Success partner for your global takeoff,
The Global Network of Korea Eximbank.

How to enlarge/reduce the letter size

Enlarge the screen : Please press and hold ctrl key and press + key additionally to enlarge it. Shrink the screen : Please press and hold ctrl key and press - key additionally to reduce it.

E-Mail this

Did you find useful information at KEXIM?
Recommend the information you see now to anyone you want to share with.
After entering the following details, you can share contents by clicking "SEND"

@
@
Your Partner For Global Business Your Partner For Global Business
한국수출입은행

Benchmark Interest Rate

select Basic date

SOFR

Basic Date : 2022.12.01

SOFR Detail
Currency Overnight
USD 3.81

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 : 2022.12.01

ESTR Detail
Currency Overnight
EUR 1.402

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

EURIBOR

Basic Date : 2022.12.01

SOFR detail
Currency 1Month 3Month 6Month 12Month
EUR 1.497 1.984 2.442 2.892

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

TONA

Basic Date : 2022.12.01

TONA Detail
Currency Overnight
JPY -0.079

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

TIBOR

Basic Date : 2022.12.01

LIBOR Detail
Currency 1Month 3Month 6Month 12Month
JPY 0.06818 0.05364 0.13455 0.17091

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

SWAP (RFR)

Basic Date : 2022.12.01

SWAP (RFR) Detail
Currency 6Month 12Month 2Year
USD 4.6772 4.8462 4.4103
EUR 2.3147 2.6085 2.6286
JPY 0 0.0541 0.1589

LIBOR

Basic Date : 2022.12.01

LIBOR Detail
Currency 1Month 3Month 6Month 12Month
USD 4.12014 4.76057 5.20886 5.55343

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

SWAP (LIBOR)

Basic Date : 2022.12.01

SWAP(LIBOR) Detail
Currency 6Month 12Month 2Year
USD 4.881 5.122 4.686
EUR 0 2.829 2.814

CIRR

Basic Date : 2022.12.01

CIRR Detail
Currency Up to 5Years 5-8.5Years More than 8.5Years
USD 5.38 5.18 5.09
EUR 2.87 3 3.14
JPY 0.97 1.09 1.2