Everything you need for fixed income research and monitoring.
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.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(217589, date)
Cbonds add-in
Bond Screener