Sofr v. Bsby

curves.8.24.23 Date Change Term SOFR 8/24/2023 6:01 Settles 1 Month 5.32024 0.0053 3 Month 5.3879 -0.00315 6 Month 5.44501 -0.01268 12 Month 5.37539 -0.03594 Term Bsby 8/24/2023 6:01 Settles 1 Month 5.38488 0.00909 3 Month 5.54062 0.00544 6 Month 5.73802 0.00107 12...

Sofr v. Bsby

Date Change Term SOFR 8/23/2023 6:00 Settles 1 Month 5.31495 -0.0004 3 Month 5.39105 0.00798 6 Month 5.45769 0.01079 12 Month 5.41133 0.02318 Term Bsby 8/23/2023 6:00 Settles 1 Month 5.37579 0.00533 3 Month 5.53518 0.00728 6 Month 5.73695 0.00282 12 Month 5.91504...

Sofr v. Bsby

curves.8.22.23 Date Change Term SOFR 8/22/2023 6:01 Settles 1 Month 5.3153 -0.0025 3 Month 5.38307 0.00573 6 Month 5.4469 0.01788 12 Month 5.38815 0.03244 Term Bsby 8/22/2023 6:01 Settles 1 Month 5.37592 0.00546 3 Month 5.53228 0.00438 6 Month 5.72954 -0.00459 12...

Sofr v. Bsby

Date Change Term SOFR 8/21/2023 6:06 Settles 1 Month 5.31778 0.0035 3 Month 5.37734 -0.00583 6 Month 5.42902 -0.01552 12 Month 5.35571 -0.02767 Term Bsby 8/21/2023 6:06 Settles 1 Month 5.37046 0.00752 3 Month 5.5279 -0.00585 6 Month 5.73413 -0.00287 12 Month 5.91533...

Sofr v. Bsby

curves.8.18.23 Date Change Term SOFR 8/18/2023 6:08 Settles 1 Month 5.31427 0.0003 3 Month 5.38317 0.00341 6 Month 5.44454 0.00342 12 Month 5.38338 0.00693 Term Bsby 8/18/2023 6:08 Settles 1 Month 5.36294 -0.01066 3 Month 5.53375 -0.00346 6 Month 5.737 -0.0016 12...

Sofr v. Bsby

Date Change Term SOFR 8/17/2023 6:09 Settles 1 Month 5.31398 0.0020 3 Month 5.37976 0.00053 6 Month 5.44112 -0.00074 12 Month 5.37645 -0.00909 Term Bsby 8/17/2023 6:09 Settles 1 Month 5.3736 -0.00126 3 Month 5.53721 0.00318 6 Month 5.7386 0.00257 12 Month 5.91991...