| Date | Settles | Change | |
| AMERIBOR | 6/20/22 | ||
| 1 Month | 1.70898 | 0.02661 | |
| 3 Month | 2.03861 | 0.30393 | |
| 6 Month | 2.57951 | 0.16751 | |
| 12 Month | 3.23239 | -0.02426 | |
| LIBOR | 6/21/22 | Settles | Change |
| 1 Month | 1.64157 | 0.02928 | |
| 3 Month | 2.02663 | -0.06923 | |
| 6 Month | 2.84186 | 0.06143 | |
| 12 Month | 3.62543 | 0.03953 | |
| BSBY INDEX | 6/21/22 | ||
| 1 Month | 1.57173 | 0.08261 | |
| 3 Month | 1.98757 | 0.00000 | |
| 6 Month | 2.68293 | 0.05728 | |
| 12 Month | 3.52025 | 0.04310 | |
| SOFR RATES | 6/21/22 | ||
| 1 Month | 1.55738 | 0.01689 | |
| 3 Month | 1.97250 | 0.05367 | |
| 6 Month | 2.51861 | 0.05534 | |
| 12 Month | 3.14398 | 0.02555 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/06/curves.6.21.22.pdf”]