Sofr v. Bsby

Date Change Term SOFR 8/16/2023 6:07 Settles 1 Month 5.31195 -0.0018 3 Month 5.37923 0.00275 6 Month 5.44186 -0.00286 12 Month 5.38554 0.00358 Term Bsby 8/16/2023 6:07 Settles 1 Month 5.37486 -0.01021 3 Month 5.53403 -0.00229 6 Month 5.73603 0.00347 12 Month 5.91299...

Sofr v. Bsby

Date Change Term SOFR 8/15/2023 6:10 Settles 1 Month 5.31376 0.0011 3 Month 5.37648 0.00465 6 Month 5.44472 0.01276 12 Month 5.38196 0.02752 Term Bsby 8/15/2023 6:10 Settles 1 Month 5.38507 -0.00339 3 Month 5.53632 0.00247 6 Month 5.73256 0.0006 12 Month 5.8929 0.007...

Sofr v. Bsby

Date Change Term SOFR 8/14/2023 6:10 Settles 1 Month 5.31261 0.0021 3 Month 5.37183 0.00726 6 Month 5.43196 0.01688 12 Month 5.35444 0.04862 Term Bsby 8/14/2023 6:10 Settles 1 Month 5.38846 0.00051 3 Month 5.53385 -0.00511 6 Month 5.73196 -0.00479 12 Month 5.8859...

Sofr v. Bsby

Date Change Term SOFR 8/11/2023 6:03 Settles 1 Month 5.31048 -0.0020 3 Month 5.36457 -0.00458 6 Month 5.41508 -0.00632 12 Month 5.30582 -0.00592 Term Bsby 8/11/2023 6:03 Settles 1 Month 5.38795 0.01765 3 Month 5.53896 -0.00273 6 Month 5.73675 -0.00115 12 Month 5.8763...

Sofr v. Bsby

Date Change Term SOFR 8/10/2023 6:03 Settles 1 Month 5.31247 0.0000 3 Month 5.36915 0.00237 6 Month 5.4214 0.00043 12 Month 5.31174 0.00342 Term Bsby 8/10/2023 6:03 Settles 1 Month 5.3703 -0.0003 3 Month 5.54169 0.00541 6 Month 5.7379 -0.00127 12 Month 5.87672...

Sofr v. Bsby

curves.8.9.23 Date Change Term SOFR 8/9/2023 6:03 Settles 1 Month 5.31246 0.0001 3 Month 5.36678 0.0015 6 Month 5.42097 -0.00486 12 Month 5.30832 -0.00995 Term Bsby 8/9/2023 6:03 Settles 1 Month 5.3706 -0.00522 3 Month 5.53628 -0.00381 6 Month 5.73917 -0.00773 12...