abscologo ABS Co. - SIBOR AND SWAP OFFER RATES

 

ABS Co. SIBOR and SOR on: 16 May 2017*

* From 1 October 2015, the rates will be published on the ABS website seven days after. The rates on the website are updated around 12.30pm (Singapore time) each business day.

SGD SIBOR SGD SWAP OFFER
Overnight - 0.90445
1 month 0.81175 0.66969
3 month 0.99850 0.80901
6 month 1.25000 1.04103
1 year 1.38125 -
  1. Your usage of this website and the rates published therein construe acceptance of the terms and conditions in the attached document.

  2. The ABS Benchmarks are proprietary information, and may not be reproduced, transmitted, or distributed in whole or part without the express written permission of the ABS Co.

  3. The rates supplied here are for personal use only. No commercial or business use is allowed.

  4. ABS Co., the Contributor Banks and Thomson Reuters shall not be liable for any loss of business or profits nor any direct, indirect or consequential loss or damage resulting from any such use of these rates.

SIBOR/SOR Trends

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Definitions

SIBOR stands for Singapore Interbank Offered Rates. An individual Contributor Bank contributes the rate at which it could borrow funds, were it to do so by asking for and accepting the interbank offers in reasonable market size, just prior to 11:00 a.m. Singapore time.

SOR is defined as the synthetic rate for deposits in SGD, which represents the effective cost of borrowing the SGD synthetically by borrowing USD for the same maturity, and swap out the USD in return for the SGD.

Please note

ABS Benchmarks Administration Co Pte Ltd (ABS Co.) is the owner and administrator of the ABS Benchmarks in Singapore - the Singapore Interbank Offered Rate (SIBOR), the Swap Offer Rate (SOR), the SGD Spot FX and the THB Spot FX. It is a fully owned subsidiary of the Association of Banks in Singapore.

Thomson Reuters is the official Calculating Agent of the ABS Co. SIBOR and SWAP Offer Rates.

Please contact ABS Co at absCo@abs.org.sg or +65 6224-4300 for more information