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 XigniteMoneyMarktes to chart US Treasury and swap yield curves for easy viewing and comparisons.

The following interest rate swaps are currently supported:

1. 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
2. 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
3. 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
4. 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
5. Japanese Yen (JPY): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15, 20, 25, and 30 Years, updated real-time
6. Australian Dollars (AUD): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 11, 12, 15, and 20 Years, updated real-time
7. Canadian Dollar (CAD): 1, 2 ,3, 4, 5, 6, 7, and 10 Years, updated real-time
8. Danish Krone (DKK): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15, 20, 25, and 30 Years, updated real-time
9. New Zealand Dollar (NZD): 8 Months, 1, 2 ,3, 4, 5, 7, 10, 12, and 15 Years, updated real-time
10. Norwegian Krona (NOK): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15, 20, 25, and 30 Years, updated real-time
11. Singapore Dollar(SGD): 1, 2 ,3, 4, 5, 6, 7, 10, 12, and 15 Years updated real-time
12. Polish Zloty (PLN): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15 and 20 Years, updated real-time
13. Czech Koruna (CZK): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15 and 20 Years, updated real-time
14. Swedish Krona (SEK): 8 Months, 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15, 20, 25, 30 Years, updated real-time
15. Hungarian Florint (HUF): 6, 8, 9 Months 1, 2 ,3, 4, 5, 6, 7, 10, 12, 15, and 20 Years, updated real-time
16. Singapore Dollar (SGD): 1, 2 ,3, 4, 5, 6, 7, 10, 12, and 15 Years, updated real-time
17. Saudi Arabian Riyal (SARF):3, 6, and 9 Months 1, 2 ,3, 4, 5, 7, and 10 Years, updated real-time
18. Thailand Baht (THB): 1, 2 ,3, 4, 5, 6, 7, and 10 Years, updated real-time
19. Taiwan Dollar(TWB): 1, 2 ,3, 4, 5, 7, 10, and 15 Years, updated real-time
20. South African Rand (ZAR): 8 Months, 1, 2 ,3, 4, 5, 7, 10, 12, 15, 20, 25, and 30 Years, updated real-time
21. Korean Won (KRW): 9 Months, 1, 2 ,3, 4, 5, 7, 10, 11, 12, 15, 20, and 25, updated real-time
22. Slovakia Koruny (SKK): 9 Months, 1, 2 ,3, 4, 5, 7, 10, 11, 12, 15, 20, and 30 Years, updated real-time
23. Turkey New Lira (TRL/TRY): 1, 2 ,3, 4, and 5 Years, updated real-time
24. Hong Kong Dollar (HKD): 6, 9 Months, 1, 2 ,3, 4, 5, 7, 10, 12, and 15 Years, updated real-time
25. Indian Rupee (INR): 1, 2 ,3, 4, 5, 7, and 10 Years, updated real-time
26. Malaysian Ringgit (MYR): 1, 2 ,3, 4, 5, 7, and 10 Years, updated real-time
27. Philippines Peso (PHP): 1, 2 ,3, 4, 5, 7, and 10 Years, updated real-time
28. Indonesian Rupiah (IDR): 1, 2 ,3, 4, 5, 7, and 10 Years, updated real-time
29. China Yuan Renminb (CNY): 2 ,3, 4, 5, 7, and 10 Years, updated real-time

The following swaptions are currently supported:

1. U.S. Dollars (USD) updated real-time
2. Euro (EUR) updated real-time

The following treasuries are currently supported:

1. U.S. Dollars (USD) updated real-time