OIS USD (Annual Money vs EFFR) 2Y
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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(217783, date)
complemento Cbonds| Índice | Último valor | Fecha |
|---|---|---|
| OIS USD (Annual Money vs EFFR) 1Y | 4,00832 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 2Y | 4,053 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 3Y | 4,05696 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 4Y | 4,0621 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 5Y | 4,0781 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 6Y | 4,10568 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 7Y | 4,138 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 8Y | 4,172 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 9Y | 4,207 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 10Y | 4,244 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 12Y | 4,316 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 15Y | 4,408 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 20Y | 4,4875 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 25Y | 4,492 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 30Y | 4,455 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 40Y | 4,341 % | 27/08/2026 |
| OIS USD (Annual Money vs EFFR) 50Y | 4,216 % | 27/08/2026 |