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O/N SHIBOR HV 23d

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on 10/08/2026
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Index description

Interest Rate Historical volatility based on Trading Days

Quotes by Market Participants

List of securities for index calculation

Subgroup indices

Index Current value Date
O/N SHIBOR HV 23d 22.31522 % 11/08/2026
O/N SHIBOR HV 43d 22.73165 % 11/08/2026
O/N SHIBOR HV 64d 20.76111 % 11/08/2026
O/N SHIBOR HV 129d 29.00783 % 11/08/2026
O/N SHIBOR HV 252d 39.67548 % 11/08/2026
O/N SHIBOR HV 500d 57.05746 % 11/08/2026

The composition of the index list

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