We’ve launched the Interest Rates API — a dedicated feed for the post-LIBOR world. It brings together seventeen of the rates that matter most for funding, discounting, and macro analysis: eleven overnight and term risk-free benchmarks (SOFR plus the official 30/90/180-day SOFR averages and compounded index, EFFR, OBFR, TGCR, BGCR, SONIA, and €STR) and six central-bank policy rates (the Fed funds target range, the ECB Deposit Facility, Main Refinancing and Marginal Lending rates, and the Bank of England Bank Rate). Everything is sourced straight from the New York Fed, FRED, the ECB, and the Bank of England, and refreshed every working day.
LIBOR is gone — all four currency panels have ceased — and reconstructing SOFR, SONIA, or €STR from scattered central-bank pages is exactly the kind of plumbing nobody wants to maintain. The Interest Rates API gives you those benchmarks and the policy rates behind them through two clean endpoints (/api/rates/reference-rates and /api/rates/policy-rates), with filtering by series code, currency, central bank, and date range, plus a structured JSON response that includes the NY Fed’s
intraday percentiles and volume for the secured rates.
It’s available on the All-in-One and Fundamentals Data Feed plans at 1 API call per request, and it’s live now in the docs: Interest Rates API.
