Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 12/7/22 1 Month 4.20254 0.06256 3 Month 4.45692 0.03584 6 Month 4.7171 -0.0131 12 Month 4.88344 -0.01859 LIBOR 12/7/22 1 Month 4.23614 0.01471 3 Month 4.72343 -0.01114 6 Month 5.17243 -0.02957 12 Month 5.52457 -0.03957 BSBY INDEX 12/7/22...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 12/6/22 1 Month 4.13998 0.01555 3 Month 4.42108 0.01689 6 Month 4.7302 0.05971 12 Month 4.90203 0.04976 LIBOR 12/6/22 1 Month 4.22143 0.00414 3 Month 4.73457 0.01114 6 Month 5.20200 0.01514 12 Month 5.56414 0.05171 BSBY INDEX 12/6/22 1...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 12/5/22 1 Month 4.12443 0 3 Month 4.40419 0.01167 6 Month 4.67049 0.03604 12 Month 4.85227 0.08996 LIBOR 12/5/22 1 Month 4.21729 0.03243 3 Month 4.72343 -0.00914 6 Month 5.18686 0.03772 12 Month 5.51243 0.08300 BSBY INDEX 12/5/22 1 Month...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 12/2/22 1 Month 4.12443 0.02095 3 Month 4.39252 -0.00150 6 Month 4.63445 -0.03549 12 Month 4.76231 -0.08658 LIBOR 12/2/22 1 Month 4.18486 0.01257 3 Month 4.73257 -0.03243 6 Month 5.14914 -0.02643 12 Month 5.42943 -0.06528 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/30/22 1 Month 4.08878 0.02386 3 Month 4.39404 0.01653 6 Month 4.68087 0.00458 12 Month 4.90254 0.004 LIBOR 11/30/22 1 Month 4.14200 0.02190 3 Month 4.77857 0.01797 6 Month 5.20343 -0.00547 12 Month 5.57160 0.01820 BSBY INDEX 11/30/22...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/29/22 1 Month 4.06492 0.01639 3 Month 4.37751 0.02347 6 Month 4.67629 0.01857 12 Month 4.89854 0.00409 LIBOR 11/29/22 1 Month 4.12010 0.04867 3 Month 4.76060 0.02574 6 Month 5.20890 -0.00153 12 Month 5.55340 -0.01870 BSBY INDEX...