| Date | Settles | Change | |
| AMERIBOR | 8/17/22 | ||
| 1 Month | 2.44263 | -0.00007 | |
| 3 Month | 2.72362 | -0.00153 | |
| 6 Month | 3.18565 | 0.01020 | |
| 12 Month | 3.52780 | 0.03278 | |
| LIBOR | 8/18/22 | ||
| 1 Month | 2.36814 | 0.00257 | |
| 3 Month | 2.98400 | 0.00743 | |
| 6 Month | 3.50757 | -0.00014 | |
| 12 Month | 3.99571 | 0.00014 | |
| BSBY INDEX | 8/18/22 | ||
| 1 Month | 2.33857 | -0.00416 | |
| 3 Month | 2.86368 | 0.00777 | |
| 6 Month | 3.46943 | 0.00896 | |
| 12 Month | 3.96286 | 0.02508 | |
| SOFR RATES | 8/18/22 | ||
| SOFR O/N Fix | 2.29000 | 0.00000 | |
| 1 Month | 2.38757 | 0.00356 | |
| 3 Month | 2.73189 | 0.00805 | |
| 6 Month | 3.10957 | 0.01278 | |
| 12 Month | 3.41730 | 0.03260 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/08/curves.8.18.22.pdf”]