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OIS EUR (Annual Money vs ESTR) 3W

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Index description

Overnight Indexed Swap rates captured at the close of the London business day. The rates represent the market-standard fixed rate payable in exchange for a floating benchmark across various maturities. Serving as the backbone for yield curve construction, these indicators are essential for managing interest rate exposure, pricing debt instruments, and performing daily Mark-to-Market valuations.

Quotes by Market Participants

List of securities for index calculation

Subgroup indices

Index Current value Date
OIS EUR (Annual Money vs ESTR) 1W 2.44174 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 2W 2.44398 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 3W 2.44592 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 1M 2.4479 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 2M 2.4659 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 3M 2.52299 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 4M 2.56633 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 5M 2.60763 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 6M 2.65025 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 7M 2.69215 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 8M 2.73522 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 9M 2.77127 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 10M 2.80783 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 11M 2.8405 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 1Y 2.86956 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 15M 2.92393 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 18M 2.9614 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 21M 2.99347 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 2Y 3.02005 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 3Y 3.07053 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 4Y 3.0922 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 5Y 3.11175 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 6Y 3.1256 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 7Y 3.1492 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 8Y 3.17438 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 9Y 3.20145 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 10Y 3.22848 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 12Y 3.2765 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 15Y 3.32462 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 20Y 3.32618 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 25Y 3.2675 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 30Y 3.19065 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 40Y 3.0406 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 50Y 2.8905 % 22/10/2026
OIS EUR (Annual Money vs ESTR) 60Y 2.75495 % 22/10/2026

The composition of the index list

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