|
| SHIBOR | SSEFI | SSECI | CBII |
| SHIBOR | 5.25 × 10−6 | −6.16 × 10−8 | −7.67 × 10−7 | −8.81 × 10−7 |
| SSEFI | −6.16 × 10−8 | 1.02 × 10−4 | 1.50 × 10−4 | −6.10 × 10−7 |
| SSECI | −7.67 × 10−7 | 1.50 × 10−4 | 2.92 × 10−4 | −8.59 × 10−7 |
| CBII | −8.81 × 10−7 | −6.10 × 10−7 | −8.59 × 10−7 | 3.13 × 10−6 |