Sofr v. Bsby

Date Change Term SOFR 3/11/2024 6:00 Settles 1 Month 5.32069 0.0020 3 Month 5.31498 -0.00586 6 Month 5.20921 -0.02063 12 Month 4.94214 -0.0448 Term BSBY 3/11/2024 6:00 Settles 1 Month 5.38413 -0.00075 3 Month 5.38825 -0.00502 6 Month 5.36462 -0.0066 12 Month 5.30721...

Sofr v. Bsby

Date Change Term SOFR 3/8/2024 6:12 Settles 1 Month 5.3187 0.0010 3 Month 5.32084 -0.00038 6 Month 5.22984 -0.00581 12 Month 4.98694 -0.01055 Term BSBY 3/8/2024 6:12 Settles 1 Month 5.38866 0.00378 3 Month 5.39242 -0.00085 6 Month 5.37125 3E-05 12 Month 5.32392...

Sofr v. Bsby

Date Change Term SOFR 3/7/2024 6:18 Settles 1 Month 5.31771 -0.0021 3 Month 5.32122 -0.00332 6 Month 5.23565 -0.01017 12 Month 4.99749 -0.01664 Term BSBY 3/7/2024 6:18 Settles 1 Month 5.38488 -0.00257 3 Month 5.39327 0.00127 6 Month 5.37122 -0.00349 12 Month 5.32125...

Sofr v. Bsby

Date Change Term SOFR 3/6/2024 6:17 Settles 1 Month 5.31983 -0.0011 3 Month 5.32454 -0.00185 6 Month 5.24582 -0.00663 12 Month 5.01413 -0.02144 Term BSBY 3/6/2024 6:17 Settles 1 Month 5.38745 0.02097 3 Month 5.392 0.00029 6 Month 5.37471 -0.00289 12 Month 5.32643...

Sofr v. Bsby

curves3.5.24 Date Change Term SOFR 3/5/2024 6:04 Settles 1 Month 5.32088 -0.0004 3 Month 5.32639 0.00263 6 Month 5.25245 0.00698 12 Month 5.03557 0.02018 Term BSBY 3/5/2024 6:04 Settles 1 Month 5.36648 0.00076 3 Month 5.39171 -0.00623 6 Month 5.3776 -0.00853 12 Month...