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OIS GBP SONIA 11M 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.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(76345, date)

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Subgroup indices

Index Current value Date
OIS GBP SONIA SW mid 3.73105 % 27/10/2026
OIS GBP SONIA 2W mid 3.8242 % 27/10/2026
OIS GBP SONIA 1M mid 3.9127 % 27/10/2026
OIS GBP SONIA 2M mid 3.9775 % 27/10/2026
OIS GBP SONIA 3M mid 4.0253 % 27/10/2026
OIS GBP SONIA 4M mid 4.09435 % 27/10/2026
OIS GBP SONIA 5M mid 4.1654 % 27/10/2026
OIS GBP SONIA 6M mid 4.22395 % 27/10/2026
OIS GBP SONIA 7M mid 4.2953 % 27/10/2026
OIS GBP SONIA 8M mid 4.3609 % 27/10/2026
OIS GBP SONIA 9M mid 4.4161 % 27/10/2026
OIS GBP SONIA 10M mid 4.4744 % 27/10/2026
OIS GBP SONIA 11M mid 4.5258 % 27/10/2026
OIS GBP SONIA 1Y mid 4.5712 % 27/10/2026
OIS GBP SONIA 18M mid 4.6944 % 27/10/2026
OIS GBP SONIA 2Y mid 4.7726 % 27/10/2026
OIS GBP SONIA 3Y mid 4.7997 % 27/10/2026
OIS GBP SONIA 4Y mid 4.7871 % 27/10/2026
OIS GBP SONIA 5Y mid 4.7815 % 27/10/2026
OIS GBP SONIA 6Y mid 4.7867 % 27/10/2026
OIS GBP SONIA 7Y mid 4.8021 % 27/10/2026
OIS GBP SONIA 8Y mid 4.8274 % 27/10/2026
OIS GBP SONIA 9Y mid 4.8556 % 27/10/2026
OIS GBP SONIA 10Y mid 4.8848 % 27/10/2026
OIS GBP SONIA 11Y mid 4.9149 % 27/10/2026
OIS GBP SONIA 12Y mid 4.9429 % 27/10/2026
OIS GBP SONIA 15Y mid 5.0174 % 27/10/2026
OIS GBP SONIA 20Y mid 5.0896 % 27/10/2026
OIS GBP SONIA 25Y mid 5.1065 % 27/10/2026
OIS GBP SONIA 30Y mid 5.0825 % 27/10/2026
OIS GBP SONIA 40Y mid 4.9881 % 27/10/2026
OIS GBP SONIA 50Y mid 4.8675 % 27/10/2026
OIS GBP SONIA 60Y mid 4.7633 % 27/10/2026
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The composition of the index list

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