Table of benchmark rates applicable when calculating market value to compensate for interest rate risk

Benchmark rates applicable when calculating market value to compensate for interest rate risk

Click on each value to access the Official State Gazette (BOE) where it was published

Interest Rate Swap (IRS)
2021 Terms
Months1 year2 years3 years4 years5 years7 years10 years15 years20 years30 years
Jan -0.558Abre en ventana nueva -0.529Abre en ventana nueva -0.511Abre en ventana nueva -0.483Abre en ventana nueva -0.449Abre en ventana nueva -0.366Abre en ventana nueva -0.225Abre en ventana nueva -0.030Abre en ventana nueva 0.059Abre en ventana nueva 0.045Abre en ventana nueva
Feb ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
Mar ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
Apr ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
May ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
Jun ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
Jul ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
Aug ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
Sep ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
Oct ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
Nov ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
Dec ---- ---- ---- ---- ---- ---- ---- ---- ---- ----
Did you find this information useful?