Everything you need for fixed income research and monitoring.
Forward Rate Agreement rates captured at the close of the London business day. The values reflect market expectations for interest rates over a specific future period, effectively locking in the cost of borrowing or lending starting from a deferred date. These instruments are a primary component for calibrating the short end of the yield curve and are utilized for hedging short-term rate volatility, offering a precise benchmark for analyzing forward spreads and market sentiment.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(218585, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| FRA EUR (Fixed vs 3M EURIBOR) IMM2 | 2.3549 % | 05/06/2026 |
| FRA EUR (Fixed vs 3M EURIBOR) IMM3 | 2.5847 % | 30/07/2026 |
| FRA EUR (Fixed vs 3M EURIBOR) IMM4 | 2.7639 % | 30/07/2026 |
| FRA EUR (Fixed vs 3M EURIBOR) IMM5 | 2.8727 % | 30/07/2026 |
| FRA EUR (Fixed vs 3M EURIBOR) IMM6 | 2.9161 % | 30/07/2026 |
| FRA EUR (Fixed vs 3M EURIBOR) IMM7 | 2.9141 % | 30/07/2026 |
| FRA EUR (Fixed vs 3M EURIBOR) IMM8 | 2.8867 % | 30/07/2026 |
Bond Screener