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Operations calculator suite

Calculate across global benchmarks.

Choose a currency to load its overnight benchmark and standard day-count basis, then calculate with transparent assumptions.

Selected benchmark

USD · SOFR

Full name

Secured Overnight Financing Rate

Standard basis

ACT/360

Administrator

Federal Reserve Bank of New York

SOFR and day count

USD benchmark interest estimate

$
%
bps
%

Currency convention: ACT/360. Override only when the agreement differs.

How the result is built

  • Benchmark: SOFR · Secured · US Treasury repo
  • Recommended starting basis: ACT/360
  • All-in annual rate: 7.550%

Calendar-day accrual; compounded products use daily observations or the SOFR Index. This calculator uses a single input rate; production compounding needs the applicable observations or official index values and the agreement’s exact convention.

Global benchmark reference

Ten major currency conventions

Use this directory to identify the benchmark family and starting convention. The executed agreement still determines the applicable rate, observation method, holiday calendar and calculation rules.

10 currencies
CurrencyBenchmarkMarketBasisAdministrator
USDSOFRSecured Overnight Financing RateSecured · US Treasury repoACT/360Federal Reserve Bank of New York
GBPSONIASterling Overnight Index AverageUnsecured · overnight wholesale cashACT/365 FixedBank of England
EUR€STREuro Short-Term RateUnsecured · overnight wholesale depositsACT/360European Central Bank
CHFSARONSwiss Average Rate OvernightSecured · Swiss franc repoACT/360SIX Swiss Exchange
JPYTONATokyo Overnight Average RateUnsecured · overnight call marketACT/365 FixedBank of Japan
SGDSORASingapore Overnight Rate AverageUnsecured · overnight interbank cashACT/365 FixedMonetary Authority of Singapore
AUDAONIAInterbank Overnight Cash RateUnsecured · overnight interbank cashACT/365 FixedReserve Bank of Australia
CADCORRACanadian Overnight Repo Rate AverageSecured · Government of Canada repoACT/365 FixedBank of Canada
BRLSELICSistema Especial de Liquidação e CustódiaSecured · federal government securities repoBusiness/252Central Bank of Brazil
SEKSWESTRSwedish Krona Short Term RateUnsecured · overnight money-market depositsACT/360Sveriges Riksbank

Selected convention: SOFR · ACT/360

Calendar-day accrual; compounded products use daily observations or the SOFR Index.

Conventions matter

Day count, observation periods, lookbacks, floors, rounding and business-day rules can change the result.

Documents control

Use the executed agreement and approved system terms for production calculations and settlement.

Educational estimates

These tools support learning and reasonableness checks. They do not replace authorised bank systems or professional advice.