Sofr v. Bsby

Date Change Term SOFR 7/17/2024 6:38 Settles 1 Month 5.34119 0.0072 3 Month 5.27947 0.00023 6 Month 5.13081 0.00226 12 Month 4.79975 -0.00084 Term BSBY 7/17/2024 6:38 Settles 1 Month 5.38762 0.02059 3 Month 5.3772 -0.00839 6 Month 5.33647 -0.02892 12 Month 5.15427...

Sofr v. Bsby

Date Change Term SOFR 7/15/2024 6:42 Settles 1 Month 5.33459 0.0068 3 Month 5.28577 -0.00034 6 Month 5.15058 -0.01422 12 Month 4.83577 -0.02977 Term BSBY 7/15/2024 6:42 Settles 1 Month 5.38376 0.00757 3 Month 5.39179 -0.00424 6 Month 5.3835 -0.01145 12 Month 5.25457...

Sofr v. Bsby

Date Change Term SOFR 7/12/2024 6:32 Settles 1 Month 5.3278 -0.0010 3 Month 5.28611 -0.01526 6 Month 5.1648 -0.04028 12 Month 4.86554 -0.07906 Term BSBY 7/12/2024 6:32 Settles 1 Month 5.37619 0.0008 3 Month 5.39603 -0.00517 6 Month 5.39495 -0.00464 12 Month 5.27946...

Sofr v. Bsby

  Date Change Term SOFR 7/11/2024 6:30 Settles 1 Month 5.3288 0.0001 3 Month 5.30137 -0.00272 6 Month 5.20508 -0.00883 12 Month 4.9446 -0.01435 Term BSBY 7/11/2024 6:30 Settles 1 Month 5.37539 0.00209 3 Month 5.4012 -0.00288 6 Month 5.39959 -0.00146 12 Month...

Sofr v. Bsby

Date Change Term SOFR 7/9/2024 6:36 Settles 1 Month 5.32637 0.0001 3 Month 5.30404 -0.00059 6 Month 5.2085 -0.00596 12 Month 4.95593 -0.01535 Term BSBY 7/9/2024 6:36 Settles 1 Month 5.36973 0.00091 3 Month 5.40711 -0.00102 6 Month 5.40797 -0.00967 12 Month 5.33923...

Sofr v. Bsby

Date Change Term SOFR 7/5/2024 6:56 Settles 1 Month 5.32743 -0.0047 3 Month 5.30689 -0.00737 6 Month 5.22647 -0.01049 12 Month 5.00549 -0.01484 Term BSBY 7/5/2024 6:56 Settles 1 Month 5.36905 -0.01322 3 Month 5.41432 -0.00592 6 Month 5.42248 0.0008 12 Month 5.37242...