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O/N SHIBOR HV 252d

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Previous value
on 11/08/2026
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to
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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(169789, date)

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Quotes by Market Participants

List of securities for index calculation

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Subgroup indices

Index Current value Date
O/N SHIBOR HV 23d 22.54702 % 12/08/2026
O/N SHIBOR HV 43d 22.74016 % 12/08/2026
O/N SHIBOR HV 64d 20.76364 % 12/08/2026
O/N SHIBOR HV 129d 28.78371 % 12/08/2026
O/N SHIBOR HV 252d 39.68692 % 12/08/2026
O/N SHIBOR HV 500d 57.06182 % 12/08/2026

The composition of the index list

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