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OIS GBP SONIA 10Y mid

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Index description

Interest Rate Swap GBP (fixed interest rate vs SONIA). An interest rate swap is an agreement to exchange a stream of cash flows by applying a fixed and floating interest rate to a specified notional over a term to maturity.

Quotes by Market Participants

List of securities for index calculation

Subgroup indices

Index Current value Date
OIS GBP SONIA SW mid 3.73225 % 16/10/2026
OIS GBP SONIA 2W mid 3.7439 % 16/10/2026
OIS GBP SONIA 1M mid 3.7582 % 16/10/2026
OIS GBP SONIA 2M mid 3.7776 % 16/10/2026
OIS GBP SONIA 3M mid 3.8247 % 16/10/2026
OIS GBP SONIA 4M mid 3.8714 % 16/10/2026
OIS GBP SONIA 5M mid 3.9197 % 16/10/2026
OIS GBP SONIA 6M mid 3.9684 % 16/10/2026
OIS GBP SONIA 7M mid 4.0147 % 16/10/2026
OIS GBP SONIA 8M mid 4.0509 % 16/10/2026
OIS GBP SONIA 9M mid 4.0892 % 16/10/2026
OIS GBP SONIA 10M mid 4.1242 % 16/10/2026
OIS GBP SONIA 11M mid 4.157 % 16/10/2026
OIS GBP SONIA 1Y mid 4.1851 % 16/10/2026
OIS GBP SONIA 18M mid 4.2461 % 16/10/2026
OIS GBP SONIA 2Y mid 4.2852 % 16/10/2026
OIS GBP SONIA 3Y mid 4.3082 % 16/10/2026
OIS GBP SONIA 4Y mid 4.3296 % 16/10/2026
OIS GBP SONIA 5Y mid 4.3626 % 16/10/2026
OIS GBP SONIA 6Y mid 4.4061 % 16/10/2026
OIS GBP SONIA 7Y mid 4.4561 % 16/10/2026
OIS GBP SONIA 8Y mid 4.5114 % 16/10/2026
OIS GBP SONIA 9Y mid 4.5682 % 16/10/2026
OIS GBP SONIA 10Y mid 4.6246 % 16/10/2026
OIS GBP SONIA 11Y mid 4.6779 % 16/10/2026
OIS GBP SONIA 12Y mid 4.7286 % 16/10/2026
OIS GBP SONIA 15Y mid 4.8588 % 16/10/2026
OIS GBP SONIA 20Y mid 4.9916 % 16/10/2026
OIS GBP SONIA 25Y mid 5.0438 % 16/10/2026
OIS GBP SONIA 30Y mid 5.0429 % 16/10/2026
OIS GBP SONIA 40Y mid 4.9772 % 16/10/2026
OIS GBP SONIA 50Y mid 4.8818 % 16/10/2026
OIS GBP SONIA 60Y mid 4.7916 % 16/10/2026

The composition of the index list

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