Fairways Debt currently supports some combinations of currencies and indexes.
If the market data for your transaction is not displayed correctly, please first verify that your transaction meets the requirements listed below.
Example of a transaction with a currency/index combination not supported in Fairways Debt
The following IBOR indexes have been decommissioned by markets and are therefore no longer available in Fairways Debt:
- CHF LIBOR - Last publication date 12/31/2021
- GBP LIBOR - Last publication date 12/31/2021
- USD LIBOR - Last publication date 06/30/2023
Regulators and market participants do not plan to discontinue the publication of EUR EURIBOR in the foreseeable future.
At this time, Fairways Debt only supports CMS where the underlying swap is fixed versus IBOR.
Note: Click a section below to expand the relevant data.
Supported cross-currency swap combinations will be available at a later date.
Please contact your Finance Active consultant if the combination you need for a specific transaction type is not listed.
Loans - Standard Loan
| Currency | Index |
|---|---|
| AUD | Fixed |
| BBSW | |
| BBSY | |
| CAD | Fixed |
| CDOR | |
| CORRA | |
| Term CORRA | |
| CHF | Fixed |
| SARON | |
| CZK | Fixed |
| PRIBOR | |
| DKK | Fixed |
| CIBOR | |
| EUR | Fixed |
| EONIA | |
| ESTER | |
| EURIBOR | |
| Term ESTER | |
| CMS (EUR EURIBOR) | |
| LIVRET A | |
| LEP | |
| Proxy Livret A | |
| GBP | Fixed |
| SONIA | |
| Term SONIA | |
| JPY | Fixed |
| TIBOR | |
| NOK | Fixed |
| NIBOR | |
| CMS (NOK NIBOR)* | |
| PLN | Fixed |
| WIBOR | |
| SEK | Fixed |
| STIBOR | |
| SIOR | |
| CMS (SEK STIBOR) | |
| USD | Fixed |
| LIBOR USD | |
| SOFR | |
| Term SOFR | |
| Average SOFR | |
| Fed Funds | |
| SIFMA | |
| CMS (LIBOR USD) |
*Discounted Cash Flow Method: Future cash flows are discounted using the reference zero coupon curve without considering volatility.
Note: Please refer to Options - Cap/Floor/Collar for cap/floor/collar rate options.
Derivatives - Interest Rate Swap (IRS)
| Currency | Index |
|---|---|
| AUD | BBSW-Fixed |
| BBSY-Fixed | |
| CAD | CDOR-Fixed |
| CORRA-Fixed | |
| Term CORRA-Fixed | |
| CHF | SARON-Fixed |
| CZK | PRIBOR-Fixed |
| DKK | CIBOR-Fixed |
| EUR | EONIA-Fixed |
| ESTER-Fixed | |
| EURIBOR-Fixed | |
| Term ESTER-Fixed | |
| LIVRET A-Fixed | |
| IPC FR xT-Fixed | |
| LEP-Fixed | |
| Proxy Livret A-Fixed | |
| CMS (EUR EURIBOR)-Fixed | |
| GBP | SONIA-Fixed |
| Term SONIA-Fixed | |
| LPI-Fixed | |
| RPI-Fixed | |
| JPY | TIBOR-Fixed |
| NOK | NIBOR-Fixed |
| CMS (NOK NIBOR)-Fixed* | |
| SEK | STIBOR-Fixed |
| SIOR-Fixed | |
| CMS (SEK STIBOR)-Fixed | |
| PLN | WIBOR-Fixed |
| USD | LIBOR USD-Fixed |
| SOFR-Fixed | |
| Term SOFR-Fixed | |
| Average SOFR-Fixed | |
| Fed Funds-Fixed | |
| SIFMA-Fixed | |
| CMS (LIBOR USD)-Fixed |
*Discounted Cash Flow Method: Future cash flows are discounted using the reference zero coupon curve without considering volatility.
Note: Please refer to Options - Cap/Floor/Collar for cap/floor/collar rate options.
Derivatives - Basis Swap
All combinations of two floating indexes with the same currency that are supported for interest rate swaps, except for the following indexes:
- CMS (NOK NIBOR)
- IPC FR xT
- LPI
- RPI
Note: Please refer to Options - Cap/Floor/Collar for cap/floor/collar rate options.
Options - Cap/Floor/Collar
| Currency | Index |
|---|---|
| EUR | EURIBOR |
| ESTER | |
| Term ESTER | |
| EONIA | |
| GBP | SONIA |
| Term SONIA | |
| CHF | SARON |
| JPY | TIBOR |
| NOK | NIBOR |
| SEK | STIBOR |
| SIOR | |
| USD | LIBOR USD |
| SOFR | |
| Term SOFR | |
| Average SOFR |
Note: Cap/floor/collar rate options also apply to loans, interest rate swaps (IRS) and basis swaps. Please refer to Loans - Standard Loan, Derivatives - Interest Rate Swap (IRS) and Derivatives - Basis Swap.
Options - Swaption (Vanilla)
| Currency | Index |
|---|---|
| CHF | SARON |
| EUR | EURIBOR |
| ESTER | |
| Term ESTER | |
| EONIA | |
| GBP | SONIA |
| Term SONIA | |
| SEK | STIBOR |
| USD | LIBOR USD |
| SIFMA | |
| SOFR | |
| Term SOFR | |
| Average SOFR |
Options - Swaption (American, Bermudan), Swap (Cancelable or Extendable)
| Currency | Index |
|---|---|
| CHF | SARON |
| EUR | EURIBOR |
| ESTER | |
| Term ESTER | |
| EONIA | |
| GBP | SONIA |
| Term SONIA | |
| SEK | STIBOR |
| USD | LIBOR USD |
| SIFMA | |
| SOFR | |
| Term SOFR | |
| Average SOFR |
Note: Cancelable or Extendable basis swaps are not supported.