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.
Note: Click a header to sort the columns by ascending/descending order.
|
Bank of England |
Bank of England |
Actual/365 Fixed |
-2 business days |
Monthly |
GBP |
|
BBSW1M |
Bank Bill Swap Rate |
Actual/360 |
-2 business days |
Monthly |
AUD |
|
BBSW3M |
Bank Bill Swap Rate |
Actual/360 |
-2 business days |
Quarterly |
AUD |
|
BBSW6M |
Bank Bill Swap Rate |
Actual/360 |
-2 business days |
Biannually |
AUD |
|
BBSW1Y |
Bank Bill Swap Rate |
Actual/360 |
-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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
LEP |
Livret d'épargne populaire |
Actual/360 |
Unadjusted |
Monthly |
EUR |
|
LIBORCAD1M |
London Interbank Offered Rate |
Actual/365 Fixed |
-2 business days |
Monthly |
CAD |
|
LIBORCAD3M |
London Interbank Offered Rate |
Actual/365 Fixed |
-2 business days |
Quarterly |
CAD |
|
LIBORCAD6M |
London Interbank Offered Rate |
Actual/365 Fixed |
-2 business days |
Biannually |
CAD |
|
LIBORCAD1Y |
London Interbank Offered Rate |
Actual/365 Fixed |
-2 business days |
Annually |
CAD |
|
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 |
-2 business days |
Monthly |
GBP |
|
LIBORGBP3M |
London Interbank Offered Rate |
Actual/365 Fixed |
-2 business days |
Quarterly |
GBP |
|
LIBORGBP6M |
London Interbank Offered Rate |
Actual/365 Fixed |
-2 business days |
Biannually |
GBP |
|
LIBORGBP1Y |
London Interbank Offered Rate |
Actual/365 Fixed |
-2 business days |
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 |
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 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 |
|
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 |
|
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 |
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 |
|
TIBOR1M |
Tokyo Interbank Offered Rate |
Actual/360 |
-2 business days |
Monthly |
JPY |
|
TIBOR3M |
Tokyo Interbank Offered Rate |
Actual/360 |
-2 business days |
Quarterly |
JPY |
|
TIBOR6M |
Tokyo Interbank Offered Rate |
Actual/360 |
-2 business days |
Biannually |
JPY |
|
TIBOR1Y |
Tokyo Interbank Offered Rate |
Actual/360 |
-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 |
|
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 |