Sofr v. Bsby

Date Change Term SOFR 8/8/2024 6:43 Settles 1 Month 5.32666 0.0017 3 Month 5.10283 -0.00133 6 Month 4.78487 0.00011 12 Month 4.32457 0.01322 Term BSBY 8/8/2024 6:43 Settles 1 Month 5.36083 -0.00937 3 Month 5.20199 -0.01477 6 Month 4.93861 -0.03275 12 Month 4.59121...

Sofr v. Bsby

Date Change Term SOFR 8/7/2024 6:36 Settles 1 Month 5.32501 0.0355 3 Month 5.10416 0.04765 6 Month 4.78476 0.1293 12 Month 4.31135 0.16537 Term BSBY 8/7/2024 6:36 Settles 1 Month 5.3702 0.00056 3 Month 5.21676 -0.07061 6 Month 4.97136 -0.14679 12 Month 4.6171 -0.23199...

Sofr v. Bsby

Date Change Term SOFR 8/6/2024 6:01 Settles 1 Month 5.28952 -0.0379 3 Month 5.05651 -0.0759 6 Month 4.65546 -0.1302 12 Month 4.14598 -0.14659 Term BSBY 8/6/2024 6:01 Settles 1 Month 5.36964 -0.01701 3 Month 5.28737 -0.03641 6 Month 5.11815 -0.07307 12 Month 4.84909...

Sofr v, Bsby

curves8.02.24 Date Change Term SOFR 8/2/2024 6:43 Settles 1 Month 5.35204 0.0018 3 Month 5.22773 -0.01439 6 Month 5.00763 -0.05894 12 Month 4.59608 -0.11912 Term BSBY 8/2/2024 6:43 Settles 1 Month 5.37019 0.00628 3 Month 5.33816 -0.00796 6 Month 5.22946 -0.01625 12...

Sofr v. Bsby

Date Change Term SOFR 7/31/2024 6:38 Settles 1 Month 5.34255 0.0002 3 Month 5.2411 -0.00658 6 Month 5.07558 -0.00364 12 Month 4.73547 -0.00934 Term BSBY 7/31/2024 6:38 Settles 1 Month 5.36424 0.00051 3 Month 5.35256 -0.00714 6 Month 5.2539 -0.00637 12 Month 5.08451...

Sofr v. Bsby

Date Change Term SOFR 7/29/2024 6:48 Settles 1 Month 5.34371 -0.0030 3 Month 5.25211 -0.00326 6 Month 5.08769 -0.00376 12 Month 4.75042 -0.00248 Term BSBY 7/29/2024 6:48 Settles 1 Month 5.35328 -0.01223 3 Month 5.36858 -0.00953 6 Month 5.28104 -0.01651 12 Month...