Sofr v. Bsby

Date Change Term SOFR 5/22/2024 6:44 Settles 1 Month 5.32216 -0.0001 3 Month 5.33085 0.00139 6 Month 5.29392 -0.00074 12 Month 5.14754 -0.01052 Term BSBY 5/22/2024 6:44 Settles 1 Month 5.34385 -0.00034 3 Month 5.41776 0.00141 6 Month 5.45034 0.00104 12 Month 5.45618...

Sofr v. Bsby

Date Change Term SOFR 5/21/2024 6:30 Settles 1 Month 5.32225 0.0017 3 Month 5.32946 0.00274 6 Month 5.29466 0.00687 12 Month 5.15806 0.01865 Term BSBY 5/21/2024 6:30 Settles 1 Month 5.34419 -0.00179 3 Month 5.41635 0.00291 6 Month 5.4493 0.00169 12 Month 5.44174...

Sofr v. Bsby

Date Change Term SOFR 5/20/2024 6:55 Settles 1 Month 5.32059 0.0008 3 Month 5.32672 0.00092 6 Month 5.28779 0.00458 12 Month 5.13941 0.01689 Term BSBY 5/20/2024 6:55 Settles 1 Month 5.34598 -0.00402 3 Month 5.41344 0.00080 6 Month 5.44761 -0.00022 12 Month 5.42926...

Sofr v. Bsby

Date Change Term SOFR 5/17/2024 5:56 Settles 1 Month 5.31976 -0.0003 3 Month 5.3258 6E-05 6 Month 5.28321 0.00513 12 Month 5.12252 0.01638 Term BSBY 5/17/2024 5:56 Settles 1 Month 5.33367 0.00257 3 Month 5.41083 -0.00076 6 Month 5.4531 -0.0036 12 Month 5.45587...

Sofr v. Bsby

Date Change Term SOFR 5/16/2024 6:30 Settles 1 Month 5.32008 -0.0005 3 Month 5.32574 -0.00359 6 Month 5.27808 -0.01765 12 Month 5.10614 -0.05026 Term BSBY 5/16/2024 6:30 Settles 1 Month 5.33367 0.00257 3 Month 5.41083 -0.00076 6 Month 5.4531 -0.0036 12 Month 5.45587...

Sofr v. Bsby

Date Change Term SOFR 5/15/2024 5:57 Settles 1 Month 5.32055 0.0009 3 Month 5.32933 0.00263 6 Month 5.29573 0.00218 12 Month 5.1564 -0.00182 Term BSBY 5/15/2024 5:57 Settles 1 Month 5.33331 -0.00831 3 Month 5.41003 -0.00568 6 Month 5.45669 -0.00054 12 Month 5.47211...