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OIS CHF (Annual Money vs SARON) 25Y

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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 CHF (Annual Money vs SARON) 1W -0.04375 % 10/09/2026
OIS CHF (Annual Money vs SARON) 1M -0.045 % 10/09/2026
OIS CHF (Annual Money vs SARON) 2M -0.045 % 10/09/2026
OIS CHF (Annual Money vs SARON) 3M -0.045 % 10/09/2026
OIS CHF (Annual Money vs SARON) 4M -0.02167 % 10/09/2026
OIS CHF (Annual Money vs SARON) 5M -0.00781 % 10/09/2026
OIS CHF (Annual Money vs SARON) 6M 0.00221 % 10/09/2026
OIS CHF (Annual Money vs SARON) 7M 0.02931 % 10/09/2026
OIS CHF (Annual Money vs SARON) 8M 0.0515 % 10/09/2026
OIS CHF (Annual Money vs SARON) 9M 0.07357 % 10/09/2026
OIS CHF (Annual Money vs SARON) 10M 0.10212 % 10/09/2026
OIS CHF (Annual Money vs SARON) 11M 0.13161 % 10/09/2026
OIS CHF (Annual Money vs SARON) 1Y 0.135 % 10/09/2026
OIS CHF (Annual Money vs SARON) 15M 0.22842 % 10/09/2026
OIS CHF (Annual Money vs SARON) 18M 0.28874 % 10/09/2026
OIS CHF (Annual Money vs SARON) 21M 0.33965 % 10/09/2026
OIS CHF (Annual Money vs SARON) 2Y 0.37463 % 10/09/2026
OIS CHF (Annual Money vs SARON) 3Y 0.4924 % 10/09/2026
OIS CHF (Annual Money vs SARON) 4Y 0.55 % 10/09/2026
OIS CHF (Annual Money vs SARON) 5Y 0.59683 % 10/09/2026
OIS CHF (Annual Money vs SARON) 6Y 0.64 % 10/09/2026
OIS CHF (Annual Money vs SARON) 7Y 0.68081 % 10/09/2026
OIS CHF (Annual Money vs SARON) 8Y 0.71733 % 10/09/2026
OIS CHF (Annual Money vs SARON) 9Y 0.75761 % 10/09/2026
OIS CHF (Annual Money vs SARON) 10Y 0.795 % 10/09/2026
OIS CHF (Annual Money vs SARON) 12Y 0.85748 % 10/09/2026
OIS CHF (Annual Money vs SARON) 15Y 0.92675 % 10/09/2026
OIS CHF (Annual Money vs SARON) 20Y 0.96833 % 10/09/2026
OIS CHF (Annual Money vs SARON) 25Y 0.9605 % 10/09/2026
OIS CHF (Annual Money vs SARON) 30Y 0.925 % 10/09/2026
OIS CHF (Annual Money vs SARON) 40Y 0.925 % 10/09/2026

The composition of the index list

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