Money Rates: Real-time US Treasury and LIBOR Swap Rates Web Service « XigniteMoneyMarkets
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Real-time US Treasury and LIBOR Swap Rates

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
  • 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

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

Benefits

  • Zero Infrastructure. Since data is available on-demand, no need to waste money on infrastructure.
  • Easy To Integrate. By using SOA standards, you can pull the data you need in minutes.
  • Pay-As-You-Go. Choose from our pay-as-you-go subscriptions, and only pay for the data you need.
  • Test and try before you buy.
  • Subscribe online and get started today.

Source

Interest rates provided by Tenfore and Tullet Prebon.