This web service provides real-time and historical US Treasury and LIBOR-based swap and forward rates. The U.S. Treasury data provides real-time treasury prices and yields for various maturities of T-Bills, T-Notes and T-bonds. Swap rates data include rate quotes and yields for OTC LIBOR-based interest rate swaps in all traded currencies. You can also use XigniteMoneyMarkets to chart US Treasury and swap yield curves for easy viewing and comparisons. The following interest rate swaps are currently supported: - U.S. Dollars (USD): 2, 3, 4, 5, 6, 7, 8, 9, 10, and 11 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 11, 12, 13, 14, 15, 20, 25, 30, and 40 Years, updated real-time
- Euro (EUR): 2, 3, 4, 5, 6, 7, 8, 9, 10, 11 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 11, 12, 13, 14, 15, 20, 25, 30, 40, 45, and 50 Years, updated real-time
- British Pound (GBP): 3, 6, 8, 9 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 11, 12, 13, 14, 15, 20, 25, 30, 40, 45, and 50 Years, updated real-time
- Swiss Francs (CHF): 3, 6, 8, 9 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 11, 12, 13, 14, 15, 20, 25, and 30 Years, updated real-time
- Japanese Yen (JPY): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15, 20, 25, and 30 Years, updated real-time
- Australian Dollars (AUD): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 11, 12, 15, and 20 Years, updated real-time
- Canadian Dollar (CAD): 1, 2 ,3, 4, 5, 6, 7, and 10 Years, updated real-time
- Danish Krone (DKK): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15, 20, 25, and 30 Years, updated real-time
- New Zealand Dollar (NZD): 8 Months, 1, 2 ,3, 4, 5, 7, 10, 12, and 15 Years, updated real-time
- Norwegian Krona (NOK): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15, 20, 25, and 30 Years, updated real-time
- Singapore Dollar(SGD): 1, 2 ,3, 4, 5, 6, 7, 10, 12, and 15 Years updated real-time
- Polish Zloty (PLN): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15 and 20 Years, updated real-time
- Czech Koruna (CZK): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15 and 20 Years, updated real-time
- Swedish Krona (SEK): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15, 20, 25, 30 Years, updated real-time
- Hungarian Florint (HUF): 6, 8, 9 Months 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15, and 20 Years, updated real-time
- Singapore Dollar (SGD): 1, 2 ,3, 4, 5, 6, 7, 10, 12, and 15 Years, updated real-time
- Saudi Arabian Riyal (SARF):3, 6, and 9 Months 1, 2 ,3, 4, 5, 7, and 10 Years, updated real-time
- Thailand Baht (THB): 1, 2 ,3, 4, 5, 6, 7, and 10 Years, updated real-time
- Taiwan Dollar(TWB): 1, 2 ,3, 4, 5, 7, 10, and 15 Years, updated real-time
- South African Rand (ZAR): 8 Months, 1, 2 ,3, 4, 5, 7, 10, 12, 15, 20, 25, and 30 Years, updated real-time
- Korean Won (KRW): 9 Months, 1, 2 ,3, 4, 5, 7, 10, 11, 12, 15, 20, and 25, updated real-time
- Slovakia Koruny (SKK): 9 Months, 1, 2 ,3, 4, 5, 7, 10, 11, 12, 15, 20, and 30 Years, updated real-time
- Turkey New Lira (TRL/TRY): 1, 2 ,3, 4, and 5 Years, updated real-time
- Hong Kong Dollar (HKD): 6, 9 Months, 1, 2 ,3, 4, 5, 7, 10, 12, and 15 Years, updated real-time
- Indian Rupee (INR): 1, 2 ,3, 4, 5, 7, and 10 Years, updated real-time
- Malaysian Ringgit (MYR): 1, 2 ,3, 4, 5, 7, and 10 Years, updated real-time
- Philippines Peso (PHP): 1, 2 ,3, 4, 5, 7, and 10 Years, updated real-time
- Indonesian Rupiah (IDR): 1, 2 ,3, 4, 5, 7, and 10 Years, updated real-time
- China Yuan Renminb (CNY): 2 ,3, 4, 5, 7, and 10 Years, updated real-time
The following swaptions are currently supported: - U.S. Dollars (USD) updated real-time
- Euro (EUR) updated real-time
The following treasuries are currently supported: - U.S. Dollars (USD) updated real-time
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