Hint mode is switched on Switch off

IRS GBP 30Y vs 6M Libor mid

daily
%
UTC+3
Previous value
on 30/12/2021
from
to
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
Welcome to Cbonds
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 30Y (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(14699, 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
Registration is required to get access.