| Date | Settles | Change | |
| AMERIBOR | 7/21/22 | ||
| 1 Month | 1.89709 | 0.00532 | |
| 3 Month | 2.35325 | 0.02878 | |
| 6 Month | 2.87501 | 0.00605 | |
| 12 Month | 3.31327 | 0.00734 | |
| LIBOR | 7/22/22 | Change | |
| 1 Month | 2.25229 | -0.00671 | |
| 3 Month | 2.76629 | -0.01671 | |
| 6 Month | 3.32286 | -0.05457 | |
| 12 Month | 3.81429 | -0.10442 | |
| BSBY INDEX | 7/22/22 | ||
| 1 Month | 2.12246 | 0.06464 | |
| 3 Month | 2.71619 | 0.01952 | |
| 6 Month | 3.27410 | 0.01143 | |
| 12 Month | 3.80357 | 0.01389 | |
| SOFR RATES | 7/22/22 | ||
| 1 Month | 2.15323 | 0.01751 | |
| 3 Month | 2.47342 | 0.00187 | |
| 6 Month | 2.89532 | -0.04198 | |
| 12 Month | 3.14287 | -0.11443 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/07/curves-7.22.22.pdf” title=”curves 7.22.22″]