XigniteRates FAQs

The figures provided for Treasury Rates of all maturities are yield - the Description field in the API output will confirm this, as well:

"Based on the most actively traded marketable Treasury securities. Yields on these issues are based on composite quotes reported by U.S. Government securities dealers to the Federal Reserve Bank of New York."

EURIBOR recently completed an evaluation of all rate offerings, and resulted in eliminating several rate maturities.

The following maturities have been discontinued:
  • 3 Weeks
  • 4 Months
  • 5 Months
  • 7 Months
  • 8 Months
  • 10 Months
  • 11 Months
As a result, there will be 8 tenors available:
  • 1 Week
  • 2 Weeks
  • 1 Month
  • 2 Months
  • 3 Months
  • 6 Months
  • 9 Months
  • 12  Months
More information may be found in the following EURIBOR Announcement PDF.

If you have any other questions on this, please send an e-mail to support@xignite.com.

Effective 3rd June 2013, BBA Libor CAD and AUD have been discontinued by the ICE Benchmark Association. Additionally, the maturities of 2 week (2W), 4 month (4M), 5 month (5M), 7 month (7M), 8 month (8M), 9 month (9M), 10 month (10M) and 11month (11M) for all remaining currencies have also been discontinued.

Additionally, from 03 June, 2013 onwards, BBA LIBOR will publish with the following maturities and currencies only:

CHF: SN, 1W, 1M, 2M, 3M, 6M, 12M
JPY: SN, 1W, 1M, 2M, 3M, 6M, 12M
GBP: ON, 1W, 1M, 2M, 3M, 6M, 12M
USD: ON, 1W, 1M, 2M, 3M, 6M, 12M
EUR: ON, 1W, 1M, 2M, 3M, 6M, 12M
EUR Same Day: 1W, 1M

This decision was instated by the ICE Benchmark Association following the recommendations of the Wheatley LIBOR Review.