Sofr v. Bsby

Date Change Term SOFR 1/19/2024 6:05 Settles 1 Month 5.33594 -0.0007 3 Month 5.3158 -0.00201 6 Month 5.15933 -0.0043 12 Month 4.79849 -0.00421 Term BSBY 1/19/2024 6:05 Settles 1 Month 5.36125 0.02176 3 Month 5.39834 -0.00081 6 Month 5.30545 -0.00253 12 Month 5.10416...

Sofr v. Bsby

Date Change Term SOFR 1/18/2024 6:04 Settles 1 Month 5.33666 0.0019 3 Month 5.31781 0.00824 6 Month 5.16363 0.04752 12 Month 4.8027 0.11378 Term BSBY 1/18/2024 6:04 Settles 1 Month 5.33949 -0.01505 3 Month 5.39915 0.00306 6 Month 5.30798 -0.01708 12 Month 5.09781...

Sofr v. Bsby

Date Change Term SOFR 1/17/2024 5:55 Settles 1 Month 5.33478 0.0030 3 Month 5.30957 0.01166 6 Month 5.11611 0.02709 12 Month 4.68892 0.0359 Term BSBY 1/17/2024 5:55 Settles 1 Month 5.34878 0.00231 3 Month 5.39863 -0.00084 6 Month 5.34693 -0.0141 12 Month 5.17403...

Sofr v. Bsby

Date Change Term SOFR 1/12/2024 6:00 Settles 1 Month 5.33798 0.0048 3 Month 5.31653 0.00254 6 Month 5.15347 -0.00218 12 Month 4.78978 -0.01317 Term BSBY 1/12/2024 6:00 Settles 1 Month 5.34785 -0.00732 3 Month 5.40405 -0.00600 6 Month 5.36651 -0.00777 12 Month 5.22374...

Sofr v. Bsby

curves.01.11.23 Date Change Term SOFR 1/11/2024 5:56 Settles 1 Month 5.33316 -0.0010 3 Month 5.31399 -0.01247 6 Month 5.15565 -0.02909 12 Month 4.80295 -0.04015 Term BSBY 1/11/2024 5:56 Settles 1 Month 5.35517 -0.00632 3 Month 5.41005 -0.00489 6 Month 5.37428 0.00091...

Sofr v. Bsby

Date Change Term SOFR 1/10/2024 6:16 Settles 1 Month 5.33419 -0.0013 3 Month 5.32646 0.00302 6 Month 5.18474 0.01157 12 Month 4.8431 0.02258 Term BSBY 1/10/2024 6:16 Settles 1 Month 5.35517 -0.00632 3 Month 5.41005 -0.00489 6 Month 5.37428 0.00091 12 Month 5.23758...