| Date | Settles | Change | |
| AMERIBOR | 8/16/22 | ||
| 1 Month | 2.44270 | 0.00023 | |
| 3 Month | 2.72515 | 0.00003 | |
| 6 Month | 3.17545 | 0.00400 | |
| 12 Month | 3.49502 | 0.01786 | |
| LIBOR | 8/17/22 | ||
| 1 Month | 2.36557 | -0.01143 | |
| 3 Month | 2.97657 | 0.01600 | |
| 6 Month | 3.50771 | 0.00171 | |
| 12 Month | 3.99557 | 0.04486 | |
| BSBY INDEX | 8/17/22 | ||
| 1 Month | 2.34273 | 0.00508 | |
| 3 Month | 2.85591 | 0.00699 | |
| 6 Month | 3.46047 | 0.00165 | |
| 12 Month | 3.93778 | -0.00054 | |
| SOFR RATES | 8/17/22 | ||
| SOFR O/N Fix | 2.29000 | 0.00000 | |
| 1 Month | 2.38401 | 0.01602 | |
| 3 Month | 2.72384 | 0.02660 | |
| 6 Month | 3.09679 | 0.02311 | |
| 12 Month | 3.38470 | 0.02800 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.17.22.pdf”]