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Cbonds API
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OIS EUR (Annual Money vs ESTR) 15Y

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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 2.37018 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 2W 2.40669 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 3W 2.42016 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 1M 2.4295 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 2M 2.46887 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 3M 2.51303 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 4M 2.57885 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 5M 2.63693 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 6M 2.6891 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 7M 2.74605 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 8M 2.79808 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 9M 2.84697 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 10M 2.89078 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 11M 2.93 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 1Y 2.96716 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 15M 3.03453 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 18M 3.07595 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 21M 3.10238 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 2Y 3.12579 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 3Y 3.15038 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 4Y 3.16133 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 5Y 3.17067 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 6Y 3.19078 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 7Y 3.21253 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 8Y 3.23982 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 9Y 3.2652 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 10Y 3.29242 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 12Y 3.3435 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 15Y 3.40455 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 20Y 3.4354 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 25Y 3.40323 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 30Y 3.34188 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 40Y 3.2085 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 50Y 3.0506 % 10/09/2026
OIS EUR (Annual Money vs ESTR) 60Y 2.92565 % 10/09/2026

The composition of the index list

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