Sofr v. Bsby

Date Change Term SOFR 1/29/2024 5:53 Settles 1 Month 5.3326 -0.0039 3 Month 5.31266 -0.00477 6 Month 5.15269 -0.00471 12 Month 4.79903 5E-05 Term BSBY 1/29/2024 5:53 Settles 1 Month 5.36144 -0.00186 3 Month 5.39458 0.00014 6 Month 5.31696 -0.00325 12 Month 5.16167...

Sofr v. Bsby

Date Change Term SOFR 1/26/2024 6:08 Settles 1 Month 5.33647 -0.0001 3 Month 5.31743 -0.00216 6 Month 5.1574 -0.01485 12 Month 4.79898 -0.0207 Term BSBY 1/26/2024 6:08 Settles 1 Month 5.36144 -0.00186 3 Month 5.39458 0.00014 6 Month 5.31696 -0.00325 12 Month 5.16167...

Sofr v. Bsby

Date Change Term SOFR 1/25/2024 6:16 Settles 1 Month 5.33659 0.0000 3 Month 5.31959 -0.00446 6 Month 5.17225 -0.01571 12 Month 4.81968 -0.02724 Term BSBY 1/25/2024 6:16 Settles 1 Month 5.3633 -0.00628 3 Month 5.39444 0.00464 6 Month 5.32021 0.0004 12 Month 5.17442...

Sofr v. Bsby

Date Change Term SOFR 1/24/2024 5:52 Settles 1 Month 5.33664 0.0008 3 Month 5.32405 -0.00062 6 Month 5.18796 0.00136 12 Month 4.84692 0.01193 Term BSBY 1/24/2024 5:52 Settles 1 Month 5.36966 0.0032 3 Month 5.39337 -0.00438 6 Month 5.31592 0.00332 12 Month 5.15997...

Sofr v. Bsby

Date Change Term SOFR 1/23/2024 6:02 Settles 1 Month 5.33586 0.0008 3 Month 5.32467 0.00609 6 Month 5.1866 0.00958 12 Month 4.83499 -0.00224 Term BSBY 1/23/2024 6:02 Settles 1 Month 5.36966 0.0032 3 Month 5.39337 -0.00438 6 Month 5.31592 0.00332 12 Month 5.15997...

Sofr v. Bsby

Date Change Term SOFR 1/22/2024 6:01 Settles 1 Month 5.33503 -0.0009 3 Month 5.31858 0.00278 6 Month 5.17702 0.01769 12 Month 4.83723 0.03874 Term BSBY 1/22/2024 6:01 Settles 1 Month 5.36646 0.00521 3 Month 5.39775 -0.00059 6 Month 5.3126 0.00715 12 Month 5.13551...