Benchmark Interest Rate
SOFR
Basic Date : 2024.05.09
SOFR Detail
Currency |
Overnight |
USD |
5.31 |
Quoted two business days after the New York Fed sets the SOFR rate at 08:00 New York time
The SOFR is subject to the Terms of Use posted at newyorkfed.org. The New York Fed is not responsible for publication of the SOFR by the Export-Import Bank of Korea, does not sanction or endorse any particular republication, and has no liability for your use.
The Export-Import Bank of Korea is not affiliated with the New York Fed. The New York Fed does not sanction, endorse, or recommend any products or services offered by the Export-Import Bank of Korea.
Terms SOFR
Quoted two business days after CME Group sets the CME Term SOFR rate at 5:00 CT
ESTR
Basic Date : 2024.05.09
ESTR Detail
Currency |
Overnight |
EUR |
3.906 |
Quoted two business days after the Europe Central Bank sets the ESTR rate at 08:00 Berlin time
EURIBOR
Basic Date : 2024.05.09
SOFR detail
Currency |
1Month |
3Month |
6Month |
12Month |
EUR |
3.875 |
3.788 |
3.802 |
3.647 |
Quoted two business days after the European Money Markets Institute (EMMI) sets the EURIBOR rate at 11:00 Brussels time
TONA
Basic Date : 2024.05.09
TONA Detail
Currency |
Overnight |
|
Quoted one business day after the Bank Of Japan (BOJ) sets the TONA rate at 10:00 Tokyo time
TIBOR
Basic Date : 2024.05.09
LIBOR Detail
Currency |
1Month |
3Month |
6Month |
12Month |
JPY |
0.18273 |
0.26727 |
0.27273 |
0.31455 |
Quoted one business day after the Japanese Bankers Association(JBA) sets the TIBOR rate at at 11:00 Tokyo time
SWAP (RFR)
Basic Date : 2024.05.09
SWAP (RFR) Detail
Currency |
6Month |
12Month |
2Year |
USD |
5.2982 |
5.1615 |
4.7602 |
EUR |
3.6446 |
3.4318 |
3.068 |
JPY |
0.1551 |
0.235 |
0.395 |
LIBOR
Basic Date : 2024.05.09
LIBOR Detail
Currency |
1Month |
3Month |
6Month |
12Month |
USD |
5.43435 |
5.58483 |
5.71564 |
|
Quoted two business days after London IBA sets the LIBOR rate at or around 11:55 am London time
Please note that the LIBOR published after January 30, 2023(London base date) is a non-representative synthetic LIBOR* rate.
* CME Term SOFR Reference Rate + ISDA fixed spread adjustment for the corresponding settings
SWAP (LIBOR)
Basic Date : 2024.05.09
SWAP(LIBOR) Detail
Currency |
6Month |
12Month |
2Year |
USD |
5.535 |
5.513 |
5.058 |
EUR |
|
3.674 |
3.288 |
CIRR
Basic Date : 2024.05.09
CIRR Detail
Currency |
Up to 5Years |
5-8.5Years |
More than 8.5Years |
USD |
5.38 |
5.29 |
5.2 |
5.21 |
5.21 |
5.21 |
5.21 |
5.21 |
EUR |
3.58 |
3.43 |
3.36 |
3.33 |
3.33 |
3.35 |
3.38 |
3.41 |
JPY |
1.2 |
1.29 |
1.37 |
1.4 |
1.47 |
1.57 |
1.65 |
1.75 |
CIRR
Basic Date : 2024.05.09
CIRR Detail
Currency |
3Year |
4Year |
5Year |
6Year |
7Year |
8Year |
9Year |
10Year |
USD |
5.38 |
5.29 |
5.2 |
5.21 |
5.21 |
5.21 |
5.21 |
5.21 |
EUR |
3.58 |
3.43 |
3.36 |
3.33 |
3.33 |
3.35 |
3.38 |
3.41 |
JPY |
1.2 |
1.29 |
1.37 |
1.4 |
1.47 |
1.57 |
1.65 |
1.75 |