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XigniteRates v1 ProductOverview

Current & Historical Benchmark Interest Rates API

This API offers current and historical benchmark interest rates from global financial markets in the U.S., Europe, Canada, and Asia. XigniteRates provides interest rate data for over 600 treasury, money market, and private capital market instruments or benchmarks. Key interest rates include LIBOR rates, SOFR rates, U.S. H.15 rates, state rates, and Canadian treasury rates.

Key Features

  • Access to daily LIBOR and SOFR Rates (optional subscription)
  • Latest and historical Auction Results data for U.S. Treasury bills, notes, bonds, and Treasury Inflation-Protected Securities (TIPS)
  • Interest rates are available as quickly as published by the source
  • Historical rates data by date or date range
  • Built-in operations for obtaining rates by rate families
  • Annual, monthly, or weekly average interest rates for every time series
  • Customizable historical charts you can embed in your apps or portals

Key Benefits

  • Use a single easy-to-use API to obtain U.S. and global key interest rates and benchmarks
  • Reduce time to market for mortgage lending and financing applications by integrating benchmark lending rates and indicators
  • Power loan portfolio pricing applications with consolidated rates data from a single API
  • Add current interest rates to real estate websites and portals
  • Customizable intraday and historical charts
  • Easily embed interest rate and benchmark data in your applications--including portals, spreadsheets, websites, mobile apps, and other corporate applications
  • Dramatically reduce time to market for apps that need interest rate data
  • Eliminate the pains and complexity of legacy feeds and files using cloud APIs

Data Coverage At-A-Glance

  • US & Canadian Benchmark Lending, Borrowing Interest Rates:
    • Federal, Municipal, Corporate Bond Rates: Discount rates, fed funds, U.S. & Canadian treasury rates & yields, constant maturity U.S. treasury rates, average municipal bond rates (Moody's), average prime rates, commercial paper rates, and average corporate bond rates (Moody's)
    • Federal Home Loan Bank: FHLB District Cost of Fund Indices (COFI)
    • Mortgage Rates:
      • Mortgage rates surveyed by Freddie Mac (Federal Home Loan Mortgage Corporation)
      • Mortgage yields required by FannieMae (Federal National Mortgage Corporation)
    • SOFR: Secured Overnight Financing Rate (SOFR) is a reference rate established as an alternative to Libor
  • International Rates:
    • LIBOR: Overnight rates and LIBOR rates on Forward contracts quoted in 17 different currencies and for various durations Information about the LIBOR Cessation
    • 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)
    • Canadian Rates: (prime business, treasuries, CDOR - Canadian Dealer Offered Rate, Canadian Bankers' Acceptance Rate, etc.) from the Investment Industry Regulatory Organization of Canada
    • Other Interbank Rates: EURIBOR, SIBOR, HIBOR, and rates for other European countries (requires a subscription to XigniteInterBanks)
  • Interest Rate Swaps:
    • Swap Rates: Swap rates for privately negotiated, or OTC (over-the-counter), par interest rate swaps compiled by ISDA (International Swaps and Derivatives Association) (requires a subscription to XigniteMoneyMarkets)

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

This API includes data that covers the following:
LIBOR Rates
ICE LIBOR Rates are subject to an additional license agreement with ICE Benchmark Association. Please visit the following link from ICE to confirm your license type: https://iba.theice.com/en-gb/Licences/Help-Me-Decide/Begin
SOFR Rates
Use of the Secured Overnight Financing Rate is subject to important disclaimers, limitations, and indemnification obligations as outlined in New York Federal Reserve Terms of Use. The New York Federal Reserve claims no liability for the publication of the rate on its webpage or in any other sources.