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Benchmark Interest Rate

select Basic date

SOFR

Basic Date : 2024.03.05

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 : 2024.03.05

ESTR Detail
Currency Overnight
EUR 3.904

Quoted two business days after the Europe Central Bank sets the ESTR rate at 08:00 Berlin time

EURIBOR

Basic Date : 2024.03.05

SOFR detail
Currency 1Month 3Month 6Month 12Month
EUR 3.817 3.938 3.912 3.744

Quoted two business days after the European Money Markets Institute (EMMI) sets the EURIBOR rate at 11:00 Brussels time

TONA

Basic Date : 2024.03.05

TONA Detail
Currency Overnight
JPY -0.006

Quoted one business day after the Bank Of Japan (BOJ) sets the TONA rate at 10:00 Tokyo time

TIBOR

Basic Date : 2024.03.05

LIBOR Detail
Currency 1Month 3Month 6Month 12Month
JPY 0.06455 0.13091 0.15091 0.24364

Quoted one business day after the Japanese Bankers Association(JBA) sets the TIBOR rate at at 11:00 Tokyo time

SWAP (RFR)

Basic Date : 2024.03.05

SWAP (RFR) Detail
Currency 6Month 12Month 2Year
USD 5.2687 5.0575 4.5263
EUR 3.7921 3.5081 3.0231
JPY 0.0863 0.1575 0.2813

LIBOR

Basic Date : 2024.03.05

LIBOR Detail
Currency 1Month 3Month 6Month 12Month
USD 5.4371 5.59273 5.69557

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 : 2024.03.05

SWAP(LIBOR) Detail
Currency 6Month 12Month 2Year
USD 5.477 5.34 4.82
EUR 0 3.706 3.228

CIRR

Basic Date : 2024.03.05

CIRR Detail
Currency Up to 5Years 5-8.5Years More than 8.5Years
USD 5.11 5.04 4.98 5.01 5.03 5.04 5.05 5.06
EUR 3.28 3.14 3.1 3.11 3.14 3.19 3.24 3.29
JPY 1.05 1.13 1.24 1.27 1.37 1.48 1.57 1.66