Sofr v. Bsby

Date Change Term SOFR 11/27/2023 6:05 Settles 1 Month 5.35156 0.0044 3 Month 5.39321 0.00663 6 Month 5.4009 0.00938 12 Month 5.27346 0.01384 Term BSBY 11/27/2023 6:05 Settles 1 Month 5.39463 0.00217 3 Month 5.55815 -0.00929 6 Month 5.6507 -0.00512 12 Month 5.71554...

Sofr v. Bsby

Date Change Term SOFR 11/24/2023 6:22 Settles 1 Month 5.34716 0.0043 3 Month 5.38658 0.0069 6 Month 5.39152 0.01452 12 Month 5.25962 0.02731 Term BSBY 11/24/2023 6:22 Settles 1 Month 5.39246 -0.00165 3 Month 5.56744 -0.01110 6 Month 5.65582 -0.00677 12 Month 5.71483...

Sofr v. Bsby

Date Change Term SOFR 11/17/2023 6:04 Settles 1 Month 5.33253 0.0015 3 Month 5.36693 -0.00017 6 Month 5.36347 -0.01154 12 Month 5.20073 -0.0362 Term BSBY 11/17/2023 6:04 Settles 1 Month 5.39164 0.01403 3 Month 5.58314 -0.01515 6 Month 5.69568 -0.02235 12 Month 5.74122...

Sofr v. Bsby

Date Change Term SOFR 11/16/2023 6:00 Settles 1 Month 5.33107 0.0015 3 Month 5.3671 -0.00227 6 Month 5.37501 -0.00576 12 Month 5.23693 0.00753 Term BSBY 11/16/2023 6:00 Settles 1 Month 5.37761 0.00325 3 Month 5.59829 -0.00984 6 Month 5.71803 -0.01636 12 Month 5.76946...

Sofr v. Bsby

Date Change Term SOFR 11/15/2023 6:03 Settles 1 Month 5.32959 0.0001 3 Month 5.36937 -0.02084 6 Month 5.38077 -0.05401 12 Month 5.2294 -0.11893 Term BSBY 11/15/2023 6:03 Settles 1 Month 5.37436 -0.0025 3 Month 5.60813 -0.00001 6 Month 5.73439 -0.0035 12 Month 5.82928...