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Cbonds API
Power Your Analysis with Index & Yield Curve Data

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  • Index constituents
  • Macroeconomic indicators
  • Fixed-income and equity indices

SONIA HV 23d

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Previous value
on 09/09/2026
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Index description

Interest Rate Historical volatility based on Trading Days

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(169733, date)

Cbonds add-in

Quotes by Market Participants

List of securities for index calculation

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Subgroup indices

Index Current value Date
SONIA HV 23d 0.21806 % 10/09/2026
SONIA HV 43d 0.214 % 10/09/2026
SONIA HV 64d 0.25042 % 10/09/2026
SONIA HV 129d 0.28992 % 10/09/2026
SONIA HV 252d 6.4627 % 10/09/2026
SONIA HV 500d 9.1928 % 10/09/2026

The composition of the index list

The data is available via upload
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