20 Year SOFR Swap Rate

Download 20 Year SOFR Swap Rate Data

Download live and historic swap rates in an easy-to-use web app.

Live rates, refreshed every minute in the platform

SOFR 

20 Year

 Swap rate historic data

No terminal required

20 Year SOFR Swap Rate Historical Data

Download current and historic rates in Excel

20 Year SOFR Swap Rate Chart

Looking for other tenors or longer history?

Access the full swap rate dataset in the BlueGamma web app.

The Fastest Way to Download Interest Rate Data

Get interest rate curves, swap rates and more in 3 clicks.

App

Real-time access to the data on-demand.

API

Seamlessly integrate the data into your software.

Excel Add-in

Pull the data directly into your spreadsheets.

Price your own Interest Rate Swaps

Amortising and forward starting swaps supported

Easy to export cash flows to Excel

Swap Pricing Dashboard
5Y USD IRS
4.25%
10Y EUR IRS
3.15%
7Y GBP IRS
4.05%

"The swap pricing capabilities of BlueGamma has helped build our understanding of the financing landscape."

Managing Director, Fund, London
Pricing

Accurately price interest rate swaps for complex debt structures.

Modeling

Model various debt scenarios with multiple swap schedules.

Management

Store and manage multiple Interest Rate Swaps.

Currencies

Calculate swap rates for 20+ currencies including EURIBOR, SOFR, and SONIA.

Live Data

Access real-time market data updated every 5 minutes.

Collaboration

Share projects across the team for better collaboration

"BlueGamma offers comprehensive data which is crucial for me and myteam. BlueGamma nails the essentials in a way that everyonecan use the platform."

Managing Director, Fund, London

"Updating models has become so much easier with BlueGamma."

Analyst, Fund, London

Built to match the market and ready to use in your model

Live quotes in, easy-to-use curves out.

Quotes taken directly from leading inter-dealer brokers and exchanges.

Bootstrapped to make the curves ready to use in your model.

Validated for consistency on a regular basis.

Delivered in Excel format, making the curves ready to use.

Current SOFR

Access the latest SOFR rates.

Access the complete rates toolkit

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