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The SARON 2 months Compound Index reflects the aggregation of all daily SARON rates over the time period of three months and is calculated in arrears. The time period for the SARON 3 months Compound index ends on each business day of a given month and starts on a business day three months earlier. The data is available with a delay of one business day.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(71225, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| SARON |
|
05/08/2026 |
| SCRON |
|
05/08/2026 |
| SAION |
|
05/08/2026 |
| SCION |
|
05/08/2026 |
| SARON 1W Compound Rate |
|
05/08/2026 |
| SARON 1M Compound Rate |
|
05/08/2026 |
| SARON 2M Compound Rate |
|
05/08/2026 |
| SARON 3M Compound Rate |
|
05/08/2026 |
| SARON 6M Compound Rate |
|
05/08/2026 |
| SARON 9M Compound Rate |
|
05/08/2026 |
| SARON 12M Compound Rate |
|
05/08/2026 |
| SARON 1W Compound Index |
|
05/08/2026 |
| SARON 1M Compound Index |
|
05/08/2026 |
| SARON 2M Compound Index |
|
05/08/2026 |
| SARON 3M Compound Index |
|
05/08/2026 |
| SARON 6M Compound Index |
|
05/08/2026 |
| SARON 9M Compound Index |
|
05/08/2026 |
| SARON 12M Compound Index |
|
05/08/2026 |
| SARON 1 IMM Compound Rate |
|
14/07/2026 |
| SARON 3 IMM Compound Rate |
|
14/07/2026 |
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