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Fixings

STIBOR Fixing
STIBOR is an abbreviation for Stockholm Interbank Offered Rate, the rate that banks are charged when borrowing money from other banks. The STIBOR Fixing is compiled by OMX Nordic Exchange as an average (with exception of the highest and lowest quotation) of the rates quoted by selected banks in the Saxess system. STIBOR rates are compiled and published daily at 11:05. At present there are STIBOR fixings on 8 different maturities from TN (Tomorrow Next) to 12 month.

Swap Fixing
NASDAQ OMX Swap Fixing is a fixing for the fixed rate leg in an interest rate swap. NASDAQ OMX Swap Fixing is compiled by OMX Nordic Exchange on a daily basis and is published 11:10. The fixing is an average (with the exception of the highest and lowest quotes) of quoted mid rates from selected banks in the Saxess system. At present there is NASDAQ OMX Swap fixing on 9 different maturities from 2 years to 10 years.
 

Historical Fixing Values
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STIBOR Fixing
Name Last Date (daily at 11:05 a.m)
STIBOR Fixing TN 5.100 2008-10-10
STIBOR Fixing 1W 5.425 2008-10-10
STIBOR Fixing 1M 5.405 2008-10-10
STIBOR Fixing 2M 5.410 2008-10-10
STIBOR Fixing 3M 5.550 2008-10-10
STIBOR Fixing 6M 5.550 2008-10-10
STIBOR Fixing 9M 5.560 2008-10-10
STIBOR Fixing 12M 5.620 2008-10-10
Swap Fixing
Name Last Date (daily at 11:10 a.m)
OMX SEK SWAP 2Y 4.077 2008-10-10
OMX SEK SWAP 3Y 4.022 2008-10-10
OMX SEK SWAP 4Y 4.085 2008-10-10
OMX SEK SWAP 5Y 4.122 2008-10-10
OMX SEK SWAP 6Y 4.140 2008-10-10
OMX SEK SWAP 7Y 4.153 2008-10-10
OMX SEK SWAP 8Y 4.165 2008-10-10
OMX SEK SWAP 9Y 4.167 2008-10-10
OMX SEK SWAP 10Y 4.170 2008-10-10
Treasury Fixing
Name Last Date (daily at 11:00 a.m)
Swedish T-Bill, 90 days Fixing 3.520 2008-10-10
Swedish T-Bill, 180 days Fixing 3.458 2008-10-10
Swedish T-Bond 2Y Fixing 3.163 2008-10-10
Swedish T-Bond 3Y Fixing 3.163 2008-10-10
Swedish T-Bond 5Y Fixing 3.352 2008-10-10
Swedish T-Bond 10Y Fixing 3.441 2008-10-10
Fixing yields for Monthly Cash settlement

Fixing yields for Monthly Cash settlement Fixed Income futures and FRAs


Fixing yields for Expiration

Fixing yields for Expiration


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Contacts

Erik Thedéen
Head of Fixed Income
+ 46 8 405 7068

Hans Asplund
Senior Development Manager
+ 46 8 405 6745

Katarina Lidén
Senior Development Manager
+46 8 405 6336

Robert Bernstone
Fixed Income Derivatives
+46 8 405 7355

Sarah McWhirter
Key Account Manager
+ 46 8 405 6466

Henrik Jerberyd
Development Specialist
+ 46 8 405 6511

Magnus Olsson
Development Specialist
+ 46 8 405 7426

Daniel Petterson
Fixed Income Listing
+46 8 405 6932

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