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TLREF HV 129d

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Previous value
on 13/08/2026
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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(169823, 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
TLREF HV 23d 1.70216 % 14/08/2026
TLREF HV 43d 1.24334 % 14/08/2026
TLREF HV 64d 1.02138 % 14/08/2026
TLREF HV 129d 10.8975 % 14/08/2026
TLREF HV 252d 11.6848 % 14/08/2026
TLREF HV 500d 17.76511 % 14/08/2026

The composition of the index list

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