Sofr v. Bsby

Date Change Term SOFR 6/24/2024 6:38 Settles 1 Month 5.3435 -0.0017 3 Month 5.34056 -0.00399 6 Month 5.27136 -0.00422 12 Month 5.04462 -0.00703 Term BSBY 6/24/2024 6:38 Settles 1 Month 5.38345 0.00 3 Month 5.41951 -0.00446 6 Month 5.42721 -0.00138 12 Month 5.37675...

Sofr v. Bsby

Date Change Term SOFR 6/21/2024 6:30 Settles 1 Month 5.34523 0.0016 3 Month 5.34455 -0.00291 6 Month 5.27558 -0.00214 12 Month 5.05165 0.0049 Term BSBY 6/21/2024 6:30 Settles 1 Month 5.38341 -0.00638 3 Month 5.42397 -0.00042 6 Month 5.42859 0.00147 12 Month 5.37842...

Sofr v. Bsby

Term SOFR Ticker Settle Yest Change 1 Month TSFR1M Index 5.34364 5.34225 0.00139 3 Month TSFR3M Index 5.34746 5.34741 5E-05 6 Month TSFR6M Index 5.27772 5.28331 -0.00559 12 Month TSFR12M Index 5.04675 5.06444 -0.01769 Term BSBY Ticker Settle Yest Change 1 Month BSBY1M...

Sofr v. Bsby

Date Change Term SOFR 6/17/2024 6:46 Settles 1 Month 5.33867 0.0067 3 Month 5.34357 -0.00046 6 Month 5.26892 -0.0071 12 Month 5.0282 -0.02152 Term BSBY 6/17/2024 6:46 Settles 1 Month 5.38321 0.01584 3 Month 5.42044 -0.00699 6 Month 5.43204 -0.01017 12 Month 5.40067...

Sofr v. Bsby

Date Change Term SOFR 6/11/2024 7:37 Settles 1 Month 5.33075 0.0017 3 Month 5.3468 0.00359 6 Month 5.31249 0.01105 12 Month 5.15877 0.01912 Term BSBY 6/11/2024 7:37 Settles 1 Month 5.36191 -0.0077 3 Month 5.41836 -0.00263 6 Month 5.43169 0.00147 12 Month 5.41935...

Sofr v. Bsby

Date Change Term SOFR 6/10/2024 6:33 Settles 1 Month 5.32907 0.0014 3 Month 5.34321 0.00922 6 Month 5.30144 0.03015 12 Month 5.13965 0.06755 Term BSBY 6/10/2024 6:33 Settles 1 Month 5.36961 0.00973 3 Month 5.42099 -0.00669 6 Month 5.43022 -0.00922 12 Month 5.40403...