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Fixed-income and equity indices

OIS CHF (Annual Money vs SARON) 4M

Name: OIS CHF (Annual Money vs SARON) 4M
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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UTC+3

Previous value

on 29/10/2026

from

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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.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(217723, date)

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Subgroup indices

Index	Current value	Date
OIS CHF (Annual Money vs SARON) 1W	-0.05125 %	30/10/2026
OIS CHF (Annual Money vs SARON) 1M	-0.05498 %	30/10/2026
OIS CHF (Annual Money vs SARON) 2M	-0.045 %	30/10/2026
OIS CHF (Annual Money vs SARON) 3M	-0.03925 %	30/10/2026
OIS CHF (Annual Money vs SARON) 4M	-0.03629 %	30/10/2026
OIS CHF (Annual Money vs SARON) 5M	-0.01957 %	30/10/2026
OIS CHF (Annual Money vs SARON) 6M	-0.00267 %	30/10/2026
OIS CHF (Annual Money vs SARON) 7M	0.01325 %	30/10/2026
OIS CHF (Annual Money vs SARON) 8M	0.035 %	30/10/2026
OIS CHF (Annual Money vs SARON) 9M	0.05707 %	30/10/2026
OIS CHF (Annual Money vs SARON) 10M	0.07787 %	30/10/2026
OIS CHF (Annual Money vs SARON) 11M	0.10087 %	30/10/2026
OIS CHF (Annual Money vs SARON) 1Y	0.125 %	30/10/2026
OIS CHF (Annual Money vs SARON) 15M	0.1875 %	30/10/2026
OIS CHF (Annual Money vs SARON) 18M	0.24152 %	30/10/2026
OIS CHF (Annual Money vs SARON) 21M	0.29 %	30/10/2026
OIS CHF (Annual Money vs SARON) 2Y	0.32763 %	30/10/2026
OIS CHF (Annual Money vs SARON) 3Y	0.43983 %	30/10/2026
OIS CHF (Annual Money vs SARON) 4Y	0.49733 %	30/10/2026
OIS CHF (Annual Money vs SARON) 5Y	0.5325 %	30/10/2026
OIS CHF (Annual Money vs SARON) 6Y	0.56467 %	30/10/2026
OIS CHF (Annual Money vs SARON) 7Y	0.59409 %	30/10/2026
OIS CHF (Annual Money vs SARON) 8Y	0.625 %	30/10/2026
OIS CHF (Annual Money vs SARON) 9Y	0.65533 %	30/10/2026
OIS CHF (Annual Money vs SARON) 10Y	0.68567 %	30/10/2026
OIS CHF (Annual Money vs SARON) 12Y	0.7405 %	30/10/2026
OIS CHF (Annual Money vs SARON) 15Y	0.78533 %	30/10/2026
OIS CHF (Annual Money vs SARON) 20Y	0.80833 %	30/10/2026
OIS CHF (Annual Money vs SARON) 25Y	0.794 %	30/10/2026
OIS CHF (Annual Money vs SARON) 30Y	0.75833 %	30/10/2026
OIS CHF (Annual Money vs SARON) 40Y	0.75833 %	30/10/2026