Sofr v. Bsby

Date Change Term SOFR 3/15/2024 6:00 Settles 1 Month 5.32632 -0.0004 3 Month 5.32968 0.00014 6 Month 5.26556 0.00879 12 Month 5.05951 0.02582 Term BSBY 3/15/2024 6:00 Settles 1 Month 5.37506 -0.01209 3 Month 5.38994 0.00960 6 Month 5.3682 0.02038 12 Month 5.31115...

Sofr v. Bsby

curves3.14.24 Date Change Term SOFR 3/14/2024 6:15 Settles 1 Month 5.32667 0.0013 3 Month 5.32954 0.00027 6 Month 5.25677 0.00602 12 Month 5.03369 0.02311 Term BSBY 3/14/2024 6:15 Settles 1 Month 5.37679 -0.01036 3 Month 5.38749 0.00715 6 Month 5.35624 0.00842 12...

Sofr v. Bsby

Date Change Term SOFR 3/13/2024 5:58 Settles 1 Month 5.32533 -0.0001 3 Month 5.32927 0.00411 6 Month 5.25075 0.01749 12 Month 5.01058 0.02823 Term BSBY 3/13/2024 5:58 Settles 1 Month 5.3871 0.00297 3 Month 5.3838 -0.00445 6 Month 5.35819 -0.00643 12 Month 5.2859...

Sofr v. Bsby

Date Change Term SOFR 3/8/2024 6:12 Settles 1 Month 5.3187 0.0010 3 Month 5.32084 -0.00038 6 Month 5.22984 -0.00581 12 Month 4.98694 -0.01055 Term BSBY 3/8/2024 6:12 Settles 1 Month 5.38866 0.00378 3 Month 5.39242 -0.00085 6 Month 5.37125 3E-05 12 Month 5.32392...

Sofr v. Bsby

Date Change Term SOFR 3/7/2024 6:18 Settles 1 Month 5.31771 -0.0021 3 Month 5.32122 -0.00332 6 Month 5.23565 -0.01017 12 Month 4.99749 -0.01664 Term BSBY 3/7/2024 6:18 Settles 1 Month 5.38488 -0.00257 3 Month 5.39327 0.00127 6 Month 5.37122 -0.00349 12 Month 5.32125...

Sofr v. Bsby

Date Change Term SOFR 3/6/2024 6:17 Settles 1 Month 5.31983 -0.0011 3 Month 5.32454 -0.00185 6 Month 5.24582 -0.00663 12 Month 5.01413 -0.02144 Term BSBY 3/6/2024 6:17 Settles 1 Month 5.38745 0.02097 3 Month 5.392 0.00029 6 Month 5.37471 -0.00289 12 Month 5.32643...