Sofr v. Bsby

Date Change Term SOFR 7/3/23 Settles 1 Month 5.1424 0.00162 3 Month 5.26874 0.00038 6 Month 5.38087 -0.00977 12 Month 5.37154 -0.02528 Term Bsby 7/3/23 Settle 1 Month 5.21121 -0.00450 3 Month 5.46677 0.00381 6 Month 5.67148 0.01401 12 Month 5.93425 0.02553...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 6/30/23 Current 1 Month 5.11401 0.00142 3 Month 5.26542 0.01417 6 Month 5.38919 0.03320 12 Month 5.43523 0.10967 LIBOR 6/29/23 Settle 1 Month 5.2177 0.01270 3 Month 5.5454 0.01197 6 Month 5.7623 0.02273 12 Month 6.04140 0.08126 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 6/28/23 Current 1 Month 5.11574 -0.00047 3 Month 5.2442 0.00327 6 Month 5.34005 0.01697 12 Month 5.31614 0.05369 LIBOR 6/28/23 Settle 1 Month 5.19300 0.00129 3 Month 5.53786 0.00915 6 Month 5.73100 0.01129 12 Month 5.94329 0.02900 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 6/26/23 Current 1 Month 5.11621 0.00591 3 Month 5.24093 0.00030 6 Month 5.32308 -0.01625 12 Month 5.26245 -0.05122 LIBOR 6/26/23 Settle 1 Month 5.17786 0.02943 3 Month 5.52100 -0.02314 6 Month 5.67357 -0.01672 12 Month 5.88471 -0.04058 BSBY...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 6/23/23 Current 1 Month 5.1103 -0.00515 3 Month 5.24063 -0.00660 6 Month 5.33933 -0.00204 12 Month 5.31367 0.00098 LIBOR 6/23/23 Settle 1 Month 5.14843 -0.00200 3 Month 5.54414 0.00228 6 Month 5.69029 0.00772 12 Month 5.92529 0.02415 BSBY INDEX...