Stibor™, Swap & Treasury Fixing

STIBOR™ Fixing

As of the 20th of April 2020 Nasdaq has terminated the daily publication of STIBOR™. Further information on future publication can be found at Swedish Financial Benchmark Facility (SFBF)


Swap Fixing

As of 1st of January 2020 Nasdaq will terminate the daily publication of Nasdaq SEK Swap fixing and SEK Treasury fixing.

Nasdaq Swap Fixing is a fixing for the fixed rate leg in an interest rate swap. Nasdaq Swap Fixing is compiled by Nasdaq Stockholm 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 Genium INET system. At present there is Nasdaq Swap fixing on 10 different maturities from 1 years to 10 years.