Benchmark Factsheets

Added:20/04/2021 Read time: 26 minutes

The Benchmark Factsheets provide an outline of the main features of key benchmark rates. These documents need to be read together with the respective Product Summary. If you have any questions, please contact your Bank of Scotland representative.

Bank iof England

SONIA Factsheet 

This factsheet explains the features of the Sterling Overnight Index Average (SONIA).

Access the factsheet here (PDF, 159KB).

Bank iof England

Bank of England Bank Rate Factsheet

This factsheet highlights the main features of the Bank of England Bank Rate.

Access the factsheet here (PDF, 149KB).

Bank iof England

SOFR Factsheet

This factsheet summarises the key details of the Secured Overnight Financing Rate (SOFR).

Access the factsheet here (PDF, 155KB).

Bank iof England

ESTR Factsheet

This factsheet outlines the Euro Short Term Rate (ESTR).

Access the factsheet here (PDF, 213KB).

Bank iof England

SARON Factsheet

This factsheet summarises the key details of the Swiss Average Rate Overnight (SARON).

Access the factsheet here (PDF, 175KB).

Bank iof England

TONA Factsheet

This factsheet summarises the key details of the Tokyo Overnight Average Rate (TONA).

Access the factsheet here (PDF, 176KB).

Bank iof England

Risk-Free Rate Calculation Conventions Factsheet

This factsheet explains the main RFR Calculation Conventions.

Access the factsheet here (PDF, 302KB).