The RealisedRate.com website provides compounded realised rates for key RFR benchmarks using data published by the relevant administrators such as the Bank of England, the Federal Reserve Bank of New York and the European Central Bank.
Click on links below to see compounded in arrears rates for the different benchmarks, or click Help for more information on how the rates are calculated.
Click on links below to see compounded in arrears rates for the different benchmarks, or click Help for more information on how the rates are calculated.
SONIA
SOFR
€STR
TONAR
ICE RFR Indexes
We are collaborating with ICE to publicise their RFR Indexes designed to help calculate compounded interest payments. On 21 Sep 2021 they released SOFR, €STR and TONA versions of the indexes to go alongside the already published SONIA index. See the details of the indexes here. In a future release of RealisedRate.com you will be able to reference these indexes for a given from and to date and see how they can be used to calculate payment amounts.
We are collaborating with ICE to publicise their RFR Indexes designed to help calculate compounded interest payments. On 21 Sep 2021 they released SOFR, €STR and TONA versions of the indexes to go alongside the already published SONIA index. See the details of the indexes here. In a future release of RealisedRate.com you will be able to reference these indexes for a given from and to date and see how they can be used to calculate payment amounts.