Sofr v. Bsby

Date Change Term SOFR 5/17/2024 5:56 Settles 1 Month 5.31976 -0.0003 3 Month 5.3258 6E-05 6 Month 5.28321 0.00513 12 Month 5.12252 0.01638 Term BSBY 5/17/2024 5:56 Settles 1 Month 5.33367 0.00257 3 Month 5.41083 -0.00076 6 Month 5.4531 -0.0036 12 Month 5.45587...

Sofr v. Bsby

Date Change Term SOFR 5/16/2024 6:30 Settles 1 Month 5.32008 -0.0005 3 Month 5.32574 -0.00359 6 Month 5.27808 -0.01765 12 Month 5.10614 -0.05026 Term BSBY 5/16/2024 6:30 Settles 1 Month 5.33367 0.00257 3 Month 5.41083 -0.00076 6 Month 5.4531 -0.0036 12 Month 5.45587...

Sofr v. Bsby

Date Change Term SOFR 5/15/2024 5:57 Settles 1 Month 5.32055 0.0009 3 Month 5.32933 0.00263 6 Month 5.29573 0.00218 12 Month 5.1564 -0.00182 Term BSBY 5/15/2024 5:57 Settles 1 Month 5.33331 -0.00831 3 Month 5.41003 -0.00568 6 Month 5.45669 -0.00054 12 Month 5.47211...

Sofr v. Bsby

Date Change Term SOFR 5/14/2024 6:07 Settles 1 Month 5.31964 0.0029 3 Month 5.3267 0.00432 6 Month 5.29355 0.00501 12 Month 5.15822 0.00624 Term BSBY 5/14/2024 6:07 Settles 1 Month 5.33331 -0.00831 3 Month 5.41003 -0.00568 6 Month 5.45669 -0.00054 12 Month 5.47211...

Sofr v. Bsby

Date Change Term SOFR 5/13/2024 5:55 Settles 1 Month 5.31677 -0.0031 3 Month 5.32238 0.0004 6 Month 5.28854 0.00423 12 Month 5.15198 0.01305 Term BSBY 5/13/2024 5:55 Settles 1 Month 5.33525 -0.00322 3 Month 5.42636 -0.00247 6 Month 5.46314 -0.00731 12 Month 5.48222...