Sofr v. Bsby

Date Change Term SOFR 9/12/2024 6:42 Settles 1 Month 5.09651 0.0006 3 Month 4.94664 0.01535 6 Month 4.57048 0.01691 12 Month 3.97243 0.0189 Term BSBY 9/12/2024 6:42 Settles 1 Month 5.1561 -0.01337 3 Month 5.0243 0.00122 6 Month 4.74948 -0.00135 12 Month 4.32403...

Sofr v. Bsby

Date Change Term SOFR 9/11/2024 6:38 Settles 1 Month 5.09592 -0.0149 3 Month 4.93129 -0.01757 6 Month 4.55357 -0.02531 12 Month 3.95353 -0.0409 Term BSBY 9/11/2024 6:38 Settles 1 Month 5.16947 -0.00725 3 Month 5.02308 -0.00739 6 Month 4.75083 -0.01767 12 Month 4.36218...

Sofr v. Bsby

Date Change Term SOFR 9/10/2024 6:29 Settles 1 Month 5.11077 0.0068 3 Month 4.94886 0.02334 6 Month 4.57888 0.02067 12 Month 3.99443 -0.00101 Term BSBY 9/10/2024 6:29 Settles 1 Month 5.17672 -0.00811 3 Month 5.03047 -0.02379 6 Month 4.7685 -0.039 12 Month 4.37927...

Sofr v. Bsby

Date Change Term SOFR 9/9/2024 6:33 Settles 1 Month 5.10393 -0.0059 3 Month 4.92552 -0.01312 6 Month 4.55821 -0.03378 12 Month 3.99544 -0.05817 Term BSBY 9/9/2024 6:33 Settles 1 Month 5.18483 -0.00685 3 Month 5.05426 -0.02289 6 Month 4.8075 -0.03579 12 Month 4.4248...

Sofr v. Bsby

Date Change Term SOFR 9/6/2024 6:52 Settles 1 Month 5.10984 -0.0082 3 Month 4.93864 -0.00743 6 Month 4.59199 -0.02342 12 Month 4.05361 -0.05677 Term BSBY 9/6/2024 6:52 Settles 1 Month 5.19168 -0.03729 3 Month 5.07715 -0.02142 6 Month 4.84329 -0.03055 12 Month 4.48631...

Sofr v. Bsby

Date Change Term SOFR 9/5/2024 6:27 Settles 1 Month 5.118 -0.0445 3 Month 4.94607 -0.04835 6 Month 4.61541 -0.06955 12 Month 4.11038 -0.08347 Term BSBY 9/5/2024 6:27 Settles 1 Month 5.22897 -0.02917 3 Month 5.09857 -0.01978 6 Month 4.87384 -0.00843 12 Month 4.53679...