Date Change SOFR RATES 6/20/23 Current 1 Month 5.10569 0.00556 3 Month 5.22986 0.01075 6 Month 5.31544 0.00726 12 Month 5.28395 0.01253 LIBOR 6/20/23 Settle 1 Month 5.15414 -0.00857 3 Month 5.52029 0.00600 6 Month 5.67400 0.01757 12 Month 5.89786 0.00272 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 6/16/23 Current 1 Month 5.10013 0.00415 3 Month 5.21911 0.00463 6 Month 5.30818 0.00065 12 Month 5.27142 -0.02000 LIBOR 6/16/23 Settle 1 Month 5.15657 0.01028 3 Month 5.51000 -0.00371 6 Month 5.66600 0.03757 12 Month 5.87700 -0.00186 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 6/15/23 Current 1 Month 5.09598 -0.02203 3 Month 5.21448 -0.01165 6 Month 5.30753 0.01224 12 Month 5.29142 0.05714 LIBOR 6/15/23 Settle 1 Month 5.14629 -0.01185 3 Month 5.51371 0.00528 6 Month 5.62843 -0.02300 12 Month 5.87886 0.06000 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 6/14/23 Current 1 Month 5.11801 -0.03620 3 Month 5.22613 -0.03604 6 Month 5.29529 -0.01448 12 Month 5.23428 0.05005 LIBOR 6/14/23 Settle 1 Month 5.15814 -0.03516 3 Month 5.50843 -0.04357 6 Month 5.65143 0.00103 12 Month 5.81886 0.01543 BSBY...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 6/13/23 Current 1 Month 5.15421 0.00308 3 Month 5.26217 0.01266 6 Month 5.30977 0.01502 12 Month 5.18423 0.00029 LIBOR 6/13/23 Settle 1 Month 5.19330 -0.02470 3 Month 5.55200 -0.00540 6 Month 5.65040 0.01100 12 Month 5.80343 -0.00847 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 6/12/23 Current 1 Month 5.15113 0.00586 3 Month 5.24951 0.00243 6 Month 5.29475 0.00407 12 Month 5.18394 0.02221 LIBOR 6/12/23 Settle 1 Month 5.21800 -0.00129 3 Month 5.55740 0.01297 6 Month 5.63940 -0.02031 12 Month 5.81190 0.02804 BSBY INDEX...