SDR Interest Rate Calculation

For the week of November 16, 2009 to November 22, 2009
(Data as of Friday, November 13, 2009)
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 0.4100 0.930242 0.4400 0.1678
Japanese Yen 18.4000 0.00693413 0.1500 0.0191
U.K. Pound Sterling 0.0903 1.04499 0.4600 0.0434
U.S. Dollar 0.6320 0.625667 0.0600 0.0237
Total 0.2540
SDR Interest Rate 3 0.25
Notes:
(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; three-month Japanese Treasury Discount bills (effective February 5, 2009, replacing 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.
Prepared by the IMF Finance Department
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