Interest rate benchmarks

Central banks, national regulators, and local authorities around the world look to us as the pre-eminent provider of benchmark services.

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  1. Overview
  2. Global interest rate coverage
  3. Research and Insights
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Our 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.

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Data and feeds

Accessing rates data
Benchmark data is made available on LSEG Data & Analytics platforms, through direct data feeds and APIs and is widely available through other third-party market data vendors and authorised redistributors.
 

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Global interest rate coverage

FTSE USD IBOR Cash Fallbacks

Alternative Reference Rates Committee (ARRC) recommended fallback rates for legacy USD LIBOR referencing cash products.

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FTSE Term €STR

FTSE Term €STR is a forward-looking, risk-free reference rate for euros that is available in 1W, 1M, 3M 6M and 12M tenors.

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FTSE Term SONIA

A forward looking-risk free rate for sterling and available in 1M, 3M, 6M and 12M tenors.

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Tokyo Swap Rate

A JPY TONA OIS rate benchmark that’s published twice daily in tenors from 1Y to 40Y.

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Saudi Arabian Interbank Offered Rate (SAIBOR)

We are the official administrator and calculator for SAIBOR and SAIBID, reflecting the true price of unsecured wholesale liquidity in the Kingdom of Saudi Arabia.

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Vietnamese Interest Rate Benchmarks

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Canadian Dollar Offered Rate (CDOR) has ceased to be published. Access the historical web page and documentation here.

Research and Insights

Term ESTR blog:

Still work to do on euro interest rate benchmark reform | LSEG

Term ESTR paper:

Term €STR - Answering questions on Euro rate reform and regulatory expectations | LSEG

On-demand webinar

Euro risk free rates in the loan market: Guidance on real world application

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