Sofr v. Bsby

Date Change Term SOFR 10/12/2023 6:00 Settles 1 Month 5.3345 0.0021 3 Month 5.39387 1E-04 6 Month 5.43994 0.0053 12 Month 5.3692 0.01319 Term Bsby 10/12/2023 6:00 Settles 1 Month 5.36332 0.00155 3 Month 5.56668 -0.00204 6 Month 5.74947 -0.00429 12 Month 5.88155...

Sofr v. Bsby

Date Change Term SOFR 10/11/2023 5:58 Settles 1 Month 5.33238 -0.0164 3 Month 5.39377 -0.032 6 Month 5.43464 -0.04975 12 Month 5.35601 -0.08973 Term Bsby 10/11/2023 5:58 Settles 1 Month 5.36177 -0.01013 3 Month 5.56872 -0.00676 6 Month 5.75376 -0.00593 12 Month...

Sofr v. Bsby Settles

Date Change Term SOFR 10/10/2023 6:17 Settles 1 Month 5.34877 0.0077 3 Month 5.42577 0.01903 6 Month 5.48439 0.02993 12 Month 5.44574 0.04918 Term Bsby 10/10/2023 6:17 Settles 1 Month 5.36177 -0.01013 3 Month 5.56872 -0.00676 6 Month 5.75376 -0.00593 12 Month 5.91487...

Sofr v. Bsby

Date Change Term SOFR 10/6/2023 6:11 Settles 1 Month 5.34107 0.0051 3 Month 5.40674 0.00054 6 Month 5.45446 -0.00817 12 Month 5.39656 -0.03319 Term Bsby 10/6/2023 6:11 Settles 1 Month 5.3719 -0.00621 3 Month 5.57548 -0.00058 6 Month 5.75969 -0.00767 12 Month 5.94634...

Sofr v. Bsby

Date Change Term SOFR 10/5/2023 5:57 Settles 1 Month 5.33598 0.0056 3 Month 5.4062 -0.0162 6 Month 5.46263 -0.03069 12 Month 5.42975 -0.05391 Term Bsby 10/5/2023 5:57 Settles 1 Month 5.37704 -0.00014 3 Month 5.57735 -0.00042 6 Month 5.76576 -0.00157 12 Month 5.95759...