Sofr v. Bsby

curves3.5.24 Date Change Term SOFR 3/5/2024 6:04 Settles 1 Month 5.32088 -0.0004 3 Month 5.32639 0.00263 6 Month 5.25245 0.00698 12 Month 5.03557 0.02018 Term BSBY 3/5/2024 6:04 Settles 1 Month 5.36648 0.00076 3 Month 5.39171 -0.00623 6 Month 5.3776 -0.00853 12 Month...

Sofr v. Bsby

Date Change Term SOFR 3/4/2024 5:54 Settles 1 Month 5.32126 -0.0014 3 Month 5.32376 -0.00736 6 Month 5.24547 -0.02184 12 Month 5.01539 -0.04115 Term BSBY 3/4/2024 5:54 Settles 1 Month 5.35069 -0.01444 3 Month 5.40296 -0.00644 6 Month 5.39281 0.00269 12 Month 5.37863...

Sofr v. Bsby

Date Change Term SOFR 3/1/2024 5:57 Settles 1 Month 5.32262 0.0002 3 Month 5.33112 -0.0024 6 Month 5.26731 -0.00762 12 Month 5.05654 -0.01531 Term BSBY 3/1/2024 5:57 Settles 1 Month 5.36513 -0.00045 3 Month 5.4094 -0.00255 6 Month 5.39012 -0.00383 12 Month 5.37505...

Sofr v. Bsby

Date Change Term SOFR 2/29/2024 6:05 Settles 1 Month 5.32244 -0.0031 3 Month 5.33352 -0.00773 6 Month 5.27493 -0.01194 12 Month 5.07185 -0.02147 Term BSBY 2/29/2024 6:05 Settles 1 Month 5.36513 -0.00045 3 Month 5.4094 -0.00255 6 Month 5.39012 -0.00383 12 Month 5.37505...

Sofr v. Bsby

Date Change Term SOFR 2/28/2024 5:57 Settles 1 Month 5.32559 -0.0007 3 Month 5.34125 -0.00191 6 Month 5.28687 -0.00562 12 Month 5.09332 -0.00052 Term BSBY 2/28/2024 5:57 Settles 1 Month 5.36164 -0.01433 3 Month 5.40589 -0.00229 6 Month 5.38886 0.00634 12 Month 5.35114...

Sofr v. Bsby

Date Change Term SOFR 2/27/2024 6:31 Settles 1 Month 5.32626 -0.0023 3 Month 5.34316 0.00535 6 Month 5.29249 0.01353 12 Month 5.09384 0.02286 Term BSBY 2/27/2024 6:31 Settles 1 Month 5.36164 -0.01433 3 Month 5.40589 -0.00229 6 Month 5.38886 0.00634 12 Month 5.35114...