Benchmark Interest Rate
SOFR
Basic Date : 2023.03.27
SOFR Detail
Currency |
Overnight |
USD |
4.8 |
Quoted two business days after the New York Fed sets the SOFR rate at 08:00 New York time
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Terms SOFR
Quoted two business days after CME Group sets the CME Term SOFR rate at 5:00 CT
ESTR
Basic Date : 2023.03.27
ESTR Detail
Currency |
Overnight |
EUR |
2.899 |
Quoted two business days after the Europe Central Bank sets the ESTR rate at 08:00 Berlin time
EURIBOR
Basic Date : 2023.03.27
SOFR detail
Currency |
1Month |
3Month |
6Month |
12Month |
EUR |
2.902 |
2.99 |
3.29 |
3.578 |
Quoted two business days after the European Money Markets Institute (EMMI) sets the EURIBOR rate at 11:00 Brussels time
TONA
Basic Date : 2023.03.27
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 : 2023.03.27
LIBOR Detail
Currency |
1Month |
3Month |
6Month |
12Month |
JPY |
0.06273 |
0.07455 |
0.14909 |
0.23364 |
Quoted one business day after the Japanese Bankers Association(JBA) sets the TIBOR rate at at 11:00 Tokyo time
SWAP (RFR)
Basic Date : 2023.03.27
SWAP (RFR) Detail
Currency |
6Month |
12Month |
2Year |
USD |
4.7092 |
4.4036 |
3.7609 |
EUR |
3.1401 |
3.192 |
2.97 |
JPY |
0.0238 |
0.065 |
0.1363 |
LIBOR
Basic Date : 2023.03.27
LIBOR Detail
Currency |
1Month |
3Month |
6Month |
12Month |
USD |
4.84529 |
5.13371 |
5.14271 |
5.10686 |
Quoted two business days after the London interbank market sets the LIBOR rate at 11.00 London time
SWAP (LIBOR)
Basic Date : 2023.03.27
SWAP(LIBOR) Detail
Currency |
6Month |
12Month |
2Year |
USD |
5.028 |
4.818 |
4.114 |
EUR |
0 |
3.417 |
3.213 |
CIRR
Basic Date : 2023.03.27
CIRR Detail
Currency |
Up to 5Years |
5-8.5Years |
More than 8.5Years |
USD |
5.23 |
4.94 |
4.86 |
EUR |
3.56 |
3.46 |
3.45 |
JPY |
1 |
1.21 |
1.4 |