IRS USD 6M (Semi Ann. Vs Libor 3M)

Name: IRS USD 6M (Semi Ann. Vs Libor 3M)
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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Previous value

on 23/06/2023

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Index description

Since LIBOR rates will no longer be calculated after September 30, 2024, interest rate swaps will be based on the SOFR rate with an added spread adjustment.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(83683, date)

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Subgroup indices

Index	Current value	Date
IRS USD 6M (Semi Ann. Vs Libor 3M)	5.69015 %	26/06/2023
IRS USD 9M (Semi Ann. Vs Libor 3M)	5.63505 %	27/06/2023
IRS USD 1Y (Semi Ann. Vs Libor 3M)	4.259 %	17/08/2026
IRS USD 2Y (Semi Ann. Vs Libor 3M)	4.32 %	17/08/2026
IRS USD 3Y (Semi Ann. Vs Libor 3M)	4.337 %	17/08/2026
IRS USD 4Y (Semi Ann. Vs Libor 3M)	4.3517 %	17/08/2026
IRS USD 5Y (Semi Ann. Vs Libor 3M)	4.3823 %	17/08/2026
IRS USD 6Y (Semi Ann. Vs Libor 3M)	4.4205 %	17/08/2026
IRS USD 7Y (Semi Ann. Vs Libor 3M)	4.4645 %	17/08/2026
IRS USD 8Y (Semi Ann. Vs Libor 3M)	4.5115 %	17/08/2026
IRS USD 9Y (Semi Ann. Vs Libor 3M)	4.5505 %	17/08/2026
IRS USD 10Y (Semi Ann. Vs Libor 3M)	4.592 %	17/08/2026
IRS USD 15Y (Semi Ann. Vs Libor 3M)	4.7815 %	17/08/2026
IRS USD 20Y (Semi Ann. Vs Libor 3M)	4.8745 %	17/08/2026
IRS USD 25Y (Semi Ann. Vs Libor 3M)	4.8835 %	17/08/2026
IRS USD 30Y (Semi Ann. Vs Libor 3M)	4.853 %	17/08/2026

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