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

The Reference Rates Service provides 924 Interbank and benchmark Reference Rates data for 90 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.