Sofr v. Bsby

curves.9.7.23 Date Change Term SOFR 9/7/2023 6:01 Settles 1 Month 5.32933 0.0025 3 Month 5.41099 0.01326 6 Month 5.47601 0.02329 12 Month 5.43272 0.04377 Term Bsby 9/7/2023 6:01 Settles 1 Month 5.39839 0.01297 3 Month 5.55167 0.00353 6 Month 5.74111 -0.01026 12 Month...

Sofr v. Bsby

curves.9.6.23 Date Change Term SOFR 9/6/2023 6:28 Settles 1 Month 5.32684 -0.0008 3 Month 5.39773 0.00665 6 Month 5.45272 0.0206 12 Month 5.38895 0.06324 Term Bsby 9/6/2023 6:28 Settles 1 Month 5.38542 0.0023 3 Month 5.54814 -0.0032 6 Month 5.75137 -0.00737 12 Month...

Sofr v. Bsby

Date Change Term SOFR 9/5/2023 6:07 Settles 1 Month 5.32762 -0.0013 3 Month 5.39108 -0.01122 6 Month 5.43212 -0.02112 12 Month 5.32571 -0.04295 Term Bsby 9/5/2023 6:07 Settles 1 Month 5.38312 0.00529 3 Month 5.55134 -0.00966 6 Month 5.75874 -0.01377 12 Month 5.9053...

Sofr v. Bsby

Date Change Term SOFR 9/1/2023 6:10 Settles 1 Month 5.32887 0.0015 3 Month 5.4023 0.00108 6 Month 5.45324 -0.00166 12 Month 5.36866 -0.002 Term Bsby 9/1/2023 6:10 Settles 1 Month 5.37783 0.00275 3 Month 5.561 -0.00453 6 Month 5.77251 -0.0117 12 Month 5.94132 -0.03916...

Sofr v. Bsby

Date Change Term SOFR 8/31/2023 6:11 Settles 1 Month 5.32741 -0.0023 3 Month 5.40122 -0.00838 6 Month 5.4549 -0.02037 12 Month 5.37066 -0.04801 Term Bsby 8/31/2023 6:11 Settles 1 Month 5.37508 0.00328 3 Month 5.56553 0.00575 6 Month 5.78421 0.0024 12 Month 5.98048...

Sofr v. Bsby

curves.8.24.23 Date Change Term SOFR 8/25/2023 5:59 Settles 1 Month 5.32883 0.0086 3 Month 5.40389 0.01599 6 Month 5.46731 0.0223 12 Month 5.41166 0.03627 Term Bsby 8/25/2023 5:59 Settles 1 Month 5.38488 0.00909 3 Month 5.54062 0.00544 6 Month 5.73802 0.00107 12 Month...