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Related Resources
Case Study: Derivitec
Related Products
XigniteInterBanks: Global interbank interest rates including LIBOR
XigniteMoneyMarkets: Real-time treasury and swaps benchmarks
Data Sources
Xignite collects, compiles and cleanses its interest rate data from a variety of public and commercial data sources:

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. schedules. XigniteRates provides interest rates data for over 600 treasury, money market and private capital market instruments or benchmarks. Key interest rates include LIBOR rates, U.S. H.15 rates, state rates, and Canadian treasury rates.

Key Features

  • Access to daily LIBOR Rates (optional subscription)
  • Latest and historical Auction Results data for U.S. Treasury bills, notes, bonds, and Treasury Inflation-Protected Securities (TIPS)
  • Interest rates 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)
    • Deposit Rates: Deposit rates paid by banks on CDs and EuroDollar deposits compiled by the Federal Reserve
  • International Rates:
    • LIBOR: Overnight rates and LIBOR rates on Forward contracts quoted in 17 different currencies and for various durations (requires purchase of the LIBOR option)
    • Canadian Rates: (prime business, treasuries, CDOR - Canadian Dealer Offered Rate, etc) from the Bank 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:
  • ICELIBOR Rates are subject to additional license agreement with ICE Benchmark Association. Please visit the following link from ICE to confirm your license type: