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OIS EUR (Annual Money vs ESTR) 4Y

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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 2.44144 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 2W 2.44199 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 3W 2.44261 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 1M 2.4445 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 2M 2.4669 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 3M 2.5034 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 4M 2.55173 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 5M 2.59373 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 6M 2.6406 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 7M 2.68881 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 8M 2.738 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 9M 2.7791 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 10M 2.81923 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 11M 2.8588 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 1Y 2.8851 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 15M 2.94063 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 18M 2.9835 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 21M 3.00928 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 2Y 3.03856 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 3Y 3.10618 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 4Y 3.15223 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 5Y 3.1899 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 6Y 3.2212 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 7Y 3.25847 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 8Y 3.29598 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 9Y 3.33605 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 10Y 3.37065 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 12Y 3.4355 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 15Y 3.4922 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 20Y 3.50933 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 25Y 3.45775 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 30Y 3.3872 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 40Y 3.2245 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 50Y 3.0654 % 01/10/2026
OIS EUR (Annual Money vs ESTR) 60Y 2.929 % 01/10/2026

The composition of the index list

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