Sofr v. Bsby

Date Change Term SOFR 11/28/2023 6:09 Settles 1 Month 5.34835 -0.0032 3 Month 5.38822 -0.00499 6 Month 5.3944 -0.0065 12 Month 5.26379 -0.00967 Term BSBY 11/28/2023 6:09 Settles 1 Month 5.38085 -0.01378 3 Month 5.56502 0.00687 6 Month 5.65824 0.00754 12 Month 5.72275...

Sofr v. Bsby

Date Change Term SOFR 11/27/2023 6:05 Settles 1 Month 5.35156 0.0044 3 Month 5.39321 0.00663 6 Month 5.4009 0.00938 12 Month 5.27346 0.01384 Term BSBY 11/27/2023 6:05 Settles 1 Month 5.39463 0.00217 3 Month 5.55815 -0.00929 6 Month 5.6507 -0.00512 12 Month 5.71554...

Sofr v. Bsby

Date Change Term SOFR 11/24/2023 6:22 Settles 1 Month 5.34716 0.0043 3 Month 5.38658 0.0069 6 Month 5.39152 0.01452 12 Month 5.25962 0.02731 Term BSBY 11/24/2023 6:22 Settles 1 Month 5.39246 -0.00165 3 Month 5.56744 -0.01110 6 Month 5.65582 -0.00677 12 Month 5.71483...

Sofr v. Bsby

Date Change Term SOFR 11/16/2023 6:00 Settles 1 Month 5.33107 0.0015 3 Month 5.3671 -0.00227 6 Month 5.37501 -0.00576 12 Month 5.23693 0.00753 Term BSBY 11/16/2023 6:00 Settles 1 Month 5.37761 0.00325 3 Month 5.59829 -0.00984 6 Month 5.71803 -0.01636 12 Month 5.76946...

Sofr v. Bsby

Date Change Term SOFR 11/15/2023 6:03 Settles 1 Month 5.32959 0.0001 3 Month 5.36937 -0.02084 6 Month 5.38077 -0.05401 12 Month 5.2294 -0.11893 Term BSBY 11/15/2023 6:03 Settles 1 Month 5.37436 -0.0025 3 Month 5.60813 -0.00001 6 Month 5.73439 -0.0035 12 Month 5.82928...

Bsby v. Sofr

Date Change Term SOFR 11/14/2023 6:04 Settles 1 Month 5.32953 0.0066 3 Month 5.39021 0.01049 6 Month 5.43478 0.01554 12 Month 5.34833 0.01415 Term BSBY 11/14/2023 6:04 Settles 1 Month 5.37686 0.00036 3 Month 5.60814 0.00757 6 Month 5.73789 0.0084 12 Month 5.83213...