Spreadsheet: 801228d1666125905-help-with-calculating-daily-compounded-sofr-interest-calculation-dsofr-calculation
Sheet: DCSOFR Loan

 |  |  | Tasa: | https://www.newyorkfed.org/markets/reference-rates/sofr
 |  |  | We have looked again at the passage in the contract for determining the compounded SOFR:
 |  |  | Daily Compounded SOFR” means, for any day (a “SOFR Rate Day”),
 |  |  | a rate per annum equal to the greater of (a) SOFR for the day (such day, a “SOFR Determination Day”) that is two (2) U.S. Government Securities Business Days prior to
 |  |  | (i)                  if such SOFR Rate Day is a U.S. Government Securities Business Day, such SOFR Rate Day or
 |  |  | (ii)                if such SOFR Rate Day is not a U.S. Government Securities Business Day, the U.S. Government Securities Business Day immediately preceding such SOFR Rate Day,
 |  |  | in each case, as such SOFR is published by the SOFR Administrator on the SOFR Administrator’s Website, and (b) the Floor
Effective Date | Rate Type | Rate (%)
2022-07-01 00:00:00 | SOFR | 1.52 |  |  |  | SOFR Rate Day | Is a U.S. Government Securities Business Day? | Reference for the two day lookback | Two day lookback to reference | Daily SOFR | Compounded | Compounded
2022-07-05 00:00:00 | SOFR | 1.54
2022-07-06 00:00:00 | SOFR | 1.54
2022-07-07 00:00:00 | SOFR | 1.54 |  |  |  | 2022-07-11 00:00:00 |  |  |  |  | 1 | 1 | 1
2022-07-08 00:00:00 | SOFR | 1.53 |  |  |  | 2022-07-12 00:00:00
2022-07-11 00:00:00 | SOFR | 1.53 |  |  |  | 2022-07-13 00:00:00
2022-07-12 00:00:00 | SOFR | 1.54 |  |  |  | 2022-07-14 00:00:00
2022-07-13 00:00:00 | SOFR | 1.53 |  |  |  | 2022-07-15 00:00:00
2022-07-14 00:00:00 | SOFR | 1.53 |  |  |  | 2022-07-16 00:00:00
2022-07-15 00:00:00 | SOFR | 1.54 |  |  |  | 2022-07-17 00:00:00
2022-07-18 00:00:00 | SOFR | 1.54 |  |  |  | 2022-07-18 00:00:00
2022-07-19 00:00:00 | SOFR | 1.54 |  |  |  | 2022-07-19 00:00:00
2022-07-20 00:00:00 | SOFR | 1.53 |  |  |  | 2022-07-20 00:00:00
2022-07-21 00:00:00 | SOFR | 1.53 |  |  |  | 2022-07-21 00:00:00
2022-07-22 00:00:00 | SOFR | 1.52 |  |  |  | 2022-07-22 00:00:00
2022-07-25 00:00:00 | SOFR | 1.53 |  |  |  | 2022-07-23 00:00:00
2022-07-26 00:00:00 | SOFR | 1.53 |  |  |  | 2022-07-24 00:00:00
2022-07-27 00:00:00 | SOFR | 1.53 |  |  |  | 2022-07-25 00:00:00
2022-07-28 00:00:00 | SOFR | 2.28 |  |  |  | 2022-07-26 00:00:00
2022-07-29 00:00:00 | SOFR | 2.27 |  |  |  | 2022-07-27 00:00:00
2022-08-01 00:00:00 | SOFR | 2.28 |  |  |  | 2022-07-28 00:00:00
2022-08-02 00:00:00 | SOFR | 2.3 |  |  |  | 2022-07-29 00:00:00
2022-08-03 00:00:00 | SOFR | 2.29 |  |  |  | 2022-07-30 00:00:00
2022-08-04 00:00:00 | SOFR | 2.29 |  |  |  | 2022-07-31 00:00:00
2022-08-05 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-01 00:00:00
2022-08-08 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-02 00:00:00
2022-08-09 00:00:00 | SOFR | 2.29 |  |  |  | 2022-08-03 00:00:00
2022-08-10 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-04 00:00:00
2022-08-11 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-05 00:00:00
2022-08-12 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-06 00:00:00
2022-08-15 00:00:00 | SOFR | 2.29 |  |  |  | 2022-08-07 00:00:00
2022-08-16 00:00:00 | SOFR | 2.29 |  |  |  | 2022-08-08 00:00:00
2022-08-17 00:00:00 | SOFR | 2.29 |  |  |  | 2022-08-09 00:00:00
2022-08-18 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-10 00:00:00
2022-08-19 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-11 00:00:00
2022-08-22 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-12 00:00:00
2022-08-23 00:00:00 | SOFR | 2.27 |  |  |  | 2022-08-13 00:00:00
2022-08-24 00:00:00 | SOFR | 2.27 |  |  |  | 2022-08-14 00:00:00
2022-08-25 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-15 00:00:00
2022-08-26 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-16 00:00:00
2022-08-29 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-17 00:00:00
2022-08-30 00:00:00 | SOFR | 2.29 |  |  |  | 2022-08-18 00:00:00
2022-08-31 00:00:00 | SOFR | 2.29 |  |  |  | 2022-08-19 00:00:00
2022-09-01 00:00:00 | SOFR | 2.29 |  |  |  | 2022-08-20 00:00:00
2022-09-02 00:00:00 | SOFR | 2.29 |  |  |  | 2022-08-21 00:00:00
2022-09-06 00:00:00 | SOFR | 2.29 |  |  |  | 2022-08-22 00:00:00
2022-09-07 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-23 00:00:00
2022-09-08 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-24 00:00:00
2022-09-09 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-25 00:00:00
2022-09-12 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-26 00:00:00
2022-09-13 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-27 00:00:00
2022-09-14 00:00:00 | SOFR | 2.27 |  |  |  | 2022-08-28 00:00:00
2022-09-15 00:00:00 | SOFR | 2.28 |  |  |  | 2022-08-29 00:00:00
2022-09-16 00:00:00 | SOFR | 2.27 |  |  |  | 2022-08-30 00:00:00
2022-09-19 00:00:00 | SOFR | 2.27 |  |  |  | 2022-08-31 00:00:00
2022-09-20 00:00:00 | SOFR | 2.26
2022-09-21 00:00:00 | SOFR | 2.25
2022-09-22 00:00:00 | SOFR | 2.99
2022-09-23 00:00:00 | SOFR | 2.99
2022-09-26 00:00:00 | SOFR | 2.99
2022-09-27 00:00:00 | SOFR | 2.98
2022-09-28 00:00:00 | SOFR
2022-09-29 00:00:00 | SOFR
2022-09-30 00:00:00 | SOFR