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Treasury

The table below lists the Treasury rates that are provided on a real time basis.

Instrument Description
GBP3MD GBP 3-month Deposit
GBP6MD GBP 6-month Deposit
JPY10YR_LIB JPY 10-year LIBOR
JPY3YR_LIB JPY 3-year LIBOR
JPY5YR_LIB JPY 5-year LIBOR
USD10YR_LIB USD 10-year LIBOR
USD1MD USD 1-Month Deposit
USD1YD USD 1-Year Deposit
USD3YR_LIB USD 3-year LIBOR
USD5YR_LIB USD 5-year LIBOR