| Date | Settles | Change | |
| AMERIBOR | 8/15/22 | ||
| 1 Month | 2.44247 | -0.00006 | |
| 3 Month | 2.72512 | -0.00155 | |
| 6 Month | 3.17145 | -0.00824 | |
| 12 Month | 3.47716 | -0.02928 | |
| LIBOR | 8/16/22 | ||
| 1 Month | 2.37700 | -0.00271 | |
| 3 Month | 2.96057 | 0.01871 | |
| 6 Month | 3.50600 | -0.02700 | |
| 12 Month | 3.95071 | -0.04386 | |
| BSBY INDEX | 8/16/22 | ||
| 1 Month | 2.33765 | -0.00043 | |
| 3 Month | 2.84892 | -0.02522 | |
| 6 Month | 3.45882 | 0.01835 | |
| 12 Month | 3.93832 | 0.04754 | |
| SOFR RATES | 8/16/22 | ||
| SOFR O/N Fix | 2.29000 | 0.01000 | |
| 1 Month | 2.36799 | 0.00637 | |
| 3 Month | 2.69724 | 0.01233 | |
| 6 Month | 3.07368 | -0.00245 | |
| 12 Month | 3.35670 | -0.02682 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.16.22.pdf”]