Month 5.31899 0.0044 3 Month 5.3955 0.00068 6 Month 5.46727 -0.00366 12 Month 5.46626 -0.00858 Term Bsby 9/29/2023 6:07 Settles 1 Month 5.39151 0.00495 3 Month 5.55719 0.0042 6 Month 5.75223 -0.00496 12 Month 5.94622...