Sofr v. Bsby

Date Change Term SOFR 12/21/2023 6:10 Settles 1 Month 5.35595 -0.0009 3 Month 5.36013 -0.01093 6 Month 5.21374 -0.02435 12 Month 4.84961 -0.05258 Term BSBY 12/21/2023 6:10 Settles 1 Month 5.42553 -0.01423 3 Month 5.48141 -0.00135 6 Month 5.45164 -0.00297 12 Month...

Sofr v. Bsby

Date Change Term SOFR 12/20/2023 6:03 Settles 1 Month 5.35689 -0.0007 3 Month 5.37106 -0.00356 6 Month 5.23809 -0.0157 12 Month 4.90219 -0.01722 Term BSBY 12/20/2023 6:03 Settles 1 Month 5.43976 0.00544 3 Month 5.48276 -0.00441 6 Month 5.45461 0.0029 12 Month 5.32298...

Sofr v. Bsby

Date Change Term SOFR 12/19/2023 6:07 Settles 1 Month 5.35756 -0.0004 3 Month 5.37462 0.00423 6 Month 5.25379 0.00252 12 Month 4.91941 0.0047 Term BSBY 12/19/2023 6:07 Settles 1 Month 5.43432 -0.01669 3 Month 5.48717 -0.01226 6 Month 5.45171 -0.0479 12 Month 5.29553...

Sofr v. Bsby

Date Change Term SOFR 12/18/2023 7:43 Settles 1 Month 5.35792 0.0022 3 Month 5.37039 0.0064 6 Month 5.25127 0.03141 12 Month 4.91471 0.05676 Term BSBY 12/18/2023 7:43 Settles 1 Month 5.45101 0.02866 3 Month 5.49943 -0.01217 6 Month 5.49961 -0.02623 12 Month 5.37499...

Sofr v. Bsby

Date Change Term SOFR 12/15/2023 6:11 Settles 1 Month 5.35575 -0.0025 3 Month 5.36399 -0.01375 6 Month 5.21986 -0.07394 12 Month 4.85795 -0.15681 Term BSBY 12/15/2023 6:11 Settles 1 Month 5.42235 -0.00023 3 Month 5.5116 -0.01207 6 Month 5.52584 -0.03583 12 Month...

Sofr v. Bsby

Date Change Term SOFR 12/14/2023 6:41 Settles 1 Month 5.35825 -0.0036 3 Month 5.37774 -0.00689 6 Month 5.2938 -0.03844 12 Month 5.01476 -0.0904 Term BSBY 12/14/2023 6:41 Settles 1 Month 5.42258 -0.00149 3 Month 5.52367 0.00753 6 Month 5.56167 0.00558 12 Month 5.5607...