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 |
Unadjusted |
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.