Benchmark Factsheets
Added: 25/02/2021
Read time : 26 mins
The Benchmark Factsheets provide an outline of the main features of key benchmark rates. These documents need to be read together with the respective Product Summary. If you have any questions, please contact your Lloyds Banking Group representative.
SONIA Factsheet
This factsheet explains the features of the Sterling Overnight Index Average (SONIA).
Bank of England Bank Rate Factsheet
This factsheet highlights the main features of the Bank of England Bank Rate.
SOFR Factsheet
This factsheet summarises the key details of the Secured Overnight Financing Rate (SOFR).
ESTR Factsheet
This factsheet outlines the Euro Short Term Rate (ESTR).
SARON Factsheet
This factsheet summarises the key details of the Swiss Average Rate Overnight (SARON).
TONA Factsheet
This factsheet summarises the key details of the Tokyo Overnight Average Rate (TONA).
LIBOR Factsheet
This factsheet describes the main features of the London Interbank Offered Rate (LIBOR).
The Risk-Free Rate Calculation Conventions Factsheet
This factsheet explains the main RFR Calculation Conventions.
CME Term SOFR Factsheet
This factsheet highlights the main features of the CME Term Secured Overnight Financing Rate (SOFR)