Sofr v. Bsby

Date Change Term SOFR 12/13/2023 6:28 Settles 1 Month 5.36181 -0.0030 3 Month 5.38463 -0.00143 6 Month 5.33224 -0.01426 12 Month 5.10516 -0.02558 Term BSBY 12/13/2023 6:28 Settles 1 Month 5.42407 -0.00769 3 Month 5.51614 0.00026 6 Month 5.55609 0.00701 12 Month...

Sofr v. Bsby

Date Change Term SOFR 12/12/2023 6:02 Settles 1 Month 5.36483 0.0051 3 Month 5.38606 0.00689 6 Month 5.3465 0.01714 12 Month 5.13074 0.03258 Term BSBY 12/12/2023 6:02 Settles 1 Month 5.43176 -0.00753 3 Month 5.51588 -0.00957 6 Month 5.54908 0.00542 12 Month 5.53056...

Sofr v. Bsby

Date Change Term SOFR 12/11/2023 6:05 Settles 1 Month 5.35978 0.0048 3 Month 5.37917 0.01313 6 Month 5.32936 0.03725 12 Month 5.09816 0.07804 Term BSBY 12/11/2023 6:05 Settles 1 Month 5.43929 -0.00271 3 Month 5.52545 0.00040 6 Month 5.54366 -0.00753 12 Month 5.5153...

Sofr v. Bsby

Date Change Term SOFR 12/8/2023 5:58 Settles 1 Month 5.35498 -0.0024 3 Month 5.36604 -0.00579 6 Month 5.29211 -0.00947 12 Month 5.02012 -0.00915 Term BSBY 12/8/2023 5:58 Settles 1 Month 5.415 0.00597 3 Month 5.53257 0.00540 6 Month 5.55862 -0.00859 12 Month 5.50618...

Sofr v. Bsby

Date Change Term SOFR 12/4/2023 6:08 Settles 1 Month 5.34508 -0.0008 3 Month 5.36297 -0.01226 6 Month 5.30258 -0.03832 12 Month 5.03913 -0.07928 Term BSBY 12/4/2023 6:08 Settles 1 Month 5.39425 0.02008 3 Month 5.54486 -0.01596 6 Month 5.60648 -0.02278 12 Month 5.57837...

Sofr v. Bsby

Date Change Term SOFR 11/30/2023 6:04 Settles 1 Month 5.34097 -0.0018 3 Month 5.36938 -0.00771 6 Month 5.33325 -0.03786 12 Month 5.10812 -0.10507 Term BSBY 11/30/2023 6:04 Settles 1 Month 5.3732 -0.00483 3 Month 5.57137 -0.00503 6 Month 5.65012 -0.00959 12 Month...