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Forward Rate Agreement rates captured at the close of the London business day. The values reflect market expectations for interest rates over a specific future period, effectively locking in the cost of borrowing or lending starting from a deferred date. These instruments are a primary component for calibrating the short end of the yield curve and are utilized for hedging short-term rate volatility, offering a precise benchmark for analyzing forward spreads and market sentiment.
La valeur de l'indice peut être extrait via le Cbonds add-in pour Excel en utilisant la formule CbondsIndexValue(218643, date)
Add-in Cbonds| Indice | Dernière valeur | Date |
|---|---|---|
| FRA EUR (Fixed vs 6M EURIBOR) 1x7 | 2,633 % | 04/06/2026 |
| FRA EUR (Fixed vs 6M EURIBOR) 2x8 | 2,69975 % | 04/06/2026 |
| FRA EUR (Fixed vs 6M EURIBOR) 3x9 | 2,75733 % | 04/06/2026 |
| FRA EUR (Fixed vs 6M EURIBOR) 4x10 | 2,802 % | 04/06/2026 |
| FRA EUR (Fixed vs 6M EURIBOR) 5x11 | 2,839 % | 04/06/2026 |
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