| Date | Settles | Change | |
| AMERIBOR | 8/3/22 | ||
| 1 Month | 2.46820 | 0.00006 | |
| 3 Month | 2.66560 | 0.00797 | |
| 6 Month | 3.07710 | 0.01135 | |
| 12 Month | 3.32208 | 0.00806 | |
| LIBOR | 8/4/22 | ||
| 1 Month | 2.37271 | -0.00358 | |
| 3 Month | 2.86239 | 0.03010 | |
| 6 Month | 3.39271 | 0.00371 | |
| 12 Month | 3.87900 | 0.03586 | |
| BSBY INDEX | 8/4/22 | ||
| 1 Month | 2.33589 | 0.00474 | |
| 3 Month | 2.79947 | 0.03867 | |
| 6 Month | 3.31681 | 0.03204 | |
| 12 Month | 3.68759 | 0.03872 | |
| SOFR RATES | 8/4/22 | ||
| SOFR O/N Fix | 2.29000 | 2.30000 | |
| 1 Month | 2.30597 | 0.01053 | |
| 3 Month | 2.58707 | 0.01697 | |
| 6 Month | 2.96738 | 0.02413 | |
| 12 Month | 3.21357 | 0.04053 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.4.22.pdf”]