Where BlueGamma’s data comes from?
BlueGamma delivers swap rate and forward curve data built from a mix of trusted market providers, central banks, and reference institutions.
Our platform brings together data from across the global interest rate ecosystem to create a complete view of the market. Each data stream is carefully validated and monitored to ensure accuracy and reliability across currencies and tenors.
We aggregate data from:
Broker-dealer networks: capturing live and indicative pricing across OIS and IRS markets.
Electronic trading venues: reflecting real, tradeable market levels, liquidity conditions, and daily rate movements.
Central banks and reference institutions: providing benchmark fixings and policy rates
We use these market inputs to contruct our forward curves, blending swap rate data, fixings, and benchmark levels to produce smooth representations of the market across maturities.
1M EURIBOR
1.919%
3M EURIBOR
1.870%
6M EURIBOR
2.099%
1Y
2.122%
Annual vs 6M EURIBOR
2Y
2.199%
Annual vs 6M EURIBOR
3Y
2.186%
Annual vs 6M EURIBOR
5Y
2.326%
Annual vs 6M EURIBOR
10Y
2.625%
Annual vs 6M EURIBOR
This combination of live market data and benchmarks allows BlueGamma to deliver a representative dataset for more than 40 benchmark curves, including SOFR, SONIA, CORRA, EURIBOR, SARON, BBSW, and others.
All data is made available through our API, Excel Add-in, and web platform, making it easy to integrate into models, pricing tools, or portfolio analytics.
💡 Explore live swap rate data → app.bluegamma.io
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