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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.
| 指数 | 当前值 | 日期 |
|---|---|---|
| FRA DKK (Fixed vs 3M CIBOR) IMM1 | 2,56148 % | 2026-09-04 |
| FRA DKK (Fixed vs 3M CIBOR) IMM2 | 2,8117 % | 2026-09-04 |
| FRA DKK (Fixed vs 3M CIBOR) IMM3 | 3,016 % | 2026-09-04 |
| FRA DKK (Fixed vs 3M CIBOR) IMM4 | 3,134 % | 2026-09-04 |
| FRA DKK (Fixed vs 3M CIBOR) IMM5 | 3,174 % | 2026-09-04 |
| FRA DKK (Fixed vs 3M CIBOR) IMM6 | 3,159 % | 2026-09-04 |
| FRA DKK (Fixed vs 3M CIBOR) IMM7 | 3,148 % | 2026-09-04 |
| FRA DKK (Fixed vs 3M CIBOR) IMM8 | 3,148 % | 2026-09-04 |
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债券
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