| Date | Settles | Change | |
| AMERIBOR | 8/10/22 | ||
| 1 Month | 2.45442 | -0.01537 | |
| 3 Month | 2.71216 | -0.02643 | |
| 6 Month | 3.17137 | -0.03517 | |
| 12 Month | 3.47974 | -0.03411 | |
| LIBOR | 8/11/22 | ||
| 1 Month | 2.39100 | -0.00940 | |
| 3 Month | 2.90514 | -0.01757 | |
| 6 Month | 3.48871 | -0.05786 | |
| 12 Month | 3.92814 | -0.07000 | |
| BSBY INDEX | 8/11/22 | ||
| 1 Month | 2.33397 | -0.00224 | |
| 3 Month | 2.88929 | 0.04179 | |
| 6 Month | 3.47629 | 0.05521 | |
| 12 Month | 3.94480 | -0.01608 | |
| SOFR RATES | 8/11/22 | ||
| SOFR O/N Fix | 2.28000 | -0.01000 | |
| 1 Month | 2.35706 | -0.00890 | |
| 3 Month | 2.67007 | -0.03376 | |
| 6 Month | 3.06207 | -0.05267 | |
| 12 Month | 3.33861 | -0.06491 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.11.22.pdf”]