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XigniteMoneyMarkets

 

This API offers real-time and historical US Treasury and LIBOR-based swap and forward rates. The US Treasury rates 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 many traded currencies as well as swaption data. You can also use API to chart US Treasury rates and swap yield curves for easy viewing and comparisons.

Key Features
  • Real-time US treasury rates for one, three, and six-month benchmarks and one, two, three, five, seven, ten, twenty and thirty year benchmarks
  • Real-time and historical interest rate swap (IRS) rates for more than 20 currencies.
  • Historical swap rates by date or date range
  • Real-time swaption data in USD or EUR
  • Forward rate agreements
  • Swap rates and swaptions by individual maturity or as a complete family
  • Customized historical charts or yield curves for each rate
Key Benefits
  • Use a single easy-to-use API to obtain comprehensive, institutional quality money market information including real-time treasuries and swaps benchmarks
  • Easily embed real-time treasuries and swaps benchmarks in your applications--including spreadsheets, websites, mobile apps and other corporate applications
  • Dramatically reduce time to market for apps that need real-time treasury benchmarks real-time interest rates swaps information
  • Eliminate the pains and complexity of legacy money market feeds feeds by using cloud APIs
Data Coverage At-A-Glance
  • Asset Class: Treasuries (benchmark), Interest Rate Swaps bencmarks, Swaptions, Forward Rate Agreements
  • Treasuries Currencies Covered: USD only
  • Swaption Currencies Covered: USD, EUR
  • IRS Currencies Covered:
    • 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 (SAR): 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
  • Timeliness: All asset classes are available in real-time. Historical swap and swaption rates also supported. For historical Treasury benchmarks use XigniteRates.
Key Data Points
  • Treasuries: Type, date, value, price, spread, change, text, description
  • Description: Rate Type, Description, Name, Maturity, Seasonally Adjusted, Availability, Source, Service, Suffix, Factor, Precision
  • Swaps: Type, date, currency, bid, ask, mid, spread
  • Swaptions: First type, second type, date, currency, last open, high, low, close, bid, ask change
  • Forward Rate Agreements (FRAs): Type, currency, date, value, text (display value), source, description

http://www.xignite.com/product/XigniteMoneyMarkets/


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