SDR Interest Rate Calculation

The interest rate on the SDR is defined as 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 Monday morning, Washington D.C. time, on the IMF’s website.


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XLS

SDR rates as of:           
For the week of April 14, 2014 to April 20, 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 0.89345 0.1734 0.0655
Japanese Yen 12.1000 0.00634361 0.0500 0.0038
U.K. Pound Sterling 0.1110 1.0783 0.3800 0.0455
U.S. Dollar 0.6600 0.644067 0.0400 0.0170
Total 0.1318
SDR Interest Rate 3 0.13
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 IMF Rule T-1(b) specifies that the SDR interest rate for each weekly period commencing each Monday shall be equal to the combined market interest rate as determined by the Fund. Under IMF Rule T-1(c), the combined market interest rate is the sum, as of the Friday preceding each weekly period, rounded to the two nearest 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.
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