| Date | Settles | Change | |
| AMERIBOR | 8/14/22 | ||
| 1 Month | 2.44253 | -0.00525 | |
| 3 Month | 2.72667 | 0.00513 | |
| 6 Month | 3.17969 | 0.00569 | |
| 12 Month | 3.50644 | 0.00836 | |
| LIBOR | 8/15/22 | ||
| 1 Month | 2.37971 | -0.00715 | |
| 3 Month | 2.94186 | 0.02029 | |
| 6 Month | 3.53300 | 0.02371 | |
| 12 Month | 3.99457 | 0.03557 | |
| BSBY INDEX | 8/15/22 | ||
| 1 Month | 2.33808 | -0.00317 | |
| 3 Month | 2.87414 | -0.01733 | |
| 6 Month | 3.44047 | -0.02645 | |
| 12 Month | 3.89078 | -0.03561 | |
| SOFR RATES | 8/15/22 | ||
| SOFR O/N Fix | 2.28000 | 0.00000 | |
| 1 Month | 2.36162 | 0.00617 | |
| 3 Month | 2.68491 | 0.01246 | |
| 6 Month | 3.07613 | 0.00664 | |
| 12 Month | 3.38352 | 0.02014 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.15.22.pdf”]