Sofr v, Bsby

Date Change Term SOFR 9/20/2024 6:43 Settles 1 Month 4.85722 -0.0627 3 Month 4.69125 -0.06202 6 Month 4.35139 -0.04204 12 Month 3.83149 -0.02253 Term BSBY 9/20/2024 6:43 Settles 1 Month 4.96724 -0.03661 3 Month 4.85127 -0.03535 6 Month 4.58164 -0.02514 12 Month...

Sofr v. Bsby

Date Change Term SOFR 9/19/2024 6:40 Settles 1 Month 4.91991 -0.0410 3 Month 4.75327 -0.06026 6 Month 4.39343 -0.05037 12 Month 3.85402 -0.01052 Term BSBY 9/19/2024 6:40 Settles 1 Month 5.00385 -0.05531 3 Month 4.88662 -0.03371 6 Month 4.60678 -0.01835 12 Month...

Sofr v. Bsby

Date Change Term SOFR 9/18/2024 7:03 Settles 1 Month 4.96086 -0.0040 3 Month 4.81353 -0.0061 6 Month 4.4438 0.00753 12 Month 3.86454 0.01898 Term BSBY 9/18/2024 7:03 Settles 1 Month 5.05916 -0.04629 3 Month 4.92033 -0.05274 6 Month 4.62513 -0.06627 12 Month 4.20268...

Sofr v. Bsby

Date Change Term SOFR 9/17/2024 6:34 Settles 1 Month 4.96482 -0.0495 3 Month 4.81963 -0.04374 6 Month 4.43627 -0.04522 12 Month 3.84556 -0.04277 Term BSBY 9/17/2024 6:34 Settles 1 Month 5.10545 -0.01336 3 Month 4.97307 -0.03242 6 Month 4.6914 -0.0404 12 Month 4.27171...

Sofr v. Bsby

Date Change Term SOFR 9/16/2024 6:34 Settles 1 Month 5.01429 -0.0684 3 Month 4.86337 -0.07781 6 Month 4.48149 -0.09743 12 Month 3.88833 -0.10352 Term BSBY 9/16/2024 6:34 Settles 1 Month 5.11881 0.00294 3 Month 5.00549 -0.01926 6 Month 4.7318 -0.02018 12 Month 4.30344...

Sofr v. Bsby

Date Change Term SOFR 9/13/2024 6:34 Settles 1 Month 5.08273 -0.0138 3 Month 4.94118 -0.00546 6 Month 4.57892 0.00844 12 Month 3.99185 0.01942 Term BSBY 9/13/2024 6:34 Settles 1 Month 5.11587 -0.04023 3 Month 5.02475 0.00045 6 Month 4.75198 0.0025 12 Month 4.32922...