| Date | Settles | Change | |
| AMERIBOR | 8/8/22 | ||
| 1 Month | 2.47503 | 0.00150 | |
| 3 Month | 2.73586 | 0.01152 | |
| 6 Month | 3.19091 | 0.00648 | |
| 12 Month | 3.47892 | -0.00820 | |
| LIBOR | 8/9/22 | ||
| 1 Month | 2.38014 | -0.00843 | |
| 3 Month | 2.92100 | 0.00943 | |
| 6 Month | 3.55043 | -0.01843 | |
| 12 Month | 3.99086 | -0.00385 | |
| BSBY INDEX | 8/9/22 | ||
| 1 Month | 2.33914 | 0.00375 | |
| 3 Month | 2.80840 | 0.00968 | |
| 6 Month | 3.37519 | 0.02746 | |
| 12 Month | 3.82038 | 0.03543 | |
| SOFR RATES | 8/9/22 | ||
| SOFR O/N Fix | 2.28000 | 0.00000 | |
| 1 Month | 2.34343 | 0.00904 | |
| 3 Month | 2.66626 | 0.01476 | |
| 6 Month | 3.07587 | 0.00596 | |
| 12 Month | 3.35132 | -0.00743 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.9.22.pdf”]