{"id":7940,"date":"2026-06-10T17:53:58","date_gmt":"2026-06-10T15:53:58","guid":{"rendered":"https:\/\/eodhd.com\/financial-apis\/?p=7940"},"modified":"2026-06-23T18:41:36","modified_gmt":"2026-06-23T16:41:36","slug":"interest-rates-api-sofr-fed-funds-ecb-boe-policy-rates","status":"publish","type":"post","link":"https:\/\/eodhd.com\/financial-apis\/interest-rates-api-sofr-fed-funds-ecb-boe-policy-rates","title":{"rendered":"Interest Rates & Funding-Stress Spreads API: SOFR, Fed Funds, ECB, BoE"},"content":{"rendered":"\n\n\n\n\n

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 \u2014 the New York Fed, FRED, the Bank of England, and the European Central Bank \u2014 and refreshed every working day on a T+1 basis.<\/p>\n\n\n\n

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

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Risk-Free Reference Rates<\/h2>\n\n\n\n

The Risk-Free Reference Rates endpoint serves the post-LIBOR benchmark family \u2014 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.<\/p>\n\n\n\n

API Endpoint<\/h3>\n\n\n
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https:\/\/eodhd.com\/api\/rates\/reference-rates?api_token=YOUR_TOKEN<\/code><\/pre>\n<\/div>\n\n\n
Method:<\/strong> GET   Auth:<\/strong> api_token query parameter   Cost:<\/strong> 1 API call per request   Pagination:<\/strong> offset \/ limit (default 20, max 100)   Response format:<\/strong> JSON envelope with data, meta, and links<\/p>\n\n\n\n
Query Parameters<\/h3>\n\n\n\n
Parameter<\/th>Required<\/th>Description<\/th><\/tr><\/thead>
api_token<\/td>Yes<\/td>Your EODHD API token<\/td><\/tr>
filter[code]<\/td>No<\/td>Restrict to one or more series codes (see Reference Rate Codes below)<\/td><\/tr>
filter[currency]<\/td>No<\/td>Restrict to a single currency: USD, GBP, or EUR<\/td><\/tr>
filter[from]<\/td>No<\/td>Start date, YYYY-MM-DD. Inclusive<\/td><\/tr>
filter[to]<\/td>No<\/td>End date, YYYY-MM-DD. Inclusive. Must be on or after filter[from]<\/td><\/tr>
page[limit]<\/td>No<\/td>Rows per page, 1 to 100. Default 20<\/td><\/tr>
page[offset]<\/td>No<\/td>Number of rows to skip. Default 0<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
Reference Rate Codes<\/h3>\n\n\n\n
Code<\/th>Description<\/th>Currency<\/th>Source<\/th><\/tr><\/thead>
SOFR<\/td>Secured Overnight Financing Rate, overnight<\/td>USD<\/td>NY Fed<\/td><\/tr>
EFFR<\/td>Effective Federal Funds Rate, overnight<\/td>USD<\/td>NY Fed<\/td><\/tr>
OBFR<\/td>Overnight Bank Funding Rate, overnight<\/td>USD<\/td>NY Fed<\/td><\/tr>
TGCR<\/td>Tri-Party General Collateral Rate, overnight repo<\/td>USD<\/td>NY Fed<\/td><\/tr>
BGCR<\/td>Broad General Collateral Rate, overnight repo<\/td>USD<\/td>NY Fed<\/td><\/tr>
SOFR30D<\/td>30-day compounded SOFR average<\/td>USD<\/td>FRED<\/td><\/tr>
SOFR90D<\/td>90-day compounded SOFR average<\/td>USD<\/td>FRED<\/td><\/tr>
SOFR180D<\/td>180-day compounded SOFR average<\/td>USD<\/td>FRED<\/td><\/tr>
SOFRINDEX<\/td>SOFR compounded index from inception<\/td>USD<\/td>FRED<\/td><\/tr>
SONIA<\/td>Sterling Overnight Index Average, overnight<\/td>GBP<\/td>Bank of England<\/td><\/tr>
ESTR<\/td>Euro Short-Term Rate, overnight<\/td>EUR<\/td>European Central Bank<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
Request Example<\/h3>\n\n\n    
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