| Date | Settles | Change | |
| AMERIBOR | 7/14/22 | ||
| 1 Month | 1.80756 | 0.00396 | |
| 3 Month | 2.27869 | 0.01780 | |
| 6 Month | 2.81405 | 0.00598 | |
| 12 Month | 3.28754 | 0.01335 | |
| LIBOR | 7/15/22 | Change | |
| 1 Month | 2.12029 | -0.03571 | |
| 3 Month | 2.73757 | -0.00273 | |
| 6 Month | 3.31129 | -0.07001 | |
| 12 Month | 3.89643 | -0.08186 | |
| BSBY INDEX | 7/15/22 | ||
| 1 Month | 1.89180 | 0.07498 | |
| 3 Month | 2.52540 | 0.05758 | |
| 6 Month | 3.13137 | 0.06824 | |
| 12 Month | 3.67770 | 0.03758 | |
| SOFR RATES | 7/15/22 | ||
| 1 Month | 1.98815 | -0.05519 | |
| 3 Month | 2.41384 | -0.09486 | |
| 6 Month | 2.91462 | -0.11466 | |
| 12 Month | 3.23837 | -0.09431 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/07/curves-7.15.22.pdf” title=”curves 7.15.22″]