Sofr v. Bsby

Date Change Term SOFR 9/4/2024 6:35 Settles 1 Month 5.16249 -0.0115 3 Month 4.99442 -0.01711 6 Month 4.68496 -0.02322 12 Month 4.19385 -0.03134 Term BSBY 9/4/2024 6:35 Settles 1 Month 5.25814 -0.01087 3 Month 5.11835 -0.01936 6 Month 4.88227 -0.01276 12 Month 4.56059...

Date Change Term SOFR 9/3/2024 6:39 Settles 1 Month 5.17395 -0.0214 3 Month 5.01153 -0.00509 6 Month 4.70818 -0.00059 12 Month 4.22519 0.00751 Term BSBY 9/3/2024 6:39 Settles 1 Month 5.26901 0.00048 3 Month 5.13771 -0.01318 6 Month 4.89503 -0.01184 12 Month 4.55592...

Sofr v. Bsby

Date Change Term SOFR 8/30/2024 6:30 Settles 1 Month 5.19535 -0.0052 3 Month 5.01662 0.00093 6 Month 4.70877 0.01055 12 Month 4.21768 0.02063 Term BSBY 8/30/2024 6:30 Settles 1 Month 5.26853 -0.01599 3 Month 5.15089 -0.01345 6 Month 4.90687 -0.01953 12 Month 4.55994...

Sofr v. Bsby

Date Change Term SOFR 8/29/2024 6:35 Settles 1 Month 5.20055 -0.0462 3 Month 5.01569 -0.04149 6 Month 4.69822 -0.04236 12 Month 4.19705 -0.04956 Term BSBY 8/29/2024 6:35 Settles 1 Month 5.28452 -0.02585 3 Month 5.16434 -0.01842 6 Month 4.9264 -0.01793 12 Month 4.57513...

BSBY v. SOFR

Date Change Term SOFR 8/28/2024 6:38 Settles 1 Month 5.24674 -0.0054 3 Month 5.05718 -0.00479 6 Month 4.74058 -0.00186 12 Month 4.24661 0.00899 Term BSBY 8/28/2024 6:38 Settles 1 Month 5.31037 -0.01227 3 Month 5.18276 0.00056 6 Month 4.94433 -0.0079 12 Month 4.61664...

Sofr v. Bsby

Date Change Term SOFR 8/27/2024 6:28 Settles 1 Month 5.25213 0.0005 3 Month 5.06197 0.00088 6 Month 4.74244 -0.00549 12 Month 4.23762 -0.02341 Term BSBY 8/27/2024 6:28 Settles 1 Month 5.32264 -0.02132 3 Month 5.1822 -0.01563 6 Month 4.95223 -0.0189 12 Month 4.62306...