| Date | Settles | Change | |
| AMERIBOR | 8/4/22 | ||
| 1 Month | 2.47353 | 0.00721 | |
| 3 Month | 2.72434 | 0.04927 | |
| 6 Month | 3.18443 | 0.11606 | |
| 12 Month | 3.48712 | 0.18278 | |
| LIBOR | 8/5/22 | ||
| 1 Month | 2.38857 | 0.01914 | |
| 3 Month | 2.91157 | 0.04486 | |
| 6 Month | 3.56886 | 0.14329 | |
| 12 Month | 3.99471 | 0.13485 | |
| BSBY INDEX | 8/5/22 | ||
| 1 Month | 2.33539 | -0.00088 | |
| 3 Month | 2.79872 | -0.00406 | |
| 6 Month | 3.34773 | 0.01515 | |
| 12 Month | 3.78495 | 0.06856 | |
| SOFR RATES | 8/5/22 | ||
| SOFR O/N Fix | 2.28000 | -0.01000 | |
| 1 Month | 2.33439 | 0.02031 | |
| 3 Month | 2.65150 | 0.06127 | |
| 6 Month | 3.06991 | 0.11680 | |
| 12 Month | 3.35875 | 0.18362 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.8.22.pdf”]