Available Indices

A complete list of interest rate indices available through BlueGamma, organised by currency.

BlueGamma supports a wide range of interest rate indices across 30+ currencies.

Index names are case-sensitive. Use them exactly as shown (e.g., "SOFR", "3M EURIBOR", "SONIA").

The Updates column shows how often each index refreshes. See How Often Is Your Data Refreshed? for more detail.

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API & Excel Add-in Indices

The following indices are available through the BlueGamma API and Excel Add-in.

Major Currencies

🇺🇸 USD (US Dollar)

Index	Description	Updates
SOFR	Secured Overnight Financing Rate	Every ~30 seconds, round the clock on weekdays
Fed Funds	Federal Funds Rate	Every ~30 seconds, round the clock on weekdays
1M USD-LIBOR	1-Month USD London Interbank Offered Rate	Ceased
3M USD-LIBOR	3-Month USD London Interbank Offered Rate	Ceased
6M USD-LIBOR	6-Month USD London Interbank Offered Rate	Ceased

🇪🇺 EUR (Euro)

Index	Description	Updates
ESTR	Euro Short-Term Rate	Every ~30 seconds, market hours
1M EURIBOR	1-Month Euro Interbank Offered Rate	Every ~30 seconds, market hours
3M EURIBOR	3-Month Euro Interbank Offered Rate	Every ~30 seconds, market hours
6M EURIBOR	6-Month Euro Interbank Offered Rate	Every ~30 seconds, market hours

🇬🇧 GBP (British Pound)

Index	Description	Updates
SONIA	Sterling Overnight Index Average	Every ~30 seconds, market hours
1M GBP-LIBOR	1-Month GBP London Interbank Offered Rate	Ceased
3M GBP-LIBOR	3-Month GBP London Interbank Offered Rate	Ceased
6M GBP-LIBOR	6-Month GBP London Interbank Offered Rate	Ceased

🇨🇭 CHF (Swiss Franc)

Index	Description	Updates
SARON	Swiss Average Rate Overnight	Every ~30 seconds, market hours
1M CHF-LIBOR	1-Month CHF London Interbank Offered Rate	Ceased
6M CHF-LIBOR	6-Month CHF London Interbank Offered Rate	Ceased

🇯🇵 JPY (Japanese Yen)

Index	Description	Updates
TONAR	Tokyo Overnight Average Rate	Every ~30 seconds, market hours
3M JPY-LIBOR	3-Month Japanese Yen LIBOR	Ceased
6M JPY-LIBOR	6-Month Japanese Yen LIBOR	Ceased
3M TIBOR	3-Month Tokyo Interbank Offered Rate	Every ~30 seconds, market hours
6M TIBOR	6-Month Tokyo Interbank Offered Rate	Every ~30 seconds, market hours

🇨🇦 CAD (Canadian Dollar)

Index	Description	Updates
CORRA	Canadian Overnight Repo Rate Average	Every ~30 seconds, market hours
3M CDOR	3-Month Canadian Dollar Offered Rate	Ceased

🇦🇺 AUD (Australian Dollar)

Index	Description	Updates
AONIA	Australian Overnight Index Average	Every ~30 seconds, round the clock on weekdays
3M BBSW	3-Month Bank Bill Swap Rate	Every ~30 seconds, round the clock on weekdays
6M BBSW	6-Month Bank Bill Swap Rate	Every ~30 seconds, round the clock on weekdays
3M BBSY	3-Month Bank Bill Swap Bid Rate	Every ~30 seconds, round the clock on weekdays
6M BBSY	6-Month Bank Bill Swap Bid Rate	Every ~30 seconds, round the clock on weekdays

🇳🇿 NZD (New Zealand Dollar)

Index	Description	Updates
OCR	Official Cash Rate	Several times a day, market hours
3M BKBM	3-Month Bank Bill Benchmark Rate	Several times a day, market hours

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European Currencies

🇸🇪 SEK (Swedish Krona)

Index	Description	Updates
3M STIBOR	3-Month Stockholm Interbank Offered Rate	Every ~30 seconds, market hours

🇳🇴 NOK (Norwegian Krone)

Index	Description	Updates
3M NIBOR	3-Month Norwegian Interbank Offered Rate	Every ~30 seconds, market hours
6M NIBOR	6-Month Norwegian Interbank Offered Rate	Every ~30 seconds, market hours

🇩🇰 DKK (Danish Krone)

Index	Description	Updates
CITA	Copenhagen T/N Average	Every ~30 seconds, market hours
1M CIBOR	1-Month Copenhagen Interbank Offered Rate	Every ~30 seconds, market hours
3M CIBOR	3-Month Copenhagen Interbank Offered Rate	Every ~30 seconds, market hours
6M CIBOR	6-Month Copenhagen Interbank Offered Rate	Every ~30 seconds, market hours
12M CIBOR	12-Month Copenhagen Interbank Offered Rate	Every ~30 seconds, market hours

🇵🇱 PLN (Polish Zloty)

Index	Description	Updates
POLONIA	Polish Overnight Index Average	Every ~30 seconds, market hours
6M WIBOR	6-Month Warsaw Interbank Offered Rate	Several times a day, market hours

🇨🇿 CZK (Czech Koruna)

Index	Description	Updates
6M PRIBOR	6-Month Prague Interbank Offered Rate	Several times a day, market hours

🇭🇺 HUF (Hungarian Forint)

Index	Description	Updates
6M BUBOR	6-Month Budapest Interbank Offered Rate	Several times a day, market hours

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Asia Pacific

🇸🇬 SGD (Singapore Dollar)

Index	Description	Updates
SORA	Singapore Overnight Rate Average	Every ~30 seconds, market hours

🇭🇰 HKD (Hong Kong Dollar)

Index	Description	Updates
1M HIBOR	1-Month Hong Kong Interbank Offered Rate	Every few minutes, market hours
3M HIBOR	3-Month Hong Kong Interbank Offered Rate	Every few minutes, market hours

🇨🇳 CNY (Chinese Yuan)

Index	Description	Updates
7D REPO	7-Day Repo Rate	Several times a day, market hours

🇰🇷 KRW (South Korean Won)

Index	Description	Updates
91D CD	91-Day Certificate of Deposit Rate	Every few minutes, market hours

🇹🇼 TWD (Taiwan Dollar)

Index	Description	Updates
3M TAIBOR	3-Month Taipei Interbank Offered Rate	Several times a day, market hours

🇮🇳 INR (Indian Rupee)

Index	Description	Updates
Overnight MIBOR	Mumbai Interbank Overnight Rate	Several times a day, market hours

🇲🇾 MYR (Malaysian Ringgit)

Index	Description	Updates
3M KLIBOR	3-Month Kuala Lumpur Interbank Offered Rate	Several times a day, market hours

🇹🇭 THB (Thai Baht)

Index	Description	Updates
THOR	Thai Overnight Repurchase Rate	Once daily

Middle East & Africa

🇦🇪 AED (UAE Dirham)

Index	Description	Updates
1M EIBOR	1-Month Emirates Interbank Offered Rate	Every few minutes, weekdays
3M EIBOR	3-Month Emirates Interbank Offered Rate	Every few minutes, weekdays
6M EIBOR	6-Month Emirates Interbank Offered Rate	Every few minutes, weekdays
12M EIBOR	12-Month Emirates Interbank Offered Rate	Every few minutes, weekdays

🇸🇦 SAR (Saudi Riyal)

Index	Description	Updates
3M SAIBOR	3-Month Saudi Arabian Interbank Offered Rate	Several times a day, Monday to Friday

🇮🇱 ILS (Israeli Shekel)

Index	Description	Updates
3M TELBOR	3-Month Tel Aviv Interbank Offered Rate	Several times a day, market hours

🇿🇦 ZAR (South African Rand)

Index	Description	Updates
3M JIBAR	3-Month Johannesburg Interbank Average Rate	Several times a day, market hours

🇹🇷 TRY (Turkish Lira)

Index	Description	Updates
3M TRYIBOR	3-Month Turkish Lira Interbank Offered Rate	Several times a day, market hours

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Americas

🇧🇷 BRL (Brazilian Real)

Index	Description	Updates
CDI	Certificado de Depósito Interbancário	Once daily

🇲🇽 MXN (Mexican Peso)

Index	Description	Updates
TIIEON	TIIE Overnight (F-TIIE)	Once daily

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Discontinued Indices

Our data provider stopped quoting these curves, so they are no longer offered. Historical data up to the last quote date is still available in the app, the API and Excel; requests for later dates return an error that names the replacement. Saved swaps on them are flagged "Rate stopped" and valued as of the last quote date.

Index	Currency	Last quote	Use instead
28 Day TIIE	🇲🇽 MXN	14 Sep 2026	TIIEON
1Y DEPO	🇨🇳 CNY	17 Feb 2026	7D REPO
3M SBI	🇮🇩 IDR	14 Jan 2026	—
6M THBFIX	🇹🇭 THB	21 Oct 2025	THOR
3M BIBOR	🇹🇭 THB	11 Jul 2025	THOR
3M KIBOR	🇰🇼 KWD	19 Aug 2024	—

Fixings for 28 Day TIIE are still published and remain available.

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App Only Indices

The following indices are available in the BlueGamma web app but are not yet available via the API or Excel Add-in.

Currency	Index	Description	Updates
🇪🇺 EUR	12M EURIBOR	12-Month Euro Interbank Offered Rate	Once daily
🇦🇺 AUD	1M BBSW	1-Month Bank Bill Swap Rate	Once daily
🇦🇺 AUD	1M BBSY	1-Month Bank Bill Swap Bid Rate	Once daily
🇳🇿 NZD	NZONIA	New Zealand Overnight Index Average	Once daily
🇳🇿 NZD	1M BKBM	1-Month Bank Bill Benchmark Rate	Once daily
🇸🇪 SEK	STINA	STIBOR T/N Average	Once daily
🇸🇪 SEK	SWESTR	Swedish Krona Short-Term Rate	Once daily
🇸🇪 SEK	6M STIBOR	6-Month Stockholm Interbank Offered Rate	Once daily
🇳🇴 NOK	NOWA	Norwegian Overnight Weighted Average	Once daily
🇩🇰 DKK	DESTR	Denmark Short-Term Rate	Every ~30 seconds, market hours
🇵🇱 PLN	3M WIBOR	3-Month Warsaw Interbank Offered Rate	Once daily
🇨🇿 CZK	3M PRIBOR	3-Month Prague Interbank Offered Rate	Once daily
🇭🇺 HUF	3M BUBOR	3-Month Budapest Interbank Offered Rate	Once daily
🇷🇴 RON	ROTX	Romanian Overnight Index Average	Once daily
🇭🇰 HKD	HONIA	Hong Kong Overnight Index Average	Once daily
🇭🇰 HKD	6M HIBOR	6-Month Hong Kong Interbank Offered Rate	Once daily
🇮🇱 ILS	SHIR	Shekel Overnight Interest Rate	Once daily
🇿🇦 ZAR	ZARONIA	South African Overnight Index Average	Once daily
🇨🇴 COP	IBR	Indicador Bancario de Referencia	Once daily
🇨🇱 CLP	TNA	Tasa Nominal Anual	Once daily

Need one of these indices via API or Excel? Contact us at [e-mail] and we can prioritise adding it.

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Benchmark Tenors vs. Custom Dates

A common question: "Does BlueGamma support the 1M/3M/6M tenor for SONIA?" — the answer depends on which endpoint you use.

BlueGamma swap rate endpoints accept any start and end date. The "tenors" below are the benchmark points we expose through the swap curve endpoint (/v1/get_swap_curve) and the Excel Add-in SWAP_RATE_BY_ID helpers. For a bespoke maturity, just pass the dates you want to /v1/swap_rate or =BlueGamma.SWAP_RATE(...).

Getting an authoritative tenor list

Rather than relying on a static list, call /v1/swap_rate_tenors for any index to get the live benchmark tenors:

curl -X GET "https://api.bluegamma.io/v1/swap_rate_tenors?index=SOFR" \
  -H "x-api-key: your_api_key"

Response:

{
  "index": "SOFR",
  "available_tenors": ["1W", "2W", "3W", "1M", "2M", "3M", "...", "30Y", "40Y", "50Y", "60Y"]
}

Benchmark tenors for commonly-requested indices

The table below is a snapshot of benchmark tenors for a handful of the most-asked-about indices. For any other index, call /v1/swap_rate_tenors as shown above.

Index	Benchmark tenors
SOFR	1W, 2W, 3W, 1M–12M (monthly), 13M–35M (monthly), 1Y–50Y (yearly), 60Y
SONIA	1W, 2W, 3W, 1M–12M (monthly), 15M, 18M, 21M, 2Y–15Y (yearly), 20Y, 25Y, 30Y, 35Y, 40Y, 50Y, 60Y, 70Y
ESTR	1W, 2W, 3W, 1M–12M (monthly), 15M, 18M, 21M, 24M, 30M, 3Y–20Y (yearly), 25Y, 30Y, 35Y, 40Y, 50Y, 60Y
CORRA	1W, 2W, 3W, 1M–12M (monthly), 15M, 18M, 21M, 24M, 3Y–12Y (yearly), 15Y, 20Y, 25Y, 30Y
SARON	1W, 2W, 3W, 1M–12M (monthly), 15M, 18M, 21M, 24M, 3Y–12Y (yearly), 15Y, 20Y, 25Y, 30Y, 35Y, 40Y
TONAR	1W, 2W, 3W, 1M–12M (monthly), 15M, 18M, 21M, 24M, 3Y–12Y (yearly), 15Y, 20Y, 25Y, 30Y, 40Y
3M EURIBOR	6M, 9M, 1Y, 15M, 18M, 21M, 2Y–20Y (yearly), 25Y, 30Y, 35Y, 40Y, 50Y
6M EURIBOR	1Y, 18M, 2Y–20Y (yearly), 25Y, 30Y, 35Y, 40Y, 50Y
3M BBSW / 3M BBSY	6M, 9M, 1Y, 15M, 18M, 21M, 2Y, 30M, 3Y–20Y (yearly), 25Y, 30Y, 35Y
3M NIBOR	1Y, 18M, 2Y–20Y (yearly), 25Y, 30Y
3M STIBOR / 3M JIBAR	1Y, 2Y–10Y (yearly), 12Y, 15Y, 20Y, 25Y, 30Y
3M TAIBOR	6M, 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y
3M SAIBOR	1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y
3M KLIBOR	1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 12Y, 15Y

Short-tenor coverage (1M/3M/6M) varies by index. LIBOR-style indices (EURIBOR, NIBOR, STIBOR, JIBAR, SAIBOR, KLIBOR) typically start at 1Y because shorter maturities are covered by the underlying fixing rather than a swap. For bespoke short-dated cash flows, use /v1/swap_rate with explicit start/end dates.

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Using Indices

In Excel

=BlueGamma.FORWARD_RATE("SOFR", "2026-01-01", "2026-04-01")
=BlueGamma.SWAP_RATE("3M EURIBOR", "2025-01-01", "2030-01-01", "6M")
=BlueGamma.DISCOUNT_FACTOR("SONIA", "2027-01-01")

In the API

curl -X GET "https://api.bluegamma.io/v1/swap_rate?index=SOFR&start_date=2025-01-01&end_date=2030-01-01" \
  -H "x-api-key: your_api_key"

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Need a Different Index?

If you need an index that isn't listed here, please contact us at [e-mail] — we're always expanding our coverage.