Sofr v. Bsby

Date Change Term SOFR 2/23/2024 5:57 Settles 1 Month 5.32413 0.0032 3 Month 5.33057 0.00674 6 Month 5.27351 0.02078 12 Month 5.07243 0.04738 Term BSBY 2/23/2024 5:57 Settles 1 Month 5.36773 -0.00309 3 Month 5.40291 0.01013 6 Month 5.369 0.00019 12 Month 5.31336...

Sofr v. Bsby

Date Change Term SOFR 2/22/2024 5:57 Settles 1 Month 5.32093 -0.0001 3 Month 5.32383 0.0019 6 Month 5.25273 0.00924 12 Month 5.02505 0.02614 Term BSBY 2/22/2024 5:57 Settles 1 Month 5.37082 -0.0068 3 Month 5.39278 -0.00151 6 Month 5.36881 0.00444 12 Month 5.313...

Sofr v. Bsby

Date Change Term SOFR 2/21/2024 6:04 Settles 1 Month 5.32103 0.0008 3 Month 5.32193 -0.00381 6 Month 5.24349 -0.02292 12 Month 4.99891 -0.05058 Term BSBY 2/21/2024 6:04 Settles 1 Month 5.37082 -0.0068 3 Month 5.39278 -0.00151 6 Month 5.36881 0.00444 12 Month 5.313...

Sofr v. Bsby

Date Change Term SOFR 2/20/2024 6:07 Settles 1 Month 5.32028 0.0044 3 Month 5.32574 0.01172 6 Month 5.26641 0.03525 12 Month 5.04949 0.07159 Term BSBY 2/20/2024 6:07 Settles 1 Month 5.37762 0.01326 3 Month 5.39429 0.01188 6 Month 5.36437 0.01603 12 Month 5.31042...

Sofr v. Bsby

Date Change Term SOFR 2/16/2024 6:05 Settles 1 Month 5.31585 -0.0039 3 Month 5.31402 -0.00507 6 Month 5.23116 -0.01239 12 Month 4.9779 -0.02678 Term BSBY 2/16/2024 6:05 Settles 1 Month 5.36436 0.01932 3 Month 5.38241 -0.00015 6 Month 5.34834 0.02032 12 Month 5.2625...

Sofr v. Bsby

Date Change Term SOFR 2/14/2024 5:51 Settles 1 Month 5.32135 0.0037 3 Month 5.32568 0.01869 6 Month 5.25695 0.0608 12 Month 5.01897 0.11897 Term BSBY 2/14/2024 5:51 Settles 1 Month 5.36995 -0.01216 3 Month 5.37636 -0.00524 6 Month 5.31433 -0.00158 12 Month 5.19963...