How far back does BlueGamma's data go?

BlueGamma's historical swap rates go back to June 2018 for SONIA, 6M EURIBOR, Fed Funds, TONAR and 3M BBSW, and to March 2023 for SOFR. Earliest date per index.

BlueGamma's historical swap rate data goes back to June 2018 for the longest-running indices, including SONIA, 6M EURIBOR, Fed Funds, TONAR, 3M BBSW, 3M JIBAR and 6M WIBOR. SOFR history starts on 22 March 2023, and most indices added more recently start between 2022 and 2025.

Historical swap rates are available for every index BlueGamma supports. The tables below show the earliest date for which swap rate data is available, per index.

This page covers swap rates. Fixing history is held separately and often starts earlier (SOFR fixings, for example, go back to 2014): see When Are Fixings Available?.

Each date is the earliest date for which the index has swap rate data on at least one tenor. Coverage was extended over time, so an individual tenor's history may begin after the date shown. To check a specific tenor, query the historical_swap_rates endpoint with an early start_date (for example 1990-01-01): the response includes all available data in your range, so the first row returned is the earliest available point for that tenor.

🇺🇸 USD

Index	Data available from
SOFR	2023-03-22
Fed Funds	2018-06-04
1M USD-LIBOR	2023-03-22
3M USD-LIBOR	2023-03-22
6M USD-LIBOR	2026-02-11

🇪🇺 EUR

Index	Data available from
ESTR	2019-10-02
1M EURIBOR	2019-02-15
3M EURIBOR	2019-02-15
6M EURIBOR	2018-06-04
12M EURIBOR	2025-04-21

🇬🇧 GBP

Index	Data available from
SONIA	2018-06-04
1M GBP-LIBOR	2023-02-22
3M GBP-LIBOR	2018-06-04
6M GBP-LIBOR	2018-06-04

🇦🇪 AED

Index	Data available from
1M EIBOR	2022-11-20
3M EIBOR	2023-10-19
6M EIBOR	2023-10-19
12M EIBOR	2023-10-19

🇦🇺 AUD

Index	Data available from
AONIA	2022-02-25
1M BBSW	2025-04-21
1M BBSY	2025-04-21
3M BBSW	2018-06-04
3M BBSY	2018-06-04
6M BBSW	2018-06-04
6M BBSY	2018-06-04

🇧🇷 BRL

Index	Data available from
CDI	2024-03-18

🇨🇦 CAD

Index	Data available from
CORRA	2020-07-14
3M CDOR	2018-06-04

🇨🇭 CHF

Index	Data available from
SARON	2022-11-17
1M CHF-LIBOR	2022-11-22
6M CHF-LIBOR	2022-11-17

🇨🇱 CLP

Index	Data available from
TNA	2025-03-21

🇨🇳 CNY

Index	Data available from
7D REPO	2025-12-10

🇨🇴 COP

Index	Data available from
IBR	2025-03-21

🇨🇿 CZK

Index	Data available from
3M PRIBOR	2025-04-21
6M PRIBOR	2019-02-15

🇩🇰 DKK

Index	Data available from
CITA	2026-02-02
DESTR	2026-02-02
1M CIBOR	2022-11-17
3M CIBOR	2022-11-17
6M CIBOR	2019-09-27
12M CIBOR	2022-11-17

🇭🇰 HKD

Index	Data available from
HONIA	2025-03-21
1M HIBOR	2025-06-20
3M HIBOR	2024-06-07
6M HIBOR	2025-04-21

🇭🇺 HUF

Index	Data available from
3M BUBOR	2025-04-21
6M BUBOR	2018-06-04

🇮🇱 ILS

Index	Data available from
SHIR	2025-04-21
3M TELBOR	2024-06-16

🇮🇳 INR

Index	Data available from
Overnight MIBOR	2025-09-22

🇯🇵 JPY

Index	Data available from
TONAR	2018-06-04
3M JPY-LIBOR	2026-02-02
3M TIBOR	2026-03-17
6M JPY-LIBOR	2026-02-02
6M TIBOR	2026-03-17

🇰🇷 KRW

Index	Data available from
91D CD	2019-02-15

🇰🇼 KWD

Index	Data available from
3M KIBOR	2024-07-30

🇲🇽 MXN

Index	Data available from
TIIEON	2025-04-21
28 Day TIIE	2018-06-04

🇲🇾 MYR

Index	Data available from
3M KLIBOR	2024-06-07

🇳🇴 NOK

Index	Data available from
NOWA	2025-03-21
3M NIBOR	2024-04-15
6M NIBOR	2018-06-04

🇳🇿 NZD

Index	Data available from
NZONIA	2025-03-21
OCR	2026-02-02
1M BKBM	2025-04-21
3M BKBM	2018-06-05

🇵🇱 PLN

Index	Data available from
POLONIA	2026-02-02
3M WIBOR	2025-04-21
6M WIBOR	2018-06-04

🇸🇦 SAR

Index	Data available from
3M SAIBOR	2018-06-04

🇸🇪 SEK

Index	Data available from
STINA	2025-04-21
SWESTR	2025-04-21
3M STIBOR	2018-06-04
6M STIBOR	2025-04-21

🇸🇬 SGD

Index	Data available from
SORA	2022-11-18

🇹🇭 THB

Index	Data available from
THOR	2025-03-21
3M BIBOR	2025-06-26
6M THBFIX	2025-10-01

🇹🇷 TRY

Index	Data available from
3M TRYIBOR	2022-01-03

🇹🇼 TWD

Index	Data available from
3M TAIBOR	2018-06-04

🇿🇦 ZAR

Index	Data available from
ZARONIA	2025-03-21
3M JIBAR	2018-06-04

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To build a time series over any part of this range, see Building a Historical Time Series.