| Date | Settles | Change | |
| AMERIBOR | 8/4/22 | ||
| 1 Month | 2.46632 | -0.00188 | |
| 3 Month | 2.67507 | 0.00947 | |
| 6 Month | 3.06837 | -0.00873 | |
| 12 Month | 3.30434 | -0.01774 | |
| LIBOR | 8/5/22 | ||
| 1 Month | 2.36943 | -0.00328 | |
| 3 Month | 2.86671 | 0.00432 | |
| 6 Month | 3.42557 | 0.03286 | |
| 12 Month | 3.85986 | -0.01914 | |
| BSBY INDEX | 8/5/22 | ||
| 1 Month | 2.33627 | 0.00038 | |
| 3 Month | 2.80278 | 0.00331 | |
| 6 Month | 3.33258 | 0.01577 | |
| 12 Month | 3.71639 | 0.02880 | |
| SOFR RATES | 8/5/22 | ||
| SOFR O/N Fix | 2.34000 | 2.29000 | |
| 1 Month | 2.31408 | 0.00811 | |
| 3 Month | 2.59023 | 0.00316 | |
| 6 Month | 2.95311 | -0.01427 | |
| 12 Month | 3.17513 | -0.03844 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.5.22.pdf”]