Indexes

Fairways Debt currently supports 200+ indexes.

 

As an end user, you can:

  • Apply indexes to transactions

 

As an account administrator, you can:

  • Create, edit, enable, and disable custom indexes
  • Add, edit, delete, and import fixings to custom indexes

 

As a Finance Active internal user, you can:

  • Enable and disable standard indexes for customer accounts
  • Enable and disable IBOR indexes without 24h embargo
  • Enable and disable onshore currencies

See the Indexes section for more details.

 

Below are the common indexes supported in Fairways Debt. Custom indexes are not listed here. Please contact your organization administrator for more infirmation on your organization's custom indexes.

Note: Click a header to sort the columns by ascending/descending order.

 

Average SOFR 1M

Secured Overnight Financing Rate

Actual/360

-2 business days

Monthly

USD

Average SOFR 3M

Secured Overnight Financing Rate

Actual/360

-2 business days

Quarterly

USD

Average SOFR 6M

Secured Overnight Financing Rate

Actual/360

-2 business days

Biannually

USD

Bank of England

Bank of England

Actual/365 Fixed

-2 business days

Monthly

GBP

BBSW1M

Bank Bill Swap Rate

Actual/365 Fixed

-2 business days

Monthly

AUD

BBSW3M

Bank Bill Swap Rate

Actual/365 Fixed

-2 business days

Quarterly

AUD

BBSW6M

Bank Bill Swap Rate

Actual/365 Fixed

-2 business days

Biannually

AUD

BBSW1Y

Bank Bill Swap Rate

Actual/365 Fixed

-2 business days

Annually

AUD

BBSY1M

Bank Bill Swap Bid Rate

Actual/365 Fixed

-2 business days

Monthly

AUD

BBSY3M

Bank Bill Swap Bid Rate

Actual/365 Fixed

-2 business days

Quarterly

AUD

BBSY6M

Bank Bill Swap Bid Rate

Actual/365 Fixed

-2 business days

Biannually

AUD

BUBOR1M

Budapest Interbank Offered Rate

Actual/360

-2 business days

Monthly

HUF

BUBOR3M

Budapest Interbank Offered Rate

Actual/360

-2 business days

Quarterly

HUF

BUBOR6M

Budapest Interbank Offered Rate

Actual/360

-2 business days

Biannually

HUF

BUBOR1Y

Budapest Interbank Offered Rate

Actual/360

-2 business days

Annually

HUF

CDOR1M

Canadian Dollar Offered Rate

Actual/365 Fixed

-2 business days

Monthly

CAD

CDOR3M

Canadian Dollar Offered Rate

Actual/365 Fixed

-2 business days

Quarterly

CAD

CDOR6M

Canadian Dollar Offered Rate

Actual/365 Fixed

-2 business days

Biannually

CAD

CDOR1Y

Canadian Dollar Offered Rate

Actual/365 Fixed

-2 business days

Annually

CAD

CHFSWAP10Y

Swap

Actual/360

Unadjusted

Annually

CHF

CIBOR1M

Copenhagen Interbank Offered Rate

Actual/360

-2 business days

Monthly

DKK

CIBOR3M

Copenhagen Interbank Offered Rate

Actual/360

-2 business days

Quarterly

DKK

CIBOR6M

Copenhagen Interbank Offered Rate

Actual/360

-2 business days

Biannually

DKK

CIBOR1Y

Copenhagen Interbank Offered Rate

Actual/360

-2 business days

Annually

DKK

CMSUSD1Y

Constant Maturity Swap

Actual/360

-2 business days

Annually

USD

CMSUSD2Y

Constant Maturity Swap

Actual/360

-2 business days

Annually

USD

CMSUSD5Y

Constant Maturity Swap

Actual/360

-2 business days

Annually

USD

CMSUSD10Y

Constant Maturity Swap

Actual/360

-2 business days

Annually

USD

CORRA

Canadian Overnight Repo Rate Average

Actual/365 Fixed

-2 business days

Quarterly

CAD

EONIA

Euro OverNight Index Average

Actual/360

Unadjusted

Quarterly

EUR

ESTER

European Short Term Rate

Actual/360

Unadjusted

Quarterly

EUR

EU COMMISSION UK

EU Commission reference and discount rate

Actual/360

Unadjusted

Monthly

EUR

EURIBOR1W

Euro Interbank Offered Rate

Actual/360

-2 business days

Weekly

EUR

EURIBOR1M

Euro Interbank Offered Rate

Actual/360

-2 business days

Monthly

EUR

EURIBOR3M

Euro Interbank Offered Rate

Actual/360

-2 business days

Quarterly

EUR

EURIBOR6M

Euro Interbank Offered Rate

Actual/360

-2 business days

Biannually

EUR

EURIBOR1Y

Euro Interbank Offered Rate

Actual/360

-2 business days

Annually

EUR

EURIB1M365

Euro Interbank Offered Rate

Actual/365 Fixed

-2 business days

Monthly

EUR

EURIB3M365

Euro Interbank Offered Rate

Actual/365 Fixed

-2 business days

Quarterly

EUR

EURIB6M365

Euro Interbank Offered Rate

Actual/365 Fixed

-2 business days

Biannually

EUR

EURIB1Y365

Euro Interbank Offered Rate

Actual/365 Fixed

-2 business days

Annually

EUR

EURIBOR AVG 1M

Euro Interbank Offered Rate

Actual/360

Unadjusted

Monthly

EUR

EURIBOR AVG 3M

Euro Interbank Offered Rate

Actual/360

Unadjusted

Quarterly

EUR

EURIBOR AVG 6M

Euro Interbank Offered Rate

Actual/360

Unadjusted

Biannually

EUR

EURIBOR AVG 1Y

Euro Interbank Offered Rate

Actual/360

Unadjusted

Annually

EUR

EURIBOR SOLE AVG 3M

Euro Interbank Offered Rate

Actual/360

-2 business days

Quarterly

EUR

EURIBOR SOLE AVG 6M

Euro Interbank Offered Rate

Actual/360

-2 business days

Biannually

EUR

EURIBOR SOLE AVG 1Y

Euro Interbank Offered Rate

Actual/360

-2 business days

Annually

EUR

EURIBOR SOLE AVG 3M 365

Euro Interbank Offered Rate

Actual/365 Fixed

-2 business days

Quarterly

EUR

EURIBOR SOLE AVG 6M 365

Euro Interbank Offered Rate

Actual/365 Fixed

-2 business days

Biannually

EUR

EURIBOR SOLE AVG 1Y 365

Euro Interbank Offered Rate

Actual/365 Fixed

-2 business days

Annually

EUR

EURSWAP1Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP2Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP3Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP4Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP5Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP6Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP7Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP8Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP9Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP10Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP15Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP20Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP25Y*

Swap

Actual/360

Unadjusted

Annually

EUR

EURSWAP30Y*

Swap

Actual/360

Unadjusted

Annually

EUR

FedFunds

Effective Federal Funds Rate

Actual/360

-2 business days

Quarterly

USD

HCPI

Harmonized Index of Consumer Prices

Actual/360

-2 business days

Annually

EUR

HIBOR1M

Hong Kong Interbank Offered Rate

Actual/365 Fixed

-2 business days

Monthly

HKD

HIBOR3M

Hong Kong Interbank Offered Rate

Actual/365 Fixed

-2 business days

Quarterly

HKD

HIBOR6M

Hong Kong Interbank Offered Rate

Actual/365 Fixed

-2 business days

Biannually

HKD

HIBOR1Y

Hong Kong Interbank Offered Rate

Actual/365 Fixed

-2 business days

Annually

HKD

IPC FR CDC

Consumer Price Index

Actual/360

-2 business days

Annually

EUR

IPC SP

Consumer Price Index

Actual/360

-2 business days

Annually

EUR

IPC without Tobacco

Consumer Price Index

Actual/360

-2 business days

Annually

EUR

JIBAR1M

Johannesburg Interbank Average Rate

Actual/365 Fixed

-2 business days

Monthly

ZAR

JIBAR3M

Johannesburg Interbank Average Rate

Actual/365 Fixed

-2 business days

Quarterly

ZAR

JIBAR6M

Johannesburg Interbank Average Rate

Actual/365 Fixed

-2 business days

Biannually

ZAR

KPI

Konsumentprisindex

Actual/360

-2 business days

Annually

SEK

LEP

Livret d'épargne populaire

Actual/360

Unadjusted

Monthly

EUR

LIBORCHF1M

London Interbank Offered Rate

Actual/360

-2 business days

Monthly

CHF

LIBORCHF3M

London Interbank Offered Rate

Actual/360

-2 business days

Quarterly

CHF

LIBORCHF6M

London Interbank Offered Rate

Actual/360

-2 business days

Biannually

CHF

LIBORCHF1Y

London Interbank Offered Rate

Actual/360

-2 business days

Annually

CHF

LIBOREUR1M

London Interbank Offered Rate

Actual/360

-2 business days

Monthly

EUR

LIBOREUR3M

London Interbank Offered Rate

Actual/360

-2 business days

Quarterly

EUR

LIBOREUR6M

London Interbank Offered Rate

Actual/360

-2 business days

Biannually

EUR

LIBOREUR1Y

London Interbank Offered Rate

Actual/360

-2 business days

Annually

EUR

LIBORGBP1M

London Interbank Offered Rate

Actual/365 Fixed

Unadjusted

Monthly

GBP

LIBORGBP3M

London Interbank Offered Rate

Actual/365 Fixed

Unadjusted

Quarterly

GBP

LIBORGBP6M

London Interbank Offered Rate

Actual/365 Fixed

Unadjusted

Biannually

GBP

LIBORGBP1Y

London Interbank Offered Rate

Actual/365 Fixed

Unadjusted

Annually

GBP

LIBORJPY1M

London Interbank Offered Rate

Actual/360

-2 business days

Monthly

JPY

LIBORJPY3M

London Interbank Offered Rate

Actual/360

-2 business days

Quarterly

JPY

LIBORJPY6M

London Interbank Offered Rate

Actual/360

-2 business days

Biannually

JPY

LIBORJPY1Y

London Interbank Offered Rate

Actual/360

-2 business days

Annually

JPY

LIBORUSD1W

London Interbank Offered Rate

Actual/360

-2 business days

Weekly

USD

LIBORUSD1M

London Interbank Offered Rate

Actual/360

-2 business days

Monthly

USD

LIBORUSD2M

London Interbank Offered Rate

Actual/360

-2 business days

Quarterly

USD

LIBORUSD3M

London Interbank Offered Rate

Actual/360

-2 business days

Quarterly

USD

LIBORUSD6M

London Interbank Offered Rate

Actual/360

-2 business days

Biannually

USD

LIBORUSD1Y

London Interbank Offered Rate

Actual/360

-2 business days

Annually

USD

LIVRET A

Livret A

30/360 EU

Unadjusted

Quarterly

EUR

LPI (0;5)

Limited Price Indexation

Actual/360

-2 business days

Annually

GBP

MosPrime 1M

Moscow Prime Offered Rate

Actual/Actual ISDA

-2 business days

Monthly

RUB

MosPrime 3M

Moscow Prime Offered Rate

Actual/Actual ISDA

-2 business days

Quarterly

RUB

MosPrime 6M

Moscow Prime Offered Rate

Actual/Actual ISDA

-2 business days

Biannually

RUB

NIBOR1M

Norwegian Interbank Offered Rate

Actual/360

-2 business days

Monthly

NOK

NIBOR3M

Norwegian Interbank Offered Rate

Actual/360

-2 business days

Quarterly

NOK

NIBOR6M

Norwegian Interbank Offered Rate

Actual/360

-2 business days

Biannually

NOK

NIBOR1Y (not used)

Norwegian Interbank Offered Rate

Actual/360

-2 business days

Annually

NOK

NOKSWAP1Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP2Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP3Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP4Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP5Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP6Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP7Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP8Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP9Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP10Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP15Y

Swap

Actual/360

Unadjusted

Annually

NOK

NOKSWAP20Y

Swap

Actual/360

Unadjusted

Annually

NOK

PRIBOR1D

Prague Interbank Offered Rate

Actual/360

-1 business day

Monthly

CZK

PRIBOR1W

Prague Interbank Offered Rate

Actual/360

-2 business days

Weekly

CZK

PRIBOR1M

Prague Interbank Offered Rate

Actual/360

-2 business days

Monthly

CZK

PRIBOR3M

Prague Interbank Offered Rate

Actual/360

-2 business days

Quarterly

CZK

PRIBOR6M

Prague Interbank Offered Rate

Actual/360

-2 business days

Biannually

CZK

PRIBOR9M

Prague Interbank Offered Rate

Actual/360

-2 business days

Monthly

CZK

PRIBOR1Y

Prague Interbank Offered Rate

Actual/360

-2 business days

Annually

CZK

PROXY LIVRET A

Proxy Livret A

30/360 EU

Unadjusted

Quarterly

EUR

REVISABLE RATE 1Y

 

Actual/360

Unadjusted

Monthly

EUR

REVISABLE RATE 2Y

 

Actual/360

Unadjusted

Monthly

EUR

REVISABLE RATE 3Y

 

Actual/360

Unadjusted

Monthly

EUR

REVISABLE RATE 5Y

 

Actual/360

Unadjusted

Monthly

EUR

REVISABLE RATE 10Y

 

Actual/360

Unadjusted

Monthly

EUR

REVISABLE RATE 15Y

 

Actual/360

Unadjusted

Monthly

EUR

ROBOR1M

Romanian Interbank Offered Rate

Actual/360

-2 business days

Monthly

RON

ROBOR3M

Romanian Interbank Offered Rate

Actual/360

-2 business days

Quarterly

RON

ROBOR6M

Romanian Interbank Offered Rate

Actual/360

-2 business days

Biannually

RON

ROBOR1Y

Romanian Interbank Offered Rate

Actual/360

-2 business days

Annually

RON

RPI

Retail Price Index

Actual/360

-2 business days

Annually

GBP

SARON

Swiss Average Rate Overnight

Actual/360

-2 business days

Monthly

CHF

SEKSWAP1Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP2Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP3Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP4Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP5Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP6Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP7Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP8Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP9Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP10Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP15Y

Swap

Actual/360

Unadjusted

Annually

SEK

SEKSWAP20Y

Swap

Actual/360

Unadjusted

Annually

SEK

SHIBOR1M

Shanghai Interbank Offered Rate

Actual/360

-2 business days

Monthly

CNY

SHIBOR3M

Shanghai Interbank Offered Rate

Actual/360

-2 business days

Quarterly

CNY

SHIBOR6M

Shanghai Interbank Offered Rate

Actual/360

-2 business days

Biannually

CNY

SHIBOR1Y

Shanghai Interbank Offered Rate

Actual/360

-2 business days

Annually

CNY

SIFMA

Securities Industry and Financial Markets Association

Actual/360

-2 business days

Monthly

USD

SIOR

Stockholm Interbank Offered Rate

Actual/360

-2 business days

Monthly

SEK

SOFR

Secured Overnight Financing Rate

Actual/360

-2 business days

Quarterly

USD

STIBOR1W

Stockholm Interbank Offered Rate

Actual/360

-2 business days

Weekly

SEK

STIBOR1M

Stockholm Interbank Offered Rate

Actual/360

-2 business days

Monthly

SEK

STIBOR3M

Stockholm Interbank Offered Rate

Actual/360

-2 business days

Quarterly

SEK

STIBOR6M

Stockholm Interbank Offered Rate

Actual/360

-2 business days

Biannually

SEK

STIBOR1Y (not used)

Stockholm Interbank Offered Rate

Actual/360

-2 business days

Annually

SEK

SONIA

Sterling Overnight Index Average

Actual/365 Fixed

Unadjusted

Quarterly

GBP

T4M

Taux Moyen Mensuel du Marché Monétaire

30/360 EU

Unadjusted

Monthly

EUR

TAB 180

 

Actual/360

Unadjusted

Biannually

CLP

TAG.1M

 

Actual/360

Unadjusted

Monthly

EUR

TAG.2M

 

Actual/360

Unadjusted

Monthly

EUR

TAG.3M

 

Actual/360

Unadjusted

Quarterly

EUR

TAG.4M

 

Actual/360

Unadjusted

Quarterly

EUR

TAG.6M

 

Actual/360

Unadjusted

Biannually

EUR

TAG.8M

 

Actual/360

Unadjusted

Monthly

EUR

TAG.12M

 

Actual/360

Unadjusted

Annually

EUR

TAM

Taux annuel monétaire

30/360 EU

Unadjusted

Quarterly

EUR

TEC 05

Constant maturity treasury rate

Actual/Actual ISDA

-2 business days

Monthly

EUR

TEC 10

Constant maturity treasury rate

Actual/Actual ISDA

-2 business days

Monthly

EUR

TEC 30

Constant maturity treasury rate

Actual/Actual ISDA

-2 business days

Monthly

EUR

Term ESTER 1W

European Short Term Rate

Actual/360

-2 business days

Weekly

EUR

Term ESTER 1M

European Short Term Rate

Actual/360

-2 business days

Monthly

EUR

Term ESTER 3M

European Short Term Rate

Actual/360

-2 business days

Quarterly

EUR

Term ESTER 6M

European Short Term Rate

Actual/360

-2 business days

Biannually

EUR

Term ESTER 1Y

European Short Term Rate

Actual/360

-2 business days

Annually

EUR

Term SOFR 1M

Secured Overnight Financing Rate

Actual/360

-2 business days

Monthly

USD

Term SOFR 3M

Secured Overnight Financing Rate

Actual/360

-2 business days

Quarterly

USD

Term SOFR 6M

Secured Overnight Financing Rate

Actual/360

-2 business days

Biannually

USD

Term SOFR 1Y

Secured Overnight Financing Rate

Actual/360

-2 business days

Annually

USD

Term SONIA 1M

Sterling Overnight Index Average

Actual/365 Fixed

-2 business days

Monthly

GBP

Term SONIA 3M

Sterling Overnight Index Average

Actual/365 Fixed

-2 business days

Quarterly

GBP

Term SONIA 6M

Sterling Overnight Index Average

Actual/365 Fixed

-2 business days

Biannually

GBP

Term SONIA 1Y

Sterling Overnight Index Average

Actual/365 Fixed

-2 business days

Annually

GBP

TIBOR1W

Tokyo Interbank Offered Rate

Actual/365 Fixed

-2 business days

Weekly

JPY

TIBOR1M

Tokyo Interbank Offered Rate

Actual/365 Fixed

-2 business days

Monthly

JPY

TIBOR3M

Tokyo Interbank Offered Rate

Actual/365 Fixed

-2 business days

Quarterly

JPY

TIBOR6M

Tokyo Interbank Offered Rate

Actual/365 Fixed

-2 business days

Biannually

JPY

TIBOR1Y

Tokyo Interbank Offered Rate

Actual/365 Fixed

-2 business days

Annually

JPY

TIIE28

Interbank Equilibrium Interest Rate

Actual/360

Unadjusted

Monthly

MXN

TMO

Taux du marché obligataire

30/360 EU

Unadjusted

Quarterly

EUR

USPRIME

US Prime Rate

Actual/Actual ISDA

-2 business days

Monthly

USD

WIBOR1M

Warsaw Interbank Offered Rate

Actual/360

-2 business days

Monthly

PLN

WIBOR3M

Warsaw Interbank Offered Rate

Actual/360

-2 business days

Quarterly

PLN

WIBOR6M

Warsaw Interbank Offered Rate

Actual/360

-2 business days

Biannually

PLN

WIBOR1Y

Warsaw Interbank Offered Rate

Actual/360

-2 business days

Annually

PLN

*EURSWAP indexes are used for EURO CMS transactions. For these indexes, fixings are simulated by our algorithms (based on swap prices) instead of using official fixings.
In addition, the indicators for EURO CMS transactions are calculated without taking volatility into account.
USD CMS transactions use official fixings and their indicators are calculated using volatility models.

 

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