Interest Rates Data
SOFR & Federal Treasuries. Decades of History.
Comprehensive interest rates data including SOFR and Federal Treasury rates. Access over 30 years of historical data for financial modeling and analysis.
Data Sources
Secured Overnight Financing Rate
The benchmark interest rate for dollar-denominated derivatives and loans. SOFR replaced LIBOR as the primary interest rate benchmark.
Federal Treasury Rates
Official US Treasury yield curve data across all maturities. Essential for fixed income analysis and risk-free rate calculations.
Historical Coverage
Key Features
Historical Analysis
Access decades of historical interest rate data for comprehensive backtesting and research.
Yield Curve Data
Complete Treasury yield curve across all standard maturities from 1-month to 30-year bonds.
Daily Updates
Fresh data delivered daily to keep your models current with the latest market conditions.
API Access
Simple REST API for seamless integration into your applications and workflows.
Use Cases
Options Pricing Models
Use risk-free rates for accurate Black-Scholes and other derivatives pricing calculations
Fixed Income Analysis
Analyze Treasury yields and spreads for bond portfolio management and trading strategies
Economic Research
Study interest rate cycles and their impact on broader financial markets over decades
Risk Management
Incorporate interest rate scenarios into stress testing and risk assessment frameworks