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.