Sofr v. BSBY

Date Change Term SOFR 5/10/2024 6:00 Settles 1 Month 5.31987 -0.0010 3 Month 5.32198 -0.00155 6 Month 5.28431 -0.00548 12 Month 5.13893 -0.01066 Term BSBY 5/10/2024 6:00 Settles 1 Month 5.33525 -0.01337 3 Month 5.42636 -0.00233 6 Month 5.46314 -0.01012 12 Month...

Sofr v. Bsby

Date Change Term SOFR 5/9/2024 5:57 Settles 1 Month 5.32085 0.0000 3 Month 5.32353 -0.00204 6 Month 5.28979 -0.00371 12 Month 5.14959 0.00046 Term BSBY 5/9/2024 5:57 Settles 1 Month 5.34862 -0.00588 3 Month 5.42869 0.00794 6 Month 5.47326 -0.01038 12 Month 5.48612...

Sofr v. Bsby

Date Change Term SOFR 5/8/2024 5:56 Settles 1 Month 5.32086 0.0010 3 Month 5.32557 0.00235 6 Month 5.2935 0.00612 12 Month 5.14913 0.00395 Term BSBY 5/8/2024 5:56 Settles 1 Month 5.3545 0.00433 3 Month 5.42075 0.00687 6 Month 5.48364 -0.00072 12 Month 5.51403 -0.03097...

Sofr v. Bsby

curves5.06.24 Date Change Term SOFR 5/6/2024 6:29 Settles 1 Month 5.3213 -0.0011 3 Month 5.3212 -0.00635 6 Month 5.28248 -0.02445 12 Month 5.13716 -0.07156 Term BSBY 5/6/2024 6:29 Settles 1 Month 5.35017 0.01129 3 Month 5.41388 0.00019 6 Month 5.48436 -0.00432 12...

Sofr v. Bsby

Date Change Term SOFR 5/3/2024 5:50 Settles 1 Month 5.32241 -0.0004 3 Month 5.32755 -0.00838 6 Month 5.30693 -0.02153 12 Month 5.20872 -0.0487 Term BSBY 5/3/2024 5:50 Settles 1 Month 5.32935 -0.01019 3 Month 5.41099 -0.00370 6 Month 5.4785 0.01028 12 Month 5.56907...