Interest Rates & Funding-Stress Spreads API: SOFR, Fed Funds, ECB, BoE

The EODHD Interest Rates API provides post-LIBOR risk-free reference rates and central-bank policy rates for the US dollar, sterling, and euro markets. Seventeen series are drawn directly from official sources — the New York Fed, FRED, the Bank of England, and the European Central Bank — and refreshed every working day on a T+1 basis.

The API is split into three endpoints: reference rates (the market-determined risk-free benchmarks that replaced LIBOR, such as SOFR, SONIA, and the euro short-term rate), policy rates (the rates central banks set directly, such as the Fed funds target range and the ECB deposit facility rate), and funding-stress spreads (six daily money-market spreads in basis points, derived from the first two). All share the same authentication and JSON response envelope.

Risk-Free Reference Rates

The Risk-Free Reference Rates endpoint serves the post-LIBOR benchmark family — overnight risk-free rates and their official compounded derivatives across USD, GBP, and EUR markets. These are the rates adopted by central banks and trade associations to replace LIBOR. Eleven series are exposed, sourced from the New York Fed, FRED, the Bank of England, and the European Central Bank.

API Endpoint

https://eodhd.com/api/rates/reference-rates?api_token=YOUR_TOKEN

Method: GET   Auth: api_token query parameter   Cost: 1 API call per request   Pagination: offset / limit (default 20, max 100)   Response format: JSON envelope with data, meta, and links

Query Parameters

Reference Rate Codes

Request Example

URL cURL PHP Python R Chat GPT

https://eodhd.com/api/rates/reference-rates?api_token=YOUR_TOKEN&filter[code]=SOFR&filter[from]=2025-01-01&filter[to]=2025-06-01

(Sign up for free to get an API token)

curl --location "https://eodhd.com/api/rates/reference-rates?api_token=YOUR_TOKEN&filter[code]=SOFR&filter[from]=2025-01-01&filter[to]=2025-06-01&fmt=json"

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$curl = curl_init();

curl_setopt_array($curl, array(
    CURLOPT_URL => 'https://eodhd.com/api/rates/reference-rates?api_token=YOUR_TOKEN&filter[code]=SOFR&filter[from]=2025-01-01&filter[to]=2025-06-01&fmt=json',
    CURLOPT_RETURNTRANSFER => true,
    CURLOPT_ENCODING => '',
    CURLOPT_MAXREDIRS => 10,
    CURLOPT_TIMEOUT => 0,
    CURLOPT_FOLLOWLOCATION => true,
    CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
    CURLOPT_CUSTOMREQUEST => 'GET',
));

$data = curl_exec($curl);
curl_close($curl);

try {
    $data = json_decode($data, true, 512, JSON_THROW_ON_ERROR);
    var_dump($data);
} catch (Exception $e) {
    echo 'Error. '.$e->getMessage();
}

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import requests

url = f'https://eodhd.com/api/rates/reference-rates?api_token=YOUR_TOKEN&filter[code]=SOFR&filter[from]=2025-01-01&filter[to]=2025-06-01&fmt=json'
data = requests.get(url).json()

print(data)

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library(httr)
library(jsonlite)

url <- 'https://eodhd.com/api/rates/reference-rates?api_token=YOUR_TOKEN&filter[code]=SOFR&filter[from]=2025-01-01&filter[to]=2025-06-01&fmt=json'
response <- GET(url)

if (http_type(response) == "application/json") {
    content <- content(response, "text", encoding = "UTF-8")
    cat(content)
} else {
    cat("Error while receiving data\n")
}

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How to use it (YouTube)

Response Format

The response is a JSON object with three top-level keys: data (the array of observations), meta (total row count and the active page window), and links (pagination links). Each observation carries the fields below. Rows sourced from the NY Fed additionally include intraday distribution detail.

{
  "data": [
    {
      "date": "2026-06-08",
      "code": "SOFR",
      "currency": "USD",
      "rate_type": "overnight",
      "rate": 3.63,
      "source": "NY_FED",
      "source_series_id": "secured/sofr",
      "percentiles": { "p1": 3.57, "p25": 3.61, "p75": 3.68, "p99": 3.71 },
      "volume_billion_usd": 3115
    }
  ],
  "meta": { "total": 226, "page": { "offset": 0, "limit": 20 } },
  "links": { "next": "https://eodhd.com/api/rates/reference-rates?page[offset]=20&page[limit]=20" }
}

Central Bank Policy Rates

The Central Bank Policy Rates endpoint serves the official rates set by major central banks — the rates the monetary authority controls directly, as distinct from the market-determined reference rates above. Six series are exposed across the Federal Reserve, the European Central Bank, and the Bank of England. It shares the same request shape, authentication, and response envelope as the reference rates endpoint.

API Endpoint

https://eodhd.com/api/rates/policy-rates?api_token=YOUR_TOKEN

Method: GET   Auth: api_token query parameter   Cost: 1 API call per request   Pagination: offset / limit (default 20, max 100)   Response format: JSON envelope with data, meta, and links

Query Parameters

Policy Rate Codes

Request Example

URL cURL PHP Python R Chat GPT

https://eodhd.com/api/rates/policy-rates?api_token=YOUR_TOKEN&filter[central_bank]=ECB&filter[from]=2025-01-01

(Sign up for free to get an API token)

curl --location "https://eodhd.com/api/rates/policy-rates?api_token=YOUR_TOKEN&filter[central_bank]=ECB&filter[from]=2025-01-01&fmt=json"

(Sign up for free to get an API token)

$curl = curl_init();

curl_setopt_array($curl, array(
    CURLOPT_URL => 'https://eodhd.com/api/rates/policy-rates?api_token=YOUR_TOKEN&filter[central_bank]=ECB&filter[from]=2025-01-01&fmt=json',
    CURLOPT_RETURNTRANSFER => true,
    CURLOPT_ENCODING => '',
    CURLOPT_MAXREDIRS => 10,
    CURLOPT_TIMEOUT => 0,
    CURLOPT_FOLLOWLOCATION => true,
    CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
    CURLOPT_CUSTOMREQUEST => 'GET',
));

$data = curl_exec($curl);
curl_close($curl);

try {
    $data = json_decode($data, true, 512, JSON_THROW_ON_ERROR);
    var_dump($data);
} catch (Exception $e) {
    echo 'Error. '.$e->getMessage();
}

(Sign up for free to get an API token)

import requests

url = f'https://eodhd.com/api/rates/policy-rates?api_token=YOUR_TOKEN&filter[central_bank]=ECB&filter[from]=2025-01-01&fmt=json'
data = requests.get(url).json()

print(data)

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library(httr)
library(jsonlite)

url <- 'https://eodhd.com/api/rates/policy-rates?api_token=YOUR_TOKEN&filter[central_bank]=ECB&filter[from]=2025-01-01&fmt=json'
response <- GET(url)

if (http_type(response) == "application/json") {
    content <- content(response, "text", encoding = "UTF-8")
    cat(content)
} else {
    cat("Error while receiving data\n")
}

(Sign up for free to get an API token)

New to coding? Our ChatGPT assistant can generate code in any language tailored to our API. Simply describe how you want to use our data, and get a working piece of code. Don’t forget to replace the API token with your own.

Try it now (it's free)!

How to use it (YouTube)

Response Format

The response uses the same data / meta / links envelope as the reference rates endpoint. Each observation carries the fields below.

{
  "data": [
    {
      "date": "2026-06-10",
      "code": "ECB_DFR",
      "country": "EU",
      "central_bank": "ECB",
      "rate": 2.0,
      "source": "ECB",
      "source_series_id": "FM/D.U2.EUR.4F.KR.DFR.LEV"
    }
  ],
  "meta": { "total": 226, "page": { "offset": 0, "limit": 20 } },
  "links": { "next": "https://eodhd.com/api/rates/policy-rates?page[offset]=20&page[limit]=20" }
}

Funding Stress Spreads

The Funding Stress Spreads endpoint tracks dislocations in the US dollar money market. The six spreads are derived on the fly from the reference and policy rates above and returned in basis points — a compact read on how overnight funding benchmarks sit relative to each other and to the Federal Reserve target range. It shares the same authentication and JSON response envelope as the rates endpoints.

API Endpoint

https://eodhd.com/api/spreads/funding-stress?api_token=YOUR_TOKEN

Method: GET   Auth: api_token query parameter   Cost: 1 API call per request   Pagination: not supported   Response format: JSON envelope with data, meta, and links

Query Parameters

Funding Stress Spread Codes

Request Example

URL cURL PHP Python R Chat GPT

https://eodhd.com/api/spreads/funding-stress?api_token=YOUR_TOKEN&filter[code]=EFFR_SOFR,OBFR_EFFR&filter[from]=2026-05-01&filter[to]=2026-05-31

(Sign up for free to get an API token)

curl --location "https://eodhd.com/api/spreads/funding-stress?api_token=YOUR_TOKEN&filter[code]=EFFR_SOFR,OBFR_EFFR&filter[from]=2026-05-01&filter[to]=2026-05-31&fmt=json"

(Sign up for free to get an API token)

$curl = curl_init();

curl_setopt_array($curl, array(
    CURLOPT_URL => 'https://eodhd.com/api/spreads/funding-stress?api_token=YOUR_TOKEN&filter[code]=EFFR_SOFR,OBFR_EFFR&filter[from]=2026-05-01&filter[to]=2026-05-31&fmt=json',
    CURLOPT_RETURNTRANSFER => true,
    CURLOPT_ENCODING => '',
    CURLOPT_MAXREDIRS => 10,
    CURLOPT_TIMEOUT => 0,
    CURLOPT_FOLLOWLOCATION => true,
    CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
    CURLOPT_CUSTOMREQUEST => 'GET',
));

$data = curl_exec($curl);
curl_close($curl);

try {
    $data = json_decode($data, true, 512, JSON_THROW_ON_ERROR);
    var_dump($data);
} catch (Exception $e) {
    echo 'Error. '.$e->getMessage();
}

(Sign up for free to get an API token)

import requests

url = f'https://eodhd.com/api/spreads/funding-stress?api_token=YOUR_TOKEN&filter[code]=EFFR_SOFR,OBFR_EFFR&filter[from]=2026-05-01&filter[to]=2026-05-31&fmt=json'
data = requests.get(url).json()

print(data)

(Sign up for free to get an API token)

library(httr)
library(jsonlite)

url <- 'https://eodhd.com/api/spreads/funding-stress?api_token=YOUR_TOKEN&filter[code]=EFFR_SOFR,OBFR_EFFR&filter[from]=2026-05-01&filter[to]=2026-05-31&fmt=json'
response <- GET(url)

if (http_type(response) == "application/json") {
    content <- content(response, "text", encoding = "UTF-8")
    cat(content)
} else {
    cat("Error while receiving data\n")
}

(Sign up for free to get an API token)

New to coding? Our ChatGPT assistant can generate code in any language tailored to our API. Simply describe how you want to use our data, and get a working piece of code. Don’t forget to replace the API token with your own.

Try it now (it's free)!

How to use it (YouTube)

Response Format

The response uses the same data / meta / links envelope. Each observation carries the fields below. This endpoint does not paginate, so links is an empty array.

{
  "data": [
    {
      "date": "2026-06-22",
      "code": "EFFR_SOFR",
      "value_bps": 2,
      "formula": "EFFR - SOFR",
      "leg_a": "EFFR",
      "leg_b": "SOFR",
      "leg_a_rate": 3.63,
      "leg_b_rate": 3.61
    },
    {
      "date": "2026-06-22",
      "code": "SOFR_TARGET_LOWER",
      "value_bps": 11,
      "formula": "SOFR - FED_TARGET_LOWER",
      "leg_a": "SOFR",
      "leg_b": "FED_TARGET_LOWER",
      "leg_a_rate": 3.61,
      "leg_b_rate": 3.5
    }
  ],
  "meta": { "total": 6 },
  "links": []
}

Response Codes

All three endpoints return the same set of HTTP status codes.

Notes and Limitations

• Dedicated endpoints, not EOD tickers. These rates are served through filter and page query parameters and return a data / meta / links envelope. They are not part of the End-of-Day ticker universe and have no .MONEY or .GBOND ticker.
• Pagination. The reference and policy rate endpoints use page[offset] and page[limit], or you can follow the links.next URL; meta.total reports the full row count for the current filter, and the maximum page size is 100 rows. The funding-stress endpoint does not paginate.
• NY Fed distribution fields. The percentiles and volume_billion_usd fields are present only on rows sourced from the New York Fed (SOFR, EFFR, OBFR, TGCR, BGCR). Rows from FRED, the ECB, and the Bank of England omit these fields rather than returning null.
• Funding stress spreads are derived. The six spreads are computed from the reference and policy rates above, not sourced as standalone series, and are expressed in basis points. An unknown spread code or a malformed date returns 422.
• Filter keys are endpoint-specific. currency applies to reference rates only; country and central_bank apply to policy rates only. Passing a filter key that does not belong to the endpoint returns 422.
• Daily refresh, T+1. New observations land one business day after the source publishes. Publication windows differ by source (Bank of England and ECB in the European morning, NY Fed and FRED after the New York Fed release).

Related APIs

For EURIBOR, historical LIBOR, government bond yields, and central-bank FX reference rates, see the Macroeconomic Data API. For the US Treasury constant-maturity, bill, and yield curve series, see the US Treasury Interest Rates API.

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