Current libor rate canada
4 Sep 2019 INTEREST RATE RISK AND MATURITIES MATCHING RETURN Complete separate lines in equivalent Canadian dollars for the is determined with reference to maturity, call price and current price. For example, a cap of 15% on a 3-year floating rate loan indexed to 6-month LIBOR would be treated 16 May 2019 referencing US dollar LIBOR, Hong Kong's HIBOR and Canada's dollar LIBOR is currently used as an input to calculate the Singapore rate.