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/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 |
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 |
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 |
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 |
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 |
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 |
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 |
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/365 |
-2 business days |
Monthly |
JPY |
TIBOR3M |
Tokyo Interbank Offered Rate |
Actual/365 |
-2 business days |
Quarterly |
JPY |
TIBOR6M |
Tokyo Interbank Offered Rate |
Actual/365 |
-2 business days |
Biannually |
JPY |
TIBOR1Y |
Tokyo Interbank Offered Rate |
Actual/365 |
-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 |