Sofr v. Bsby

Date Change Term SOFR 11/3/2023 6:04 Settles 1 Month 5.32176 -0.0080 3 Month 5.38017 -0.01253 6 Month 5.42589 -0.01902 12 Month 5.3259 -0.03751 Term BSBY 11/3/2023 6:04 Settles 1 Month 5.3784 0.00273 3 Month 5.62784 0.00274 6 Month 5.78699 -0.00161 12 Month 5.88987...

Sofr v. Bsby

Date Change Term SOFR 11/1/2023 6:32 Settles 1 Month 5.32271 0.0031 3 Month 5.3919 0.00915 6 Month 5.45367 0.01094 12 Month 5.39369 0.02628 Term BSBY 11/1/2023 6:32 Settles 1 Month 5.38748 -0.00887 3 Month 5.62867 0 6 Month 5.79002 -0.00727 12 Month 5.88776 -0.01347...

Date Change Term SOFR 10/31/2023 6:07 Settles 1 Month 5.31959 -0.0005 3 Month 5.38275 0.00563 6 Month 5.44273 0.00824 12 Month 5.36741 0.00819 Term BSBY 10/31/2023 6:07 Settles 1 Month 5.39635 -0.00903 3 Month 5.62867 0.0059 6 Month 5.79729 -0.00235 12 Month 5.90123...

Sofr v. Bsby

Date Change Term SOFR 10/30/2023 6:02 Settles 1 Month 5.32008 -0.0040 3 Month 5.37712 -0.00609 6 Month 5.43449 -0.00614 12 Month 5.35922 -0.01373 Term BSBY 10/30/2023 6:02 Settles 1 Month 5.40538 0.00305 3 Month 5.62277 0.00684 6 Month 5.79964 0.0013 12 Month 5.92573...

Sofr v. Bsby

Date Change Term SOFR 10/27/2023 6:05 Settles 1 Month 5.32412 -0.0027 3 Month 5.38321 -0.00677 6 Month 5.44063 -0.01628 12 Month 5.37295 -0.03054 Term BSBY 10/27/2023 6:05 Settles 1 Month 5.40233 0.01832 3 Month 5.61593 0.01039 6 Month 5.79834 0.01009 12 Month 5.92693...

Sofr v. Bsby

Date Change Term SOFR 10/26/2023 6:03 Settles 1 Month 5.32686 0.0008 3 Month 5.38998 0.00249 6 Month 5.45691 0.00108 12 Month 5.40349 0.00763 Term BSBY 10/26/2023 6:03 Settles 1 Month 5.38401 0.00765 3 Month 5.60554 0.00591 6 Month 5.78825 0.00412 12 Month 5.91902...