Sofr v. Bsby

Date Change Term SOFR 9/22/2023 6:05 Settles 1 Month 5.31751 -0.0022 3 Month 5.39981 -0.00028 6 Month 5.47951 0.00668 12 Month 5.48563 0.01967 Term Bsby 9/22/2023 6:05 Settles 1 Month 5.4014 0.00158 3 Month 5.55165 -0.00291 6 Month 5.75384 0.00367 12 Month 5.95578...

Sofr v. Bsby

Date Change Term SOFR 9/19/2023 6:08 Settles 1 Month 5.32409 -0.0008 3 Month 5.39702 -0.00083 6 Month 5.46857 0.00251 12 Month 5.45434 0.0114 Term Bsby 9/19/2023 6:08 Settles 1 Month 5.39725 -0.00422 3 Month 5.55463 -0.00122 6 Month 5.75359 -0.0013 12 Month 5.94625...

Sofr v. Bsby

Date Change Term SOFR 9/18/2023 6:01 Settles 1 Month 5.32484 -0.0022 3 Month 5.39785 -0.00383 6 Month 5.46606 0.00022 12 Month 5.44294 0.0215 Term Bsby 9/18/2023 6:01 Settles 1 Month 5.40147 0.01173 3 Month 5.55585 -0.00098 6 Month 5.75489 -0.00391 12 Month 5.9543...

Sofr v. Bsby

Date Change Term SOFR 9/15/2023 6:05 Settles 1 Month 5.33057 -0.0016 3 Month 5.41009 0.00066 6 Month 5.47767 0.00417 12 Month 5.43665 0.00501 Term Bsby 9/15/2023 6:05 Settles 1 Month 5.38974 0.00106 3 Month 5.55683 -0.00166 6 Month 5.7588 -0.00142 12 Month 5.94941...

Sofr v. Bsby

curves.9.14.23 Date Change Term SOFR 9/14/2023 6:11 Settles 1 Month 5.33057 -0.0016 3 Month 5.41009 0.00066 6 Month 5.47767 0.00417 12 Month 5.43665 0.00501 Term Bsby 9/14/2023 6:11 Settles 1 Month 5.38868 -0.01258 3 Month 5.55849 0.00165 6 Month 5.76022 0.00172 12...

Sofr v. Bsby

Date Change Term SOFR 9/12/2023 6:08 Settles 1 Month 5.33356 0.0052 3 Month 5.40822 0.00297 6 Month 5.47121 0.00836 12 Month 5.42131 0.01772 Term Bsby 9/12/2023 6:08 Settles 1 Month 5.39531 -0.00174 3 Month 5.55942 0.0046 6 Month 5.75914 0.01115 12 Month 5.94066...