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한국수출입은행

Benchmark Interest Rate

select Basic date

SOFR

Basic Date : 2022.06.27

SOFR Detail
Currency Overnight
USD 1.44

Quoted two business days after the New York Fed sets the SOFR rate at 08:00 New York time

Terms SOFR

Quoted two business days after CME Group sets the CME Term SOFR rate at 5:00 CT

ESTR

Basic Date : 2022.06.27

ESTR Detail
Currency Overnight
EUR -0.578

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

EURIBOR

Basic Date : 2022.06.27

SOFR detail
Currency 1Month 3Month 6Month 12Month
EUR -0.528 -0.186 0.273 1.089

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

TONA

Basic Date : 2022.06.27

TONA Detail
Currency Overnight
JPY -0.04

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

TIBOR

Basic Date : 2022.06.27

LIBOR Detail
Currency 1Month 3Month 6Month 12Month
JPY 0.08182 0.06727 0.13636 0.16909

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

SWAP (RFR)

Basic Date : 2022.06.27

SWAP (RFR) Detail
Currency 6Month 12Month 2Year
USD 2.5622 3.0102 3.1083
EUR 0.0882 0.6899 1.2327
JPY 0 0.0294 0.11

LIBOR

Basic Date : 2022.06.27

LIBOR Detail
Currency 1Month 3Month 6Month 12Month
USD 1.62357 2.19729 2.83529 3.53329

Quoted two business days after the London interbank market sets the LIBOR rate at 11.00 London time

SWAP (LIBOR)

Basic Date : 2022.06.27

SWAP(LIBOR) Detail
Currency 6Month 12Month 2Year
USD 2.568 3.309 3.432
EUR 0 0.894 1.484

CIRR

Basic Date : 2022.06.27

CIRR Detail
Currency Up to 5Years 5-8.5Years More than 8.5Years
USD 3.79 3.87 3.92
EUR 1.49 1.8 1.95
JPY 0.96 1.01 1.12