Reference Rates and Yield Curve



Data Fields






Timely and accurate information about benchmark rates and other key rates on a daily basis.

The Reference Rates Service provides 762 Interbank and benchmark Reference Rates data for 53 currencies, including Euro Legacy, with historical data coverage going back to 2010. The service can be utilised to determine other interest rates and yield curves in a financial instrument.

The most common reference rates, including Fed Funds Rates, Interbank Offered Rates, the Prime Rate, and the rate on benchmark U.S Treasury Securities, are used with various types of transactions.

Gathered from a multitude of sources including banks, Stock Exchanges, and financial regulators.

The Yield Curve Service provides a term structure of interest rates under various scenarios, including IBOR discounting, OIS discounting, and use of Risk-Free Rates (“RFR”). The service provides data including quoted bids and asks on global interest rate swaps and basis swaps, implied zero-coupon yields and discount factors, cap/floor volatilities, and swaption volatilities.

Note: We are collecting few other Norwegian Rates (NIBOR swaps; Norwegian Overnight Weighted Average; Norway Deposit Rates Norges Bank Policy Rate and Norway Swap) from other sources, which is free and not asking any credential and retain these rates on the brochure.

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Data Delivery

Delivery options


Delivery format


The information can be loaded into internal systems that allow trading and settlement engines to accurately complete transactions.



Symbol Name Symbol Name
AUD Australia MXN Mexico
BHD Bahrain MYR Malaysia
BRL Brazil NOK Norway
CAD Canada NZD New Zealand
CHF Switzerland OMR Oman
CLP Chile PEN Peru
CNY China PHP Philippines
COP Colombia PKR Pakistan
CZK Czech Republic PLN Pakistan
DKK Denmark QAR Qatar
EUR Euro RON Romania
GBP United Kingdom RSD Serbia
HKD Hong Kong RUB Russia
HUF Hungary SAR Saudi Arabia
IDR Indonesia SEK Sweden
ILS Israel SGD Singapore
INR India THB Thailand
ISK Iceland Krona TRY Turkey
JPY Japan TWD Taiwan
KES Kenya UAE United Arab Emirates
KRW Korea (South) USD United States of America
KWD Kuwait VND Vietnam

Sample Data

Sample Data