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OIS CHF (Annual Money vs SARON) 8M

Name: OIS CHF (Annual Money vs SARON) 8M
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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daily

UTC+3

Previous value

on 01/10/2026

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(217731, date)

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Subgroup indices

Index	Current value	Date
OIS CHF (Annual Money vs SARON) 1W	-0.055 %	02/10/2026
OIS CHF (Annual Money vs SARON) 1M	-0.05446 %	02/10/2026
OIS CHF (Annual Money vs SARON) 2M	-0.0525 %	02/10/2026
OIS CHF (Annual Money vs SARON) 3M	-0.03669 %	02/10/2026
OIS CHF (Annual Money vs SARON) 4M	-0.02505 %	02/10/2026
OIS CHF (Annual Money vs SARON) 5M	-0.01717 %	02/10/2026
OIS CHF (Annual Money vs SARON) 6M	-0.00267 %	02/10/2026
OIS CHF (Annual Money vs SARON) 7M	0.01517 %	02/10/2026
OIS CHF (Annual Money vs SARON) 8M	0.03117 %	02/10/2026
OIS CHF (Annual Money vs SARON) 9M	0.04807 %	02/10/2026
OIS CHF (Annual Money vs SARON) 10M	0.07111 %	02/10/2026
OIS CHF (Annual Money vs SARON) 11M	0.09079 %	02/10/2026
OIS CHF (Annual Money vs SARON) 1Y	0.1125 %	02/10/2026
OIS CHF (Annual Money vs SARON) 15M	0.182 %	02/10/2026
OIS CHF (Annual Money vs SARON) 18M	0.24401 %	02/10/2026
OIS CHF (Annual Money vs SARON) 21M	0.302 %	02/10/2026
OIS CHF (Annual Money vs SARON) 2Y	0.35034 %	02/10/2026
OIS CHF (Annual Money vs SARON) 3Y	0.4875 %	02/10/2026
OIS CHF (Annual Money vs SARON) 4Y	0.55533 %	02/10/2026
OIS CHF (Annual Money vs SARON) 5Y	0.60033 %	02/10/2026
OIS CHF (Annual Money vs SARON) 6Y	0.64117 %	02/10/2026
OIS CHF (Annual Money vs SARON) 7Y	0.6825 %	02/10/2026
OIS CHF (Annual Money vs SARON) 8Y	0.71583 %	02/10/2026
OIS CHF (Annual Money vs SARON) 9Y	0.74983 %	02/10/2026
OIS CHF (Annual Money vs SARON) 10Y	0.78117 %	02/10/2026
OIS CHF (Annual Money vs SARON) 12Y	0.83191 %	02/10/2026
OIS CHF (Annual Money vs SARON) 15Y	0.88257 %	02/10/2026
OIS CHF (Annual Money vs SARON) 20Y	0.90433 %	02/10/2026
OIS CHF (Annual Money vs SARON) 25Y	0.88967 %	02/10/2026
OIS CHF (Annual Money vs SARON) 30Y	0.83984 %	02/10/2026
OIS CHF (Annual Money vs SARON) 40Y	0.83984 %	02/10/2026