Sofr v. Bsby

Date Change Term SOFR 10/5/2023 5:57 Settles 1 Month 5.33598 0.0056 3 Month 5.4062 -0.0162 6 Month 5.46263 -0.03069 12 Month 5.42975 -0.05391 Term Bsby 10/5/2023 5:57 Settles 1 Month 5.37704 -0.00014 3 Month 5.57735 -0.00042 6 Month 5.76576 -0.00157 12 Month 5.95759...

Sofr v. Bsby

curves.10.2.23 Date Change Term SOFR 10/2/2023 6:42 Settles 1 Month 5.32408 0.0051 3 Month 5.38815 -0.00735 6 Month 5.4526 -0.01467 12 Month 5.43368 -0.03258 Term Bsby 10/2/2023 6:42 Settles 1 Month 5.39278 0.00127 3 Month 5.55796 0.00077 6 Month 5.75133 -0.0009 12...

Sofr v. Bsby

Date Change Term SOFR 9/29/2023 6:07 Settles 1 Month 5.31899 0.0044 3 Month 5.3955 0.00068 6 Month 5.46727 -0.00366 12 Month 5.46626 -0.00858 Term Bsby 9/29/2023 6:07 Settles 1 Month 5.39151 0.00495 3 Month 5.55719 0.0042 6 Month 5.75223 -0.00496 12 Month 5.94622...

Date Change Term SOFR 9/25/2023 6:38 Settles 1 Month 5.31745 -0.0001 3 Month 5.39112 -0.00869 6 Month 5.46926 -0.01025 12 Month 5.46688 -0.01875 Term Bsby 9/25/2023 6:38 Settles 1 Month 5.39168 -0.00972 3 Month 5.54686 -0.00479 6 Month 5.75428 0.00044 12 Month 5.95502...

Sofr v. Bsby

Date Change Term SOFR 9/22/2023 6:05 Settles 1 Month 5.31751 -0.0022 3 Month 5.39981 -0.00028 6 Month 5.47951 0.00668 12 Month 5.48563 0.01967 Term Bsby 9/22/2023 6:05 Settles 1 Month 5.4014 0.00158 3 Month 5.55165 -0.00291 6 Month 5.75384 0.00367 12 Month 5.95578...

Sofr v. Bsby

Date Change Term SOFR 9/19/2023 6:08 Settles 1 Month 5.32409 -0.0008 3 Month 5.39702 -0.00083 6 Month 5.46857 0.00251 12 Month 5.45434 0.0114 Term Bsby 9/19/2023 6:08 Settles 1 Month 5.39725 -0.00422 3 Month 5.55463 -0.00122 6 Month 5.75359 -0.0013 12 Month 5.94625...