| Date | Settles | Change | |
| AMERIBOR | 6/24/22 | ||
| 1 Month | 1.73847 | 0.00434 | |
| 3 Month | 2.09653 | 0.00515 | |
| 6 Month | 2.61210 | -0.00832 | |
| 12 Month | 3.13913 | -0.01468 | |
| LIBOR | 6/27/22 | Change | |
| 1 Month | 1.65229 | 0.01958 | |
| 3 Month | 2.23157 | -0.00286 | |
| 6 Month | 2.86214 | -0.00443 | |
| 12 Month | 3.57200 | 0.02729 | |
| BSBY INDEX | 6/27/22 | ||
| 1 Month | 1.60956 | -0.00776 | |
| 3 Month | 2.15790 | 0.00804 | |
| 6 Month | 2.77862 | 0.00556 | |
| 12 Month | 3.47025 | -0.04747 | |
| SOFR RATES | 6/27/22 | ||
| 1 Month | 1.55706 | -0.00320 | |
| 3 Month | 1.98372 | -0.01868 | |
| 6 Month | 2.49517 | -0.03634 | |
| 12 Month | 2.99901 | -0.04059 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/06/curves.6.27.22.pdf”]