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Index group::IRS GBP (Annual Fixed vs 6M Libor)



Organization responsible for index calculation:Cbonds

Index group description
Interest Rate Swaps GBP (fixed interest rate vs 6M LIBOR) Included indice: IRS GBP 1Y vs 6M Libor mid IRS GBP 2Y vs 6M Libor mid IRS GBP 3Y vs 6M Libor mid IRS GBP 4Y vs 6M Libor mid IRS GBP 5Y vs 6M Libor mid IRS GBP 6Y vs 6M Libor mid IRS GBP 7Y vs 6M Libor mid IRS GBP 8Y vs 6M Libor mid IRS GBP 9Y vs 6M Libor mid IRS GBP 10Y vs 6M Libor mid IRS GBP 12Y vs 6M Libor mid IRS GBP 15Y vs 6M Libor mid IRS GBP 20Y vs 6M Libor mid IRS GBP 25Y vs 6M Libor mid IRS GBP 30Y vs 6M Libor mid

Indices included in the group
IRS GBP 1Y vs 6M Libor mid
IRS GBP 2Y vs 6M Libor mid
IRS GBP 3Y vs 6M Libor mid
IRS GBP 4Y vs 6M Libor mid
IRS GBP 5Y vs 6M Libor mid
IRS GBP 6Y vs 6M Libor mid
IRS GBP 7Y vs 6M Libor mid
IRS GBP 8Y vs 6M Libor mid
IRS GBP 9Y vs 6M Libor mid
IRS GBP 10Y vs 6M Libor mid
IRS GBP 12Y vs 6M Libor mid
IRS GBP 15Y vs 6M Libor mid
IRS GBP 20Y vs 6M Libor mid
IRS GBP 25Y vs 6M Libor mid
IRS GBP 30Y vs 6M Libor mid


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