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OIS CHF (Annual Money vs SARON) 6Y

Name: OIS CHF (Annual Money vs SARON) 6Y
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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daily

UTC+3

Previous value

on 21/10/2026

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(217755, date)

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Subgroup indices

Index	Current value	Date
OIS CHF (Annual Money vs SARON) 1W	-0.0525 %	21/10/2026
OIS CHF (Annual Money vs SARON) 1M	-0.05481 %	21/10/2026
OIS CHF (Annual Money vs SARON) 2M	-0.04413 %	21/10/2026
OIS CHF (Annual Money vs SARON) 3M	-0.02563 %	21/10/2026
OIS CHF (Annual Money vs SARON) 4M	-0.01925 %	21/10/2026
OIS CHF (Annual Money vs SARON) 5M	-0.01043 %	21/10/2026
OIS CHF (Annual Money vs SARON) 6M	0.01462 %	21/10/2026
OIS CHF (Annual Money vs SARON) 7M	0.03458 %	21/10/2026
OIS CHF (Annual Money vs SARON) 8M	0.055 %	21/10/2026
OIS CHF (Annual Money vs SARON) 9M	0.07817 %	21/10/2026
OIS CHF (Annual Money vs SARON) 10M	0.10388 %	21/10/2026
OIS CHF (Annual Money vs SARON) 11M	0.125 %	21/10/2026
OIS CHF (Annual Money vs SARON) 1Y	0.155 %	21/10/2026
OIS CHF (Annual Money vs SARON) 15M	0.22441 %	21/10/2026
OIS CHF (Annual Money vs SARON) 18M	0.2825 %	21/10/2026
OIS CHF (Annual Money vs SARON) 21M	0.3325 %	21/10/2026
OIS CHF (Annual Money vs SARON) 2Y	0.37414 %	21/10/2026
OIS CHF (Annual Money vs SARON) 3Y	0.49155 %	21/10/2026
OIS CHF (Annual Money vs SARON) 4Y	0.55258 %	21/10/2026
OIS CHF (Annual Money vs SARON) 5Y	0.58983 %	21/10/2026
OIS CHF (Annual Money vs SARON) 6Y	0.62583 %	21/10/2026
OIS CHF (Annual Money vs SARON) 7Y	0.6575 %	21/10/2026
OIS CHF (Annual Money vs SARON) 8Y	0.69033 %	21/10/2026
OIS CHF (Annual Money vs SARON) 9Y	0.72267 %	21/10/2026
OIS CHF (Annual Money vs SARON) 10Y	0.7525 %	21/10/2026
OIS CHF (Annual Money vs SARON) 12Y	0.80467 %	21/10/2026
OIS CHF (Annual Money vs SARON) 15Y	0.85 %	21/10/2026
OIS CHF (Annual Money vs SARON) 20Y	0.8675 %	21/10/2026
OIS CHF (Annual Money vs SARON) 25Y	0.85 %	21/10/2026
OIS CHF (Annual Money vs SARON) 30Y	0.81033 %	21/10/2026
OIS CHF (Annual Money vs SARON) 40Y	0.81033 %	21/10/2026