Sofr v. Bsby

curves3.26.24 Date Change Term SOFR 3/26/2024 6:06 Settles 1 Month 5.33016 -0.0020 3 Month 5.30942 0.00187 6 Month 5.22513 0.00353 12 Month 5.0099 0.01698 Term BSBY 3/26/2024 6:06 Settles 1 Month 5.33907 0.00388 3 Month 5.37602 -0.00213 6 Month 5.37318 -0.00661 12...

Sofr v. Bsby

curves3.25.24 Date Change Term SOFR 3/25/2024 5:56 Settles 1 Month 5.33217 0.0035 3 Month 5.30755 -0.00493 6 Month 5.2216 -0.0074 12 Month 4.99292 -0.01086 Term BSBY 3/25/2024 5:56 Settles 1 Month 5.35451 -0.00127 3 Month 5.38515 -0.00198 6 Month 5.3882 -0.00355 12...

Sofr v. Bsby

Date Change Term SOFR 3/22/2024 6:20 Settles 1 Month 5.32871 -0.0007 3 Month 5.31248 -0.00748 6 Month 5.229 -0.01678 12 Month 5.00378 -0.03306 Term BSBY 3/22/2024 6:20 Settles 1 Month 5.35451 -0.00127 3 Month 5.38515 -0.00198 6 Month 5.3882 -0.00355 12 Month 5.35885...

Sofr v. Bsby

Date Change Term SOFR 3/21/2024 5:57 Settles 1 Month 5.32941 0.0006 3 Month 5.31996 -0.00856 6 Month 5.24578 -0.02582 12 Month 5.03684 -0.04276 Term BSBY 3/21/2024 5:57 Settles 1 Month 5.36766 -0.00263 3 Month 5.38757 0.00002 6 Month 5.3971 0.00274 12 Month 5.3709...

Date Change Term SOFR 3/20/2024 6:06 Settles 1 Month 5.32882 0.0002 3 Month 5.32852 -0.00448 6 Month 5.2716 -0.00797 12 Month 5.0796 -0.01726 Term BSBY 3/20/2024 6:06 Settles 1 Month 5.36766 -0.00263 3 Month 5.38757 0.00002 6 Month 5.3971 0.00274 12 Month 5.3709...

Sofr v. Bsby

Date Change Term SOFR 3/19/2024 6:36 Settles 1 Month 5.32864 -0.0001 3 Month 5.333 0.00049 6 Month 5.27957 0.00443 12 Month 5.09686 0.01827 Term BSBY 3/19/2024 6:36 Settles 1 Month 5.37029 -0.00665 3 Month 5.38755 -0.00224 6 Month 5.39436 0.00801 12 Month 5.35931...