> For the complete documentation index, see [llms.txt](https://www.bluegamma.io/documentation/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://www.bluegamma.io/documentation/reference/how-far-back-does-bluegammas-data-go.md).

# How far back does BlueGamma's data go?

How far back BlueGamma's history goes for swap rates, government bond yields and FX: swap rates from June 2018, bonds from the 1980s for the largest markets, FX forwards from December 2025.

It depends on the dataset. Swap rates go back to June 2018, government bond yields to the 1980s and 1990s in the largest markets, FX spot to the 2000s or earlier, and FX forward points to December 2025.

| Data                   | History from                                       |
| ---------------------- | -------------------------------------------------- |
| Swap rates             | June 2018 for the longest-running indices          |
| Fixings                | Earlier than swap rates, for example SOFR 2014     |
| Government bond yields | 1987 for the US, 1989 for France, 1994 for Germany |
| FX spot                | Daily closes, 2000s or earlier for most pairs      |
| FX forward points      | 18 December 2025                                   |
| Inflation curves       | November 2022 for UK RPI, May 2023 for EU HICP     |

***

## Swap rates

The longest histories start on 4 June 2018: SONIA, 6M EURIBOR, Fed Funds, TONAR, 3M BBSW, 3M JIBAR and 6M WIBOR. SOFR starts on 22 March 2023, and most indices added more recently start between 2022 and 2025.

{% hint style="info" %}
Each date is the earliest date with swap rate data on at least one tenor; an individual tenor's history may begin later. To check a tenor, query [`historical_swap_rates`](https://www.bluegamma.io/documentation/integrations/api/how-to-guides/building-a-historical-time-series) with an early `start_date`: the first row returned is the earliest point for that tenor.
{% endhint %}

### 🇺🇸 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          |

To build a time series over any part of this range, see [Building a Historical Time Series](https://www.bluegamma.io/documentation/integrations/api/how-to-guides/building-a-historical-time-series).

***

## Fixings

Fixing history is held separately from swap rates and starts much earlier for the main overnight benchmarks.

| Index      | Fixings from                                       |
| ---------- | -------------------------------------------------- |
| 🇬🇧 SONIA | 2 January 1997                                     |
| 🇨🇦 CORRA | 12 August 1997                                     |
| 🇯🇵 TONAR | 5 January 1998                                     |
| 🇨🇭 SARON | 30 June 1999                                       |
| 🇸🇬 SORA  | 4 July 2005                                        |
| 🇦🇺 AONIA | 4 January 2011                                     |
| 🇺🇸 SOFR  | 22 August 2014 (official prints from 2 April 2018) |
| 🇪🇺 ESTR  | 1 October 2019                                     |

For when each day's fixing is published, see [When Are Fixings Available?](/documentation/reference/when-are-fixings-available.md).

***

## Government bond yields

| Country            | Yields from | Country             | Yields from |
| ------------------ | ----------- | ------------------- | ----------- |
| 🇺🇸 United States | 1987        | 🇮🇩 Indonesia      | 2003        |
| 🇫🇷 France        | 1989        | 🇳🇿 New Zealand    | 2006        |
| 🇦🇹 Austria       | 1994        | 🇧🇷 Brazil         | 2007        |
| 🇨🇦 Canada        | 1994        | 🇨🇳 China          | 2007        |
| 🇩🇪 Germany       | 1994        | 🇮🇹 Italy          | 2007        |
| 🇵🇹 Portugal      | 1996        | 🇯🇵 Japan          | 2007        |
| 🇮🇳 India         | 1999        | 🇪🇸 Spain          | 2007        |
| 🇦🇺 Australia     | 2000        | 🇰🇷 South Korea    | 2010        |
| 🇲🇾 Malaysia      | 2010        | 🇬🇧 United Kingdom | 2023        |
| 🇩🇰 Denmark       | 2024        | 🇪🇬 Egypt          | 2024        |
| 🇫🇮 Finland       | 2024        | 🇬🇷 Greece         | 2024        |
| 🇳🇱 Netherlands   | 2024        | 🇵🇱 Poland         | 2024        |
| 🇷🇴 Romania       | 2024        |                     |             |

A yield needs at least three quoted tenors on the day, so the earliest years in some markets are thinner than recent ones. A date with too few quotes returns "Not enough traded bonds" from `/gov_yield`.

***

## FX

Spot history is a series of daily closes. The majors go back decades; most other pairs start in the 2000s or earlier.

| Pair    | Daily closes from | Pair    | Daily closes from |
| ------- | ----------------- | ------- | ----------------- |
| USD/JPY | 1975              | USD/CNY | 1990              |
| USD/CHF | 1975              | USD/INR | 1990              |
| USD/CAD | 1975              | USD/MXN | 1990              |
| USD/ZAR | 1975              | USD/BRL | 1995              |
| AUD/USD | 1980              | EUR/USD | 1999              |
| EUR/GBP | 1999              | GBP/USD | 2002              |
| USD/TRY | 2005              |         |                   |

Forward points history starts on 18 December 2025 for every pair, as one end-of-day snapshot per business day. See [Supported FX Currency Pairs](/documentation/data-coverage/whats-available/supported-fx-currency-pairs.md#history-and-update-timing).

***

## Inflation curves

| Index        | Curves from   |
| ------------ | ------------- |
| 🇬🇧 UK RPI  | November 2022 |
| 🇪🇺 EU HICP | May 2023      |

UK CPI curves are derived from UK RPI and share its history. See [Inflation Curves](/documentation/methodology/inflation-curves.md).


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