| Date | Settles | Change | |
| AMERIBOR | 7/22/22 | ||
| 1 Month | 1.96350 | 0.06641 | |
| 3 Month | 2.38068 | 0.02743 | |
| 6 Month | 2.90183 | 0.02682 | |
| 12 Month | 3.32687 | 0.01360 | |
| LIBOR | 7/25/22 | Change | |
| 1 Month | 2.29971 | 0.04742 | |
| 3 Month | 2.76929 | 0.00300 | |
| 6 Month | 3.28529 | -0.03757 | |
| 12 Month | 3.77530 | -0.03899 | |
| BSBY INDEX | 7/25/22 | ||
| 1 Month | 2.13057 | 0.00811 | |
| 3 Month | 2.73180 | 0.01561 | |
| 6 Month | 3.28832 | 0.01422 | |
| 12 Month | 3.78573 | -0.01784 | |
| SOFR RATES | 7/25/22 | ||
| 1 Month | 2.16921 | 0.01598 | |
| 3 Month | 2.46101 | -0.01241 | |
| 6 Month | 2.85697 | -0.03835 | |
| 12 Month | 3.06231 | -0.08056 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/07/curves-7.25.22.pdf” title=”curves 7.25.22″]