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OIS GBP SONIA 15Y 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 3.93895 % 04/11/2026
OIS GBP SONIA 2W mid 3.9595 % 04/11/2026
OIS GBP SONIA 1M mid 3.972 % 04/11/2026
OIS GBP SONIA 2M mid 4.0066 % 04/11/2026
OIS GBP SONIA 3M mid 4.03545 % 04/11/2026
OIS GBP SONIA 4M mid 4.1014 % 04/11/2026
OIS GBP SONIA 5M mid 4.1635 % 04/11/2026
OIS GBP SONIA 6M mid 4.21585 % 04/11/2026
OIS GBP SONIA 7M mid 4.27645 % 04/11/2026
OIS GBP SONIA 8M mid 4.3303 % 04/11/2026
OIS GBP SONIA 9M mid 4.37855 % 04/11/2026
OIS GBP SONIA 10M mid 4.43 % 04/11/2026
OIS GBP SONIA 11M mid 4.4694 % 04/11/2026
OIS GBP SONIA 1Y mid 4.5085 % 04/11/2026
OIS GBP SONIA 18M mid 4.6016 % 04/11/2026
OIS GBP SONIA 2Y mid 4.6629 % 04/11/2026
OIS GBP SONIA 3Y mid 4.6742 % 04/11/2026
OIS GBP SONIA 4Y mid 4.6634 % 04/11/2026
OIS GBP SONIA 5Y mid 4.6572 % 04/11/2026
OIS GBP SONIA 6Y mid 4.6657 % 04/11/2026
OIS GBP SONIA 7Y mid 4.6843 % 04/11/2026
OIS GBP SONIA 8Y mid 4.7124 % 04/11/2026
OIS GBP SONIA 9Y mid 4.7444 % 04/11/2026
OIS GBP SONIA 10Y mid 4.777 % 04/11/2026
OIS GBP SONIA 11Y mid 4.8086 % 04/11/2026
OIS GBP SONIA 12Y mid 4.8406 % 04/11/2026
OIS GBP SONIA 15Y mid 4.922 % 04/11/2026
OIS GBP SONIA 20Y mid 5.0024 % 04/11/2026
OIS GBP SONIA 25Y mid 5.0251 % 04/11/2026
OIS GBP SONIA 30Y mid 5.0066 % 04/11/2026
OIS GBP SONIA 40Y mid 4.9169 % 04/11/2026
OIS GBP SONIA 50Y mid 4.8022 % 04/11/2026
OIS GBP SONIA 60Y mid 4.6979 % 04/11/2026

The composition of the index list

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