Libor X: SOFR SONIA SARON
FinanceBusiness

Libor X: SOFR SONIA SARON

Fabrizio Bacchin · released 5 Nov 2014 · Open in App Store ↗

Revenue 30d not estimated
Downloads 30d not estimated
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RatingPrice
United Arab Emirates<1%0AED 7.99 $2.18
Afghanistan<1%0$1.99
Antigua And Barbuda<1%0$1.99
Anguilla<1%0$1.99
Albania<1%0$1.99
Armenia<1%0$1.99
Angola<1%0$1.99
Argentina<1%0$1.99
Austria<1%0€1.99 $2.30
Australia<1%0A$2.99 $2.12

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Description

LIBOR is gone. Libor X follows the rates that replaced it.

For half a century LIBOR was the most important number in finance: hundreds of trillions of dollars in loans, mortgages and derivatives depended on it. After the rate-rigging scandals it was retired, and every major currency moved to an overnight benchmark built on real transactions. Libor X brings them together in one app.

FOUR CURRENCIES, ONE SCREEN

SOFR — United States, Federal Reserve Bank of New York

SONIA — United Kingdom, Bank of England

SARON — Switzerland, SIX Swiss Exchange

TONAR — Japan, Bank of Japan

THE TERM SOFR CURVE

CME Term SOFR at 1, 3, 6 and 12 months is the closest successor to the old USD LIBOR fixings, and it is what business lending is priced against today. Each tenor gets its own card and chart, and the shape of the curve shows where markets expect the Fed to go.

WHAT YOU GET

Daily fixing with the change from the previous day

Full history, from one month to the entire available series

Interactive chart: drag to read the value on any date

All four currencies compared on a single chart

A ranking of who pays the most, updated every fixing

The curve read for you: upward, flat or inverted

Notifications when new fixings are published

Works offline with the last downloaded data

iPhone and iPad, light and dark

VoiceOver and Dynamic Type

WHERE THE DATA COMES FROM

Every rate comes from the official administrator that publishes it. Fixings are released once per business day and appear here after a short delay.

Libor X is an information app and does not provide financial advice. Values may differ from official publications: always verify with the administrator before making decisions.