XigniteInterBanks ProductOverview

This API offers real-time and historical interbank and deposit rates for most of the world’s countries and currencies including the delayed values for the ICE Benchmark Association LIBOR. Xignite collects and curates this data from global central banks and other sources.

Key Features

• IBA LIBOR (Delayed)
• SOFR - Secured Overnight Financing Rate (optional subscription)
• Supported for more than 40 countries and currencies for interbank rates
• Pull individual rates or rates families
• Data updated as quickly as available from the source
• Many years of historical data available (depends on the rate family)
• Most comprehensive source of interbank offered and deposit rates
• Rate lookup and search engine
• Custom historical and yield curve charts

Key Benefits

• Use a single easy-to-use API to obtain comprehensive, institutional quality interbank offered and deposit rates information, including the LIBOR
• Easily embed interbank offered and deposit rates in your applications--including spreadsheets, websites, mobile apps, and other corporate applications
• Dramatically reduce time to market for apps that need LIBOR and other interbank rates
• Eliminate the pains and complexity of legacy data feeds by using cloud APIs

Data Coverage At-A-Glance

• Asset Class: Interbank offer (XOR) and deposit (XID) rates
• Countries and Currencies Covered: LIBOR (UK - USD, EUR, GBP, CHF, JPY), SOFR (USA - USD), CDOR (Canada - CAD), AIDIBOR (United Arab Emirates - AED), RIGIBOR/RIGIBID (Latvia - LVL), BAIBOR (Argentina - ARS), BKIBOR (Bangkok - THB), BRAZIBOR (Brazil - BRL), BUBOR (Hungary - HUF), CHILIBOR (Chile - CLP), CHIBOR (China - CNY), CIBOR (Denmark, DKK), COLIBOR (Columbia - COP), EURIBOR (Europe - EUR), HIBOR (Hong Kong - HKD), JIBAR (South Africa - ZAR), JIBOR (Indonesia - IDR), KAIBOR (Kazakhstan - KZT), KIBOR (Pakistan - PKR), KLIBOR (Malaysia - MYR), KORIBOR (South Korea - KRW), MIBOR/MIBID (India - INR), MOSIBOR (Russia - RUB), OIBOR (aka NIBOR) (Norway - NOK), PRIBOR ( Czech Republic - CZK), REIBOR/REIBID (Iceland -ISK), RIGIBOR (Latvia - LVL), SABOR (South Africa - ZAR), SHIBOR (China - CNY), SIBOR (Singapore - SGD), STIBOR (Sweden - SEK) TELBOR (Israel - ILS), TIBOR (Japan - JPY), TRLIBOR (Turkey - TRL), VILIBOR (Lithuania - LTL), VNIBOR (VietNam - VND), WIBOR (Poland - PLN)
• Timeliness: Real-time (but generally only updated once a day). Historical data available. The time frame depends on the family
• SOFR uses data from overnight Treasury repo activity to calculate a rate published at approximately 8:00 a.m. New York time on the next business day.
• LIBOR rates are available at 5:00 PM GMT (12:00 PM EST, 9:00 AM PST) Information about the LIBOR Cessation
• Note: IBA discontinued publishing LIBOR rates for CAD and AUD in May 2013; DKK and SEK in March 2013; NZD in February 2013; Sterling Repo in December 2012
• Note: IBA discontinued publishing LIBOR maturities of 2wk, 4m 5m, 7m, 8m, 9m, 10m, and 11m
• Alternative Reference Rates: ESTR (Euro Short Term Rate), TONAR (Tokyo Overnight Average Rate), SARON (Swiss Reference Rate, 24 hours delayed), SONIA (Sterling Overnight Index Average, 48 hours delayed), Average Prime Offer Rate (APOR, 24 hours delayed), Hong Kong Dollar Overnight Index Average (HONIA, updated monthly), Canadian Base Rate (24 hours delayed), Singapore Overnight Rate Average (SORA), Brazilian Federal Funds Rate (SELIC), Swedish krona Short Term Rate (SWESTR), AUD Interbank Overnight Cash Rate (AONIA, 24 hours delayed)

Key Data Points

• Rate: Type, date, value, price, spread, change, text, description
• Rate Description: Rate type, description, name, maturity, seasonally adjusted, availability, source, service, suffix, factor, precision

Data Coverage