- Summary
- AXI is a credit-sensitive benchmark rate derived from weighted average credit spreads of unsecured US bank funding transactions, covering maturities from overnight to five years. It’s designed to be added to benchmarks like Term SOFR and is characterized by its ability to adapt to changing bank funding dynamics, unlike other credit-sensitive proposals. Licensing inquiries should be directed to Invesco Indexings’ client engagement team.
- Title
- Invesco Indexing - Invesco AXI Index Home
- Description
- AXI Index - A forward looking dynamic credit sensitive spread that can be used in conjunction with SOFR to form a credit sensitive interest rate benchmark
- Keywords
- index, term, credit, market, data, rate, banks, transactions, reference, spread, rates, funding, bank, indexing, recent, will, benchmark
- NS Lookup
- A 142.148.253.61
- Dates
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Created 2026-03-09Updated 2026-03-09Summarized 2026-03-13
Query time: 7435 ms