Sofr v. Bsby

Date Change Term SOFR 4/17/2024 5:52 Settles 1 Month 5.31882 -0.0001 3 Month 5.32656 -0.00037 6 Month 5.30154 -0.00328 12 Month 5.21009 -0.00992 Term BSBY 4/17/2024 5:52 Settles 1 Month 5.33709 0.00798 3 Month 5.39348 0.00622 6 Month 5.44901 0.01169 12 Month 5.51755...

Sofr v. Bsby

Date Change Term SOFR 4/16/2024 6:06 Settles 1 Month 5.31889 0.0027 3 Month 5.32693 0.00986 6 Month 5.30482 0.02298 12 Month 5.22001 0.048 Term BSBY 4/16/2024 6:06 Settles 1 Month 5.33709 0.00798 3 Month 5.39348 0.00622 6 Month 5.44901 0.01169 12 Month 5.51755 0.04178...

Sofr v. Bsby

Date Change Term SOFR 4/12/2024 6:13 Settles 1 Month 5.31929 -0.0017 3 Month 5.32766 -0.0009 6 Month 5.30337 -0.00284 12 Month 5.20904 0.00868 Term BSBY 4/12/2024 6:13 Settles 1 Month 5.3181 -0.01145 3 Month 5.38334 0.00222 6 Month 5.42198 0.01502 12 Month 5.42093...

Sofr v. Bsby

Date Change Term SOFR 4/5/2024 6:01 Settles 1 Month 5.31846 -0.0031 3 Month 5.29339 -0.00845 6 Month 5.22034 -0.01858 12 Month 5.03107 -0.02836 Term BSBY 4/5/2024 6:01 Settles 1 Month 5.34273 0.00084 3 Month 5.37446 0.00214 6 Month 5.40581 0.00587 12 Month 5.3886...

Sofr v. Bsby

Date Change Term SOFR 4/3/2024 6:27 Settles 1 Month 5.32341 -0.0006 3 Month 5.30633 -0.00179 6 Month 5.24462 -0.00672 12 Month 5.06794 -0.00447 Term BSBY 4/3/2024 6:27 Settles 1 Month 5.36241 -0.00789 3 Month 5.37363 -0.00050 6 Month 5.39089 0.01079 12 Month 5.36757...

Sofr v. Bsby

curves3.28.24 Date Change Term SOFR 3/28/2024 6:11 Settles 1 Month 5.32874 0.0014 3 Month 5.29823 -0.00368 6 Month 5.21781 -0.00623 12 Month 4.99982 -0.01232 Term BSBY 3/28/2024 6:11 Settles 1 Month 5.34939 0.00243 3 Month 5.37519 0.00262 6 Month 5.3771 0.0015 12...