OIS USD (Annual Money vs EFFR) 1Y
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Overnight Indexed Swap rates captured at the close of the London business day. The rates represent the market-standard fixed rate payable in exchange for a floating benchmark across various maturities. Serving as the backbone for yield curve construction, these indicators are essential for managing interest rate exposure, pricing debt instruments, and performing daily Mark-to-Market valuations.
Se puede recibir los datos de este índice via complemento Cbonds para Excel usando la fórmula CbondsIndexValue(217781, date)
complemento Cbonds| Índice | Último valor | Fecha |
|---|---|---|
| OIS USD (Annual Money vs EFFR) 1Y | 4,005 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 2Y | 4,055 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 3Y | 4,061 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 4Y | 4,072 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 5Y | 4,092 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 6Y | 4,122 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 7Y | 4,158 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 8Y | 4,196 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 9Y | 4,232 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 10Y | 4,268 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 12Y | 4,346 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 15Y | 4,439 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 20Y | 4,522 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 25Y | 4,527 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 30Y | 4,493 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 40Y | 4,381 % | 24/08/2026 |
| OIS USD (Annual Money vs EFFR) 50Y | 4,255 % | 24/08/2026 |