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CHF Swap Rates
Download current and historic SARON Swap Rates Today
BlueGamma provides current and historic swap rates in an easy-to-use web app.
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Latest CHF Swap Rates
Current annual SARON swap rates – daily updates on CHF interest rate swaps.
Built to match the market and ready to use in your model
Live quotes in, easy-to-use curves out.
Quotes taken directly from leading inter-dealer brokers and exchanges.
Bootstrapped to make the curves ready to use in your model.
Validated for consistency on a regular basis.
Delivered in Excel format, making the curves ready to use.
Current 2-Year SARON Swap Rate
Examine the historical trend of the 2-Year annual SARON swap rate.
SARON (Swiss Average Rate Overnight) replaced CHF Libor in December 2021 as the new Risk Free Rate.
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