TERM SOFR Settles

curves.08.08.25 Term SOFR Ticker Settle Yest Change 1 Month TSFR1M Index 4.36116 4.35707 0.004090 3 Month TSFR3M Index 4.22643 4.226 0.000430 6 Month TSFR6M Index 4.05695 4.06049 -0.003540 12 Month TSFR12M Index 3.8144 3.81745 -0.003050...

TERM SOFR Settles

Term SOFR Ticker Settle Yest Change 1 Month TSFR1M Index 4.35814 4.35485 0.003290 3 Month TSFR3M Index 4.30996 4.31428 -0.004320 6 Month TSFR6M Index 4.19594 4.20488 -0.008940 12 Month TSFR12M Index 4.001 4.00344 -0.002440...

TERM SOFR Settles

curves.07.01.25   Term SOFR Ticker Settle Yest Change 1 Month TSFR1M Index 4.32765 4.32229 0.005360 3 Month TSFR3M Index 4.29833 4.29235 0.005980 6 Month TSFR6M Index 4.14257 4.14656 -0.003990 12 Month TSFR12M Index 3.8709 3.88475 -0.013850...

TERM SOFR Settles

Term SOFR Ticker Settle Yest Change 1 Month TSFR1M Index 4.31543 4.32556 -0.010130 3 Month TSFR3M Index 4.29369 4.29605 -0.002360 6 Month TSFR6M Index 4.24195 4.2378 0.004150 12 Month TSFR12M Index 4.16471 4.16241 0.002300...

Term SOFR Settles

Date Change Term SOFR 11/29/2024 6:56 Settles 1 Month 4.53093 -0.0217 3 Month 4.4662 -0.03317 6 Month 4.38359 -0.04071 12 Month 4.25389 -0.05114...

Sofr v. Bsby

Date Change Term SOFR 8/1/2024 6:42 Settles 1 Month 5.35025 0.0077 3 Month 5.24212 0.00102 6 Month 5.06657 -0.00901 12 Month 4.7152 -0.02027 Term BSBY 8/1/2024 6:42 Settles 1 Month 5.36391 -0.00033 3 Month 5.34612 -0.00644 6 Month 5.24571 -0.00819 12 Month 5.0622...