Sofr v. Bsby

Date Change Term SOFR 7/2/2024 6:40 Settles 1 Month 5.33192 -0.0023 3 Month 5.31817 -0.00272 6 Month 5.25274 0.00469 12 Month 5.05029 0.02454 Term BSBY 7/2/2024 6:40 Settles 1 Month 5.39433 -0.00261 3 Month 5.42533 0.00008 6 Month 5.42613 -0.00619 12 Month 5.38365...

Sofr v. Bsby

Date Change Term SOFR 7/1/2024 6:33 Settles 1 Month 5.3342 -0.0030 3 Month 5.32089 -0.00371 6 Month 5.24805 -0.00666 12 Month 5.02575 -0.01429 Term BSBY 7/1/2024 6:33 Settles 1 Month 5.39694 0.00629 3 Month 5.42525 0.00405 6 Month 5.43232 0.00212 12 Month 5.39281...

Sofr v. Bsby

Date Change Term SOFR 6/28/2024 6:40 Settles 1 Month 5.33717 -0.0059 3 Month 5.3246 -0.00696 6 Month 5.25471 -0.00824 12 Month 5.04004 -0.01449 Term BSBY 6/28/2024 6:40 Settles 1 Month 5.39065 0.00125 3 Month 5.4212 0.00041 6 Month 5.4302 0.00529 12 Month 5.38535...

Sofr v. Bsby

Date Change Term SOFR 6/27/2024 7:06 Settles 1 Month 5.34304 -0.0009 3 Month 5.33156 -0.00302 6 Month 5.26295 -0.00103 12 Month 5.05453 0.01744 Term BSBY 6/27/2024 7:06 Settles 1 Month 5.3894 -0.00527 3 Month 5.42079 0.00029 6 Month 5.42491 0.00548 12 Month 5.37265...

Sofr v. Bsby

Date Change Term SOFR 6/26/2024 6:35 Settles 1 Month 5.34393 -0.0020 3 Month 5.33458 -0.00481 6 Month 5.26398 -0.00432 12 Month 5.03709 -0.00381 Term BSBY 6/26/2024 6:35 Settles 1 Month 5.39467 0.00696 3 Month 5.4205 -0.00165 6 Month 5.41943 -0.00194 12 Month 5.36609...

Sofr v. Bsby

Date Change Term SOFR 6/25/2024 6:39 Settles 1 Month 5.34594 0.0024 3 Month 5.33939 -0.00117 6 Month 5.2683 -0.00306 12 Month 5.0409 -0.00372 Term BSBY 6/25/2024 6:39 Settles 1 Month 5.38771 0.00426 3 Month 5.42215 0.00264 6 Month 5.42137 -0.00584 12 Month 5.36973...