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OIS CHF (Annual Money vs SARON) 30Y

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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 -0.0525 % 02/11/2026
OIS CHF (Annual Money vs SARON) 1M -0.05556 % 02/11/2026
OIS CHF (Annual Money vs SARON) 2M -0.045 % 02/11/2026
OIS CHF (Annual Money vs SARON) 3M -0.03714 % 02/11/2026
OIS CHF (Annual Money vs SARON) 4M -0.03625 % 02/11/2026
OIS CHF (Annual Money vs SARON) 5M -0.01808 % 02/11/2026
OIS CHF (Annual Money vs SARON) 6M -0.00027 % 02/11/2026
OIS CHF (Annual Money vs SARON) 7M 0.01477 % 02/11/2026
OIS CHF (Annual Money vs SARON) 8M 0.0379 % 02/11/2026
OIS CHF (Annual Money vs SARON) 9M 0.05848 % 02/11/2026
OIS CHF (Annual Money vs SARON) 10M 0.0798 % 02/11/2026
OIS CHF (Annual Money vs SARON) 11M 0.10043 % 02/11/2026
OIS CHF (Annual Money vs SARON) 1Y 0.12669 % 02/11/2026
OIS CHF (Annual Money vs SARON) 15M 0.18963 % 02/11/2026
OIS CHF (Annual Money vs SARON) 18M 0.245 % 02/11/2026
OIS CHF (Annual Money vs SARON) 21M 0.293 % 02/11/2026
OIS CHF (Annual Money vs SARON) 2Y 0.33638 % 02/11/2026
OIS CHF (Annual Money vs SARON) 3Y 0.44492 % 02/11/2026
OIS CHF (Annual Money vs SARON) 4Y 0.49821 % 02/11/2026
OIS CHF (Annual Money vs SARON) 5Y 0.53167 % 02/11/2026
OIS CHF (Annual Money vs SARON) 6Y 0.56097 % 02/11/2026
OIS CHF (Annual Money vs SARON) 7Y 0.59283 % 02/11/2026
OIS CHF (Annual Money vs SARON) 8Y 0.62173 % 02/11/2026
OIS CHF (Annual Money vs SARON) 9Y 0.65433 % 02/11/2026
OIS CHF (Annual Money vs SARON) 10Y 0.68383 % 02/11/2026
OIS CHF (Annual Money vs SARON) 12Y 0.73567 % 02/11/2026
OIS CHF (Annual Money vs SARON) 15Y 0.7865 % 02/11/2026
OIS CHF (Annual Money vs SARON) 20Y 0.81 % 02/11/2026
OIS CHF (Annual Money vs SARON) 25Y 0.79633 % 02/11/2026
OIS CHF (Annual Money vs SARON) 30Y 0.762 % 02/11/2026
OIS CHF (Annual Money vs SARON) 40Y 0.762 % 02/11/2026

The composition of the index list

The data is available via upload
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