| Date | Change | ||
| Term SOFR | 8/15/2023 6:10 | Settles | |
| 1 Month | 5.31376 | 0.0011 | |
| 3 Month | 5.37648 | 0.00465 | |
| 6 Month | 5.44472 | 0.01276 | |
| 12 Month | 5.38196 | 0.02752 | |
| Term Bsby | 8/15/2023 6:10 | Settles | |
| 1 Month | 5.38507 | -0.00339 | |
| 3 Month | 5.53632 | 0.00247 | |
| 6 Month | 5.73256 | 0.0006 | |
| 12 Month | 5.8929 | 0.007 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2023/08/curves.8.15.23.pdf”]