Sofr v. Bsby

Date Change Term SOFR 7/7/23 Settles 1 Month 5.17701 0.01222 3 Month 5.29847 0.01757 6 Month 5.415 0.03354 12 Month 5.45445 0.07632 Term Bsby 7/7/23 Settles 1 Month 5.19613 0.01319 3 Month 5.46955 0.00059 6 Month 5.70317 0.00369 12 Month 5.98698 0.00675...

Sofr v. Bsby

Date Change Term SOFR 7/6/23 Settles 1 Month 5.16479 0.01946 3 Month 5.2809 0.00414 6 Month 5.38146 -0.00028 12 Month 5.37813 -0.00668 Term Bsby 7/6/23 Settles 1 Month 5.18294 -0.01645 3 Month 5.46896 -0.00673 6 Month 5.69948 0.00767 12 Month 5.98023 0.01818...

Sofr v. Bsby

Date Change Term SOFR 7/5/23 Settles 1 Month 5.14533 0.00293 3 Month 5.27676 0.00802 6 Month 5.38174 0.00087 12 Month 5.38481 0.01327 Term Bsby 7/5/23 Settle 1 Month 5.19939 -0.01182 3 Month 5.47569 0.00892 6 Month 5.69181 0.02033 12 Month 5.96205 0.02780...

Sofr v. Bsby

Date Change Term SOFR 7/3/23 Settles 1 Month 5.1424 0.00162 3 Month 5.26874 0.00038 6 Month 5.38087 -0.00977 12 Month 5.37154 -0.02528 Term Bsby 7/3/23 Settle 1 Month 5.21121 -0.00450 3 Month 5.46677 0.00381 6 Month 5.67148 0.01401 12 Month 5.93425 0.02553...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 6/30/23 Current 1 Month 5.11401 0.00142 3 Month 5.26542 0.01417 6 Month 5.38919 0.03320 12 Month 5.43523 0.10967 LIBOR 6/29/23 Settle 1 Month 5.2177 0.01270 3 Month 5.5454 0.01197 6 Month 5.7623 0.02273 12 Month 6.04140 0.08126 BSBY INDEX...