Interest Rates Data

SOFR & Federal Treasuries. Decades of History.

Comprehensive interest rates data including SOFR and Federal Treasury rates. Access over 30 years of historical data for financial modeling and analysis.

Data Sources

SOFR

Secured Overnight Financing Rate

The benchmark interest rate for dollar-denominated derivatives and loans. SOFR replaced LIBOR as the primary interest rate benchmark.

Treasury

Federal Treasury Rates

Official US Treasury yield curve data across all maturities. Essential for fixed income analysis and risk-free rate calculations.

Historical Coverage

30+
Years of History
Daily
Updates
100%
Accuracy

Key Features

Historical Analysis

Access decades of historical interest rate data for comprehensive backtesting and research.

Yield Curve Data

Complete Treasury yield curve across all standard maturities from 1-month to 30-year bonds.

Daily Updates

Fresh data delivered daily to keep your models current with the latest market conditions.

API Access

Simple REST API for seamless integration into your applications and workflows.

Use Cases

Options Pricing Models

Use risk-free rates for accurate Black-Scholes and other derivatives pricing calculations

Fixed Income Analysis

Analyze Treasury yields and spreads for bond portfolio management and trading strategies

Economic Research

Study interest rate cycles and their impact on broader financial markets over decades

Risk Management

Incorporate interest rate scenarios into stress testing and risk assessment frameworks