Benchmarks

Interest rate benchmarks

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  1. Overview
  2. Features & benefits
  3. How it works
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An overview of Interest rate benchmarks

We have over 25 years' experience designing, calculating, governing, and publishing financial benchmarks that lie at the heart of the global financial system. Our interest rate benchmark services provide a combination of reference rate offerings: calculation; calculation and governance; calculation and administration; and calculation, governance, and administration.

We are the administrator of more than 30 key rates and calculation agent for over 40 critical national and regional interest rates and FX benchmarks in 12 different countries, such as Singapore, Hong Kong, and Russia.

Key Facts 

  • Geographical coverage
    Canada
    Saudi Arabia
    Vietnam
    Japan
    United Kingdom
    United States
  • History
    From 1993
  • Data format
    CSV
    Delimited
    GZIP
    Python
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Desktop
    Excel
    FTP
    SFTP
  • Data frequency
    Daily

FTSE Russell Benchmarks and Indices

Want to know more about our benchmarks and indices?

Get a greater understanding of how our benchmarks and indices are powered by viewing our product page. Download methodologies and constituents documents and see for yourself how our benchmarks and indices, combined with expert knowledge, offer the most accurate references for the global markets.

Find out more

Features & Benefits

What you get with Interest rate benchmarks

  • RBSL Administered Interest Rate benchmarks for the UK (FTSE Term Sonia), Canada (CDOR), Saudi Arabia (SAIBOR), Japan (Tokyo Swap Rate) and the US (FTSE USD IBOR Cash Fallbacks).
  • Administered Interest Rate benchmarks in Vietnam
  • Interest rate benchmark data is made available on Eikon, through our financial data feeds as well as through third-party market data vendors and other redistributors.
  • Benchmarks administered by RBSL are UK BMR Compliant. All RBSL and our benchmarks are aligned with the IOSCO principles

RELEVANT USE CASES

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How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

DETAILED DATA SUPPORT

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