Sofr v. Bsby

Date Change Term SOFR 6/27/2024 7:06 Settles 1 Month 5.34304 -0.0009 3 Month 5.33156 -0.00302 6 Month 5.26295 -0.00103 12 Month 5.05453 0.01744 Term BSBY 6/27/2024 7:06 Settles 1 Month 5.3894 -0.00527 3 Month 5.42079 0.00029 6 Month 5.42491 0.00548 12 Month 5.37265...

Sofr v. Bsby

Date Change Term SOFR 6/26/2024 6:35 Settles 1 Month 5.34393 -0.0020 3 Month 5.33458 -0.00481 6 Month 5.26398 -0.00432 12 Month 5.03709 -0.00381 Term BSBY 6/26/2024 6:35 Settles 1 Month 5.39467 0.00696 3 Month 5.4205 -0.00165 6 Month 5.41943 -0.00194 12 Month 5.36609...

Sofr v. Bsby

Date Change Term SOFR 6/25/2024 6:39 Settles 1 Month 5.34594 0.0024 3 Month 5.33939 -0.00117 6 Month 5.2683 -0.00306 12 Month 5.0409 -0.00372 Term BSBY 6/25/2024 6:39 Settles 1 Month 5.38771 0.00426 3 Month 5.42215 0.00264 6 Month 5.42137 -0.00584 12 Month 5.36973...

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...