SDR Interest Rate Calculation

The interest rate on the SDR is based on the sum of the multiplicative products in SDR terms of the currency amounts in the SDR valuation basket, the level of the interest rate on the financial instrument of each component currency in the basket, and the exchange rate of each currency against the SDR. The SDR interest rate for the current week is posted on Sunday morning, Washington D.C. time, on the IMF’s website.


Download SDR interest rate history
XLS

SDR rates as of:           
For the week of December 15, 2014 to December 21, 2014
Currency Currency amount
under Rule O-1
(A)
Exchange rate
against the SDR 1
(B)

Interest rate 2
(C)

Product
  (A) x (B) x (C)
Euro 0.4230 0.850608 -0.0395 -0.0142
Japanese Yen 12.1000 0.00574713 -0.0070 -0.0005
U.K. Pound Sterling 0.1110 1.07388 0.4400 0.0524
U.S. Dollar 0.6600 0.683219 0.0200 0.0090
Total 0.0467
Floor for SDR Interest Rate 0.050
SDR Interest Rate 3 0.050
Footnotes
1 SDR per currency rates are based on the representative exchange rate for each currency.
2 Interest rate on the financial instrument of each component currency in the SDR basket, expressed as an equivalent annual bond yield: three-month Eurepo rate (effective January 1, 2006, the three-month Eurepo rate replaced the three-month Euribor rate); three-month Japanese Treasury Discount bills (effective February 5, 2009, the three-month Japanese Treasury Discount Bills replaced the Thirteen-week Japanese Government financing bills); three-month UK Treasury bills; and three-month US Treasury bills.
3 Rule T-1 has been amended (see Press Release) and specifies that the SDR interest rate for each weekly period commencing each Monday shall be the higher of (i) the combined market interest rate or (ii) 0.050 percent. The combined market interest rate is the sum, as of the Friday preceding each weekly period, rounded to three decimal places, of the products that result from multiplying each yield or rate listed above by the value in terms of SDRs of the amount of the corresponding currency specified in Rule O-1. If a yield or rate is not available for a particular Friday, the calculation shall be made on the basis of the latest available yield or rate. Previously, the SDR interest rate was set equal to the combined market interest rate and rounded to two decimal places.
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