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, 24/7
Fed Funds	Federal Funds Rate	Every ~30 seconds, 24/7
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
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
ESTR	Euro Short-Term 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, 24/7
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, 24/7
6M TIBOR	6-Month Tokyo Interbank Offered Rate	Every ~30 seconds, 24/7

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
3M BBSW	3-Month Bank Bill Swap Rate	Every ~30 seconds, 24/7
6M BBSW	6-Month Bank Bill Swap Rate	Every ~30 seconds, 24/7
3M BBSY	3-Month Bank Bill Swap Bid Rate	Every ~30 seconds, 24/7
6M BBSY	6-Month Bank Bill Swap Bid Rate	Every ~30 seconds, 24/7
AONIA	Australian Overnight Index Average	Every ~30 seconds, 24/7

NZD – New Zealand Dollar

Index	Description	Updates
3M BKBM	3-Month Bank Bill Benchmark Rate	Several times a day, market hours
OCR	Official Cash Rate	Once daily at 2pm London

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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
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
CITA	Copenhagen T/N Average	Once daily at 2pm London

PLN – Polish Zloty

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

CZK – Czech Koruna

Index	Description	Updates
6M PRIBOR	6-Month Prague Interbank Offered Rate	Every ~30 seconds, market hours

HUF – Hungarian Forint

Index	Description	Updates
6M BUBOR	6-Month Budapest Interbank Offered Rate	Every ~30 seconds, 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 ~30 seconds, market hours
3M HIBOR	3-Month Hong Kong Interbank Offered Rate	Every ~30 seconds, 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 ~30 seconds, 24/7

TWD – Taiwan Dollar

Index	Description	Updates
3M TAIBOR	3-Month Taipei Interbank Offered Rate	Every ~30 seconds, 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
3M BIBOR	3-Month Bangkok Interbank Offered Rate	Once daily at 2pm London
6M THBFIX	6-Month Thai Baht Interest Rate Fixing	Once daily at 2pm London

IDR – Indonesian Rupiah

Index	Description	Updates
3M SBI	3-Month Bank Indonesia Certificate Rate	Once daily at 2pm London

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Middle East & Africa

AED – UAE Dirham

Index	Description	Updates
1M EIBOR	1-Month Emirates Interbank Offered Rate	Several times a day, market hours
3M EIBOR	3-Month Emirates Interbank Offered Rate	Several times a day, market hours
6M EIBOR	6-Month Emirates Interbank Offered Rate	Several times a day, market hours
12M EIBOR	12-Month Emirates Interbank Offered Rate	Several times a day, market hours

SAR – Saudi Riyal

Index	Description	Updates
3M SAIBOR	3-Month Saudi Arabian Interbank Offered Rate	Every ~30 seconds, market hours

KWD – Kuwaiti Dinar

Index	Description	Updates
3M KIBOR	3-Month Kuwait Interbank Offered Rate	Once daily at 2pm London

ILS – Israeli Shekel

Index	Description	Updates
3M TELBOR	3-Month Tel Aviv Interbank Offered Rate	Every ~30 seconds, market hours

ZAR – South African Rand

Index	Description	Updates
3M JIBAR	3-Month Johannesburg Interbank Average Rate	Every ~30 seconds, market hours

TRY – Turkish Lira

Index	Description	Updates
3M TRYIBOR	3-Month Turkish Lira Interbank Offered Rate	Every ~30 seconds, market hours

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Americas

BRL – Brazilian Real

Index	Description	Updates
CDI	Certificado de Depósito Interbancário	Several times a day, market hours

MXN – Mexican Peso

Index	Description	Updates
28 Day TIIE	28-Day Tasa de Interés Interbancaria de Equilibrio	Several times a day, market hours

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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. These are all daily-fixing benchmarks.

Currency	Index	Description	Updates
EUR	12M EURIBOR	12-Month Euro Interbank Offered Rate	Once daily at 2pm London
AUD	1M BBSW	1-Month Bank Bill Swap Rate	Once daily at 2pm London
AUD	1M BBSY	1-Month Bank Bill Swap Bid Rate	Once daily at 2pm London
NZD	1M BKBM	1-Month Bank Bill Benchmark Rate	Once daily at 2pm London
NZD	NZONIA	New Zealand Overnight Index Average	Once daily at 2pm London
SEK	6M STIBOR	6-Month Stockholm Interbank Offered Rate	Once daily at 2pm London
SEK	STINA	STIBOR T/N Average	Once daily at 2pm London
SEK	SWESTR	Swedish Krona Short-Term Rate	Once daily at 2pm London
NOK	NOWA	Norwegian Overnight Weighted Average	Once daily at 2pm London
DKK	DESTR	Denmark Short-Term Rate	Once daily at 2pm London
PLN	3M WIBOR	3-Month Warsaw Interbank Offered Rate	Once daily at 2pm London
CZK	3M PRIBOR	3-Month Prague Interbank Offered Rate	Once daily at 2pm London
HUF	3M BUBOR	3-Month Budapest Interbank Offered Rate	Once daily at 2pm London
RON	ROTX	Romanian Overnight Index Average	Once daily at 2pm London
HKD	6M HIBOR	6-Month Hong Kong Interbank Offered Rate	Once daily at 2pm London
HKD	HONIA	Hong Kong Overnight Index Average	Once daily at 2pm London
THB	THOR	Thai Overnight Repurchase Rate	Once daily at 2pm London
ILS	SHIR	Shekel Overnight Interest Rate	Once daily at 2pm London
ZAR	ZARONIA	South African Overnight Index Average	Once daily at 2pm London
MXN	TIIEON	TIIE Overnight	Once daily at 2pm London
COP	IBR	Indicador Bancario de Referencia	Once daily at 2pm London
CLP	TNA	Tasa Nominal Anual	Once daily at 2pm London

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.