Benchmark Interest Rate
SOFR
Basic Date : 2024.05.18
SOFR Detail
Currency |
Overnight |
|
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 : 2024.05.18
ESTR Detail
Currency |
Overnight |
|
Quoted two business days after the Europe Central Bank sets the ESTR rate at 08:00 Berlin time
EURIBOR
Basic Date : 2024.05.18
SOFR detail
Currency |
1Month |
3Month |
6Month |
12Month |
|
Quoted two business days after the European Money Markets Institute (EMMI) sets the EURIBOR rate at 11:00 Brussels time
TONA
Basic Date : 2024.05.18
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 : 2024.05.18
LIBOR Detail
Currency |
1Month |
3Month |
6Month |
12Month |
|
Quoted one business day after the Japanese Bankers Association(JBA) sets the TIBOR rate at at 11:00 Tokyo time
SWAP (RFR)
Basic Date : 2024.05.18
SWAP (RFR) Detail
Currency |
6Month |
12Month |
2Year |
|
LIBOR
Basic Date : 2024.05.18
LIBOR Detail
Currency |
1Month |
3Month |
6Month |
12Month |
|
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 : 2024.05.18
SWAP(LIBOR) Detail
Currency |
6Month |
12Month |
2Year |
|
CIRR
Basic Date : 2024.05.18
CIRR Detail
Currency |
Up to 5Years |
5-8.5Years |
More than 8.5Years |
USD |
5.71 |
5.63 |
5.56 |
5.56 |
5.56 |
5.55 |
5.54 |
5.54 |
EUR |
3.64 |
3.51 |
3.44 |
3.43 |
3.44 |
3.46 |
3.5 |
3.54 |
JPY |
1.27 |
1.35 |
1.45 |
1.49 |
1.58 |
1.67 |
1.75 |
1.84 |
CIRR
Basic Date : 2024.05.18
CIRR Detail
Currency |
3Year |
4Year |
5Year |
6Year |
7Year |
8Year |
9Year |
10Year |
USD |
5.71 |
5.63 |
5.56 |
5.56 |
5.56 |
5.55 |
5.54 |
5.54 |
EUR |
3.64 |
3.51 |
3.44 |
3.43 |
3.44 |
3.46 |
3.5 |
3.54 |
JPY |
1.27 |
1.35 |
1.45 |
1.49 |
1.58 |
1.67 |
1.75 |
1.84 |