Sofr v. Bsby

Date Change Term SOFR 4/25/2024 6:50 Settles 1 Month 5.31826 0.0001 3 Month 5.32487 0.00042 6 Month 5.29366 0.00401 12 Month 5.19722 0.00896 Term BSBY 4/25/2024 6:50 Settles 1 Month 5.3352 -0.00995 3 Month 5.41445 0.00389 6 Month 5.4643 0.00215 12 Month 5.52616...

Sofr v. Bsby

Date Change Term SOFR 4/24/2024 6:33 Settles 1 Month 5.31816 0.0013 3 Month 5.32445 0.0009 6 Month 5.28965 -0.00805 12 Month 5.18826 -0.02235 Term BSBY 4/24/2024 6:33 Settles 1 Month 5.34515 -0.01849 3 Month 5.41056 0.00964 6 Month 5.46215 0.00114 12 Month 5.52208...

Sofr v. Bsby

Date Change Term SOFR 4/22/2024 5:53 Settles 1 Month 5.31571 -0.0012 3 Month 5.32294 -0.00346 6 Month 5.29803 -0.00487 12 Month 5.21604 0.00153 Term BSBY 4/22/2024 5:53 Settles 1 Month 5.35116 0.00783 3 Month 5.39474 -0.00198 6 Month 5.45589 0.00257 12 Month 5.50818...

Sofr v. Bsby

Date Change Term SOFR 4/19/2024 6:12 Settles 1 Month 5.3169 0.0015 3 Month 5.3264 0.00184 6 Month 5.3029 0.00312 12 Month 5.21451 0.01084 Term BSBY 4/19/2024 6:12 Settles 1 Month 5.35116 0.00783 3 Month 5.39474 -0.00198 6 Month 5.45589 0.00257 12 Month 5.50818...

Sofr v. Bsby

Date Change Term SOFR 4/18/2024 6:00 Settles 1 Month 5.31544 -0.0034 3 Month 5.32456 -0.002 6 Month 5.29978 -0.00176 12 Month 5.20367 -0.00642 Term BSBY 4/18/2024 6:00 Settles 1 Month 5.34333 0.00624 3 Month 5.39672 0.00324 6 Month 5.45332 0.00431 12 Month 5.51421...

Sofr v. Bsby

Date Change Term SOFR 4/17/2024 5:52 Settles 1 Month 5.31882 -0.0001 3 Month 5.32656 -0.00037 6 Month 5.30154 -0.00328 12 Month 5.21009 -0.00992 Term BSBY 4/17/2024 5:52 Settles 1 Month 5.33709 0.00798 3 Month 5.39348 0.00622 6 Month 5.44901 0.01169 12 Month 5.51755...