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.

 

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

 

Was this article helpful?
0 out of 0 found this helpful