How far out do BlueGamma's curves go?
BlueGamma provides swap rates and forward curves out to the longest maturities quoted in each market. The table below lists the maximum tenor available for each index.
The table below lists the longest tenor available for each index. Swap rates and forward curves can be requested for any maturity up to this point.
Note: the longest tenors on a curve can extend beyond the last widely traded maturity in that market. Where that is the case, the long end of the curve is extrapolated from the last available market quotes.
AED
12M EIBOR
10Y
AED
1M EIBOR
10Y
AED
3M EIBOR
10Y
AED
6M EIBOR
10Y
AUD
1M BBSW
40Y
AUD
1M BBSY
40Y
AUD
3M BBSW
35Y
AUD
3M BBSY
35Y
AUD
6M BBSW
30Y
AUD
6M BBSY
30Y
AUD
AONIA
40Y
BRL
CDI
5Y
CAD
3M CDOR
40Y
CAD
CORRA
30Y
CHF
1M CHF-LIBOR
19Y
CHF
6M CHF-LIBOR
30Y
CHF
SARON
40Y
CLP
TNA
20Y
CNY
7D REPO
10Y
COP
IBR
15Y
CZK
3M PRIBOR
30Y
CZK
6M PRIBOR
30Y
DKK
12M CIBOR
30Y
DKK
1M CIBOR
30Y
DKK
3M CIBOR
30Y
DKK
6M CIBOR
30Y
DKK
CITA
30Y
DKK
DESTR
30Y
EUR
12M EURIBOR
60Y
EUR
1M EURIBOR
50Y
EUR
3M EURIBOR
50Y
EUR
6M EURIBOR
50Y
EUR
ESTR
60Y
GBP
1M GBP-LIBOR
3Y
GBP
3M GBP-LIBOR
60Y
GBP
6M GBP-LIBOR
60Y
GBP
SONIA
70Y
HKD
1M HIBOR
15Y
HKD
3M HIBOR
30Y
HKD
6M HIBOR
15Y
HKD
HONIA
15Y
HUF
3M BUBOR
20Y
HUF
6M BUBOR
30Y
ILS
3M TELBOR
20Y
ILS
SHIR
20Y
INR
Overnight MIBOR
10Y
JPY
3M JPY-LIBOR
40Y
JPY
3M TIBOR
40Y
JPY
6M JPY-LIBOR
40Y
JPY
6M TIBOR
40Y
JPY
TONAR
40Y
KRW
91D CD
20Y
KWD
3M KIBOR
40Y
MXN
28 Day TIIE
30Y
MXN
TIIEON
20Y
MYR
3M KLIBOR
15Y
NOK
3M NIBOR
30Y
NOK
6M NIBOR
30Y
NOK
NOWA
30Y
NZD
1M BKBM
30Y
NZD
3M BKBM
20Y
NZD
NZONIA
30Y
NZD
OCR
30Y
PLN
3M WIBOR
30Y
PLN
6M WIBOR
30Y
PLN
POLONIA
30Y
SAR
3M SAIBOR
10Y
SEK
3M STIBOR
30Y
SEK
6M STIBOR
30Y
SEK
STINA
30Y
SEK
SWESTR
30Y
SGD
SORA
40Y
THB
3M BIBOR
40Y
THB
6M THBFIX
40Y
TRY
3M TRYIBOR
15Y
TWD
3M TAIBOR
10Y
USD
1M USD-LIBOR
30Y
USD
3M USD-LIBOR
50Y
USD
6M USD-LIBOR
30Y
USD
Fed Funds
60Y
USD
SOFR
60Y
ZAR
3M JIBAR
30Y
ZAR
ZARONIA
30Y
For the earliest available date for each index, see How far back does BlueGamma's data go?
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