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IRS CNY 6M vs 3M Shibor mid

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Index description

Interest Rate Swap CNY 6M (fixed interest rate vs 3M SHIBOR). 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.

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List of securities for index calculation

Subgroup indices

Index Current value Date
IRS CNY 6M vs 3M Shibor mid 1.4552 % 12/08/2026
IRS CNY 9M vs 3M Shibor mid 1.4582 % 12/08/2026
IRS CNY 1Y vs 3M Shibor mid 1.4613 % 12/08/2026
IRS CNY 2Y vs 3M Shibor mid 1.4621 % 12/08/2026
IRS CNY 3Y vs 3M Shibor mid 1.4759 % 12/08/2026
IRS CNY 4Y vs 3M Shibor mid 1.517 % 12/08/2026
IRS CNY 5Y vs 3M Shibor mid 1.5487 % 12/08/2026
IRS CNY 7Y vs 3M Shibor mid 1.6176 % 12/08/2026
IRS CNY 10Y vs 3M Shibor mid 1.6914 % 12/08/2026

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