Sofr v. Bsby

Date Change Term SOFR 6/6/2024 6:39 Settles 1 Month 5.3263 -0.0016 3 Month 5.33444 -0.00307 6 Month 5.27509 -0.00956 12 Month 5.09229 -0.02095 Term BSBY 6/6/2024 6:39 Settles 1 Month 5.36827 -0.01321 3 Month 5.42834 0.00232 6 Month 5.44821 -0.00283 12 Month 5.44506...

Sofr v. Bsby

Date Change Term SOFR 6/5/2024 6:31 Settles 1 Month 5.32791 0.0004 3 Month 5.33751 -0.00098 6 Month 5.28465 -0.01397 12 Month 5.11324 -0.03971 Term BSBY 6/5/2024 6:31 Settles 1 Month 5.38148 0.00478 3 Month 5.42602 -0.00284 6 Month 5.45104 -0.00388 12 Month 5.47247...

Sofr v. Bsby

Date Change Term SOFR 5/31/2024 6:30 Settles 1 Month 5.32981 0.0006 3 Month 5.34284 -0.00324 6 Month 5.31419 -0.01146 12 Month 5.20197 -0.02604 Term BSBY 5/31/2024 6:30 Settles 1 Month 5.37405 0.00136 3 Month 5.42601 0.00632 6 Month 5.46658 -0.00275 12 Month 5.5227...

Sofr v. Bsby

Date Change Term SOFR 5/30/2024 6:31 Settles 1 Month 5.32918 0.0000 3 Month 5.34608 -0.00126 6 Month 5.32565 -0.00029 12 Month 5.22801 0.01475 Term BSBY 5/30/2024 6:31 Settles 1 Month 5.37269 0.00356 3 Month 5.41969 -0.00051 6 Month 5.46933 0.00101 12 Month 5.51051...

Sofr v. Bsby

Date Change Term SOFR 5/29/2024 6:28 Settles 1 Month 5.3292 0.0008 3 Month 5.34734 0.00109 6 Month 5.32594 0.00217 12 Month 5.21326 -0.00161 Term BSBY 5/29/2024 6:28 Settles 1 Month 5.36913 0.00864 3 Month 5.4202 -0.00229 6 Month 5.46832 0.0023 12 Month 5.49503...

Sofr v. Bsby

Date Change Term SOFR 5/28/2024 6:32 Settles 1 Month 5.32838 0.0006 3 Month 5.34625 0.00337 6 Month 5.32377 0.00743 12 Month 5.21487 0.01458 Term BSBY 5/28/2024 6:32 Settles 1 Month 5.36049 0.00919 3 Month 5.42249 -0.00190 6 Month 5.46602 0.00855 12 Month 5.48306...