Sofr v. Bsby

Date Change Term SOFR 7/26/2024 6:30 Settles 1 Month 5.3467 -0.0004 3 Month 5.25537 -0.00819 6 Month 5.09145 -0.01605 12 Month 4.7529 -0.01572 Term BSBY 7/26/2024 6:30 Settles 1 Month 5.36551 -0.00359 3 Month 5.37811 -0.00336 6 Month 5.29755 -0.01633 12 Month 5.12781...

Sofr v. Bsby

curves7.25.24 Date Change Term SOFR 7/25/2024 6:35 Settles 1 Month 5.34712 -0.0021 3 Month 5.26356 -0.01565 6 Month 5.1075 -0.03153 12 Month 4.76862 -0.04955 Term BSBY 7/25/2024 6:35 Settles 1 Month 5.3691 -0.01856 3 Month 5.38147 -0.00706 6 Month 5.31388 -0.00407 12...

Sofr v. Bsby

curves7.24.24 Date Change Term SOFR 7/24/2024 6:32 Settles 1 Month 5.34926 -0.0003 3 Month 5.27921 -0.00539 6 Month 5.13903 -0.00505 12 Month 4.81817 -0.01918 Term BSBY 7/24/2024 6:32 Settles 1 Month 5.38766 0.01201 3 Month 5.38853 0.00457 6 Month 5.31795 -0.0016 12...

Date Change Term SOFR 7/22/2024 6:52 Settles 1 Month 5.3495 0.0027 3 Month 5.28336 0.00037 6 Month 5.13923 0.00455 12 Month 4.82145 0.02119 Term BSBY 7/22/2024 6:52 Settles 1 Month 5.37372 -0.00208 3 Month 5.38259 0.00298 6 Month 5.31757 0.00321 12 Month 5.14247...

Sofr v. Bsby

Date Change Term SOFR 7/19/2024 6:33 Settles 1 Month 5.34675 0.0016 3 Month 5.28299 0.00098 6 Month 5.13468 -0.00107 12 Month 4.80026 -0.0053 Term BSBY 7/19/2024 6:33 Settles 1 Month 5.3758 0.00305 3 Month 5.37961 0.00513 6 Month 5.31436 -0.00723 12 Month 5.13297...

Sofr v. Bsby

curves7.18.24 Date Change Term SOFR 7/18/2024 6:48 Settles 1 Month 5.34513 0.0039 3 Month 5.28201 0.00254 6 Month 5.13575 0.00494 12 Month 4.80556 0.00581 Term BSBY 7/18/2024 6:48 Settles 1 Month 5.37275 -0.01487 3 Month 5.37448 -0.00272 6 Month 5.32159 -0.01488 12...