IRS GBP 3Y vs 6M Libor mid

Name: IRS GBP 3Y vs 6M Libor mid
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

FIND, SAVE & TRACK INVESTMENTS WITH CBONDS WATCHLIST

With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!

Watchlist

You need to request access

daily

UTC+3

Previous value

on 30/12/2021

from

ADD-IN
Cbonds add-in API
bond data api

Data for this index is not available for download

Authorization required

You need to request access

New to Cbonds? · Take a 90-second tour of the platform.

Discover what you can do with Cbonds

Everything you need for fixed income research and monitoring.

00:23 Coverage
00:40 Bond screener
00:54 Parameters
01:10 Watchlist, Mobile app
01:15 Excel Add-in

Unlock data Watch full tour

Index description

Interest Rate Swap GBP 3Y (fixed interest rate vs 6M Libor). An interest rate swap is an agreement to exchange a stream of cash flows by applying a fixed and floating interest rate to a specified notional over a term to maturity.

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(14675, date)

Cbonds add-in

Quotes by Market Participants

List of securities for index calculation

Export to Excel

Subgroup indices

Index	Current value	Date
IRS GBP 2Y vs 6M Libor mid	1.1979 %	31/12/2021
IRS GBP 3Y vs 6M Libor mid	1.3035 %	31/12/2021
IRS GBP 5Y vs 6M Libor mid	1.2961 %	31/12/2021
IRS GBP 10Y vs 6M Libor mid	1.2025 %	31/12/2021
IRS GBP 30Y vs 6M Libor mid	1.0971 %	31/12/2021

The composition of the index list

The data is available via upload

Export to Excel

Get access to the largest financial database

Try in 7-days Demo access

Free for company representative

Evaluate advanced analytical tools
Get full online access to the database
Try our powerful bond screener
Track bond prices from 400+ sources

Get access to the largest financial database

Representative of the company 7 days FREE trial

Professional access to the data

Private investor

Individual access