| Date | Settles | Change | |
| AMERIBOR | 8/9/22 | ||
| 1 Month | 2.46979 | -0.00524 | |
| 3 Month | 2.73859 | 0.00273 | |
| 6 Month | 3.20654 | 0.01563 | |
| 12 Month | 3.51385 | 0.03493 | |
| LIBOR | 8/10/22 | ||
| 1 Month | 2.40040 | 0.02026 | |
| 3 Month | 2.92271 | 0.00171 | |
| 6 Month | 3.54657 | -0.00386 | |
| 12 Month | 3.99814 | 0.00728 | |
| BSBY INDEX | 8/10/22 | ||
| 1 Month | 2.33621 | -0.00293 | |
| 3 Month | 2.84750 | 0.03910 | |
| 6 Month | 4.42108 | 1.04589 | |
| 12 Month | 3.96088 | 0.14050 | |
| SOFR RATES | 8/10/22 | ||
| SOFR O/N Fix | 2.29000 | 0.01000 | |
| 1 Month | 2.36596 | 0.02253 | |
| 3 Month | 2.70383 | 0.03757 | |
| 6 Month | 3.11474 | 0.03887 | |
| 12 Month | 3.40352 | 0.05220 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.10.22.pdf”]