| Date | Settles | Change | |
| AMERIBOR | 8/11/22 | ||
| 1 Month | 2.44778 | -0.02201 | |
| 3 Month | 2.72154 | -0.01705 | |
| 6 Month | 3.17400 | -0.03254 | |
| 12 Month | 3.49808 | -0.01577 | |
| LIBOR | 8/12/22 | ||
| 1 Month | 2.38686 | -0.01354 | |
| 3 Month | 2.92157 | -0.00114 | |
| 6 Month | 3.50929 | -0.03728 | |
| 12 Month | 3.95900 | -0.03914 | |
| BSBY INDEX | 8/12/22 | ||
| 1 Month | 2.34125 | 0.00504 | |
| 3 Month | 2.89147 | 0.04397 | |
| 6 Month | 3.46692 | 0.04584 | |
| 12 Month | 3.92639 | -0.03449 | |
| SOFR RATES | 8/12/22 | ||
| SOFR O/N Fix | 2.28000 | 0.00000 | |
| 1 Month | 2.35545 | -0.01051 | |
| 3 Month | 2.67245 | -0.03138 | |
| 6 Month | 3.06949 | -0.04525 | |
| 12 Month | 3.36338 | -0.04014 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.12.22.pdf”]