LEGAL
As Alternative Reference Rates (ARR) encontram-se disponíveis ao público e são reconhecidas por reguladores, participantes de mercado e associações internacionais, tais como a International Swaps and Derivatives Association (ISDA).
The Alternative Reference Rates (ARR) are public and are recognized by the regulators, market participants and international associations such as the International Swaps and Derivatives Association (ISDA).
Para cada moeda a respetiva taxa indexante | For each currency the respective indexing rate:
|
Currency |
Day count convention |
Account interest rates |
Margin financing rates |
|
AED |
ACT/360 |
Central Bank of United Arab Emirates (CBUAE) repo rate |
|
|
AUD |
ACT/365 |
Australian Overnight Index Average (AONIA) |
|
|
CAD |
ACT/365 |
Canadian Overnight Repo Rate Average (CORRA) |
|
|
CHF |
ACT/360 |
Swiss National Bank (SNB) policy rate |
Swiss Average Rate Overnight (SARON) |
|
CNH |
ACT/360 |
Chinese Offshore Yuan Hong Kong Interbank Offered Rate (CNH HIBOR) |
|
|
CZK |
ACT/360 |
Czech Overnight Index Average (CZEONIA) |
|
|
DKK |
ACT/360 |
Danmarks Nationalbank current-account rate |
|
|
EUR |
ACT/360 |
European Central Bank (ECB) deposit facility rate |
Euro Short-Term Rate (ESTR) |
|
GBP |
ACT/365 |
Sterling Overnight Index Average (SONIA) |
|
|
HKD |
ACT/365 |
Hong Kong Overnight Index Average (HONIA) |
|
|
HUF |
ACT/360 |
Hungarian Overnight Index Average (HUFONIA) |
|
|
ILS |
ACT/360 |
Bank of Israel (BoI) rate |
|
|
JPY |
ACT/360 |
Tokyo Overnight Average Rate (TONAR) |
|
|
MXN |
ACT/360 |
The Equilibrium Interest Rate (TIIE) Overnight |
|
|
NOK |
ACT/360 |
Norwegian Overnight Weighted Average (NOWA) |
|
|
NZD |
ACT/365 |
Reserve Bank of New Zealand (RBNZ) Official Cash Rate (OCR) |
|
|
PLN |
ACT/360 |
Poland Overnight Index Average (POLONIA) |
|
|
RON |
ACT/360 |
National Bank of Romania deposit rate |
|
|
RUB |
ACT/360 |
Ruble Overnight Index Average (RUONIA) |
|
|
SAR |
ACT/360 |
Central Bank of Saudi Arabia (SAMA) reverse repo rate |
|
|
SEK |
ACT/360 |
Swedish Short-Term Rate (SWESTR) |
|
|
SGD |
ACT/365 |
Singapore Overnight Rate Average (SORA) |
|
|
THB |
ACT/365 |
Thai Overnight Rate (THOR) |
|
|
TRY |
ACT/360 |
Turkish Lira Reference Rate (TLREF) |
|
|
USD |
ACT/360 |
Secured Overnight Financing Rate (SOFR) |
|
|
ZAR |
ACT/365 |
South Africa Benchmark Overnight Rate (SABOR) |
|