Benchmark Interest Rate
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 |