Available Indices

A complete list of interest rate indices available through BlueGamma, organised by currency.

BlueGamma supports a wide range of interest rate indices across 30+ currencies.

Index names are case-sensitive. Use them exactly as shown (e.g., "SOFR", "3M EURIBOR", "SONIA").

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API & Excel Add-in Indices

The following indices are available through the BlueGamma API and Excel Add-in.

Major Currencies

USD – US Dollar

Index	Description
SOFR	Secured Overnight Financing Rate
Fed Funds	Federal Funds Rate

EUR – Euro

Index	Description
1M EURIBOR	1-Month Euro Interbank Offered Rate
3M EURIBOR	3-Month Euro Interbank Offered Rate
6M EURIBOR	6-Month Euro Interbank Offered Rate
ESTR	Euro Short-Term Rate

GBP – British Pound

Index	Description
SONIA	Sterling Overnight Index Average

CHF – Swiss Franc

Index	Description
SARON	Swiss Average Rate Overnight

JPY – Japanese Yen

Index	Description
TONAR	Tokyo Overnight Average Rate

CAD – Canadian Dollar

Index	Description
CORRA	Canadian Overnight Repo Rate Average
3M CDOR	3-Month Canadian Dollar Offered Rate

AUD – Australian Dollar

Index	Description
3M BBSW	3-Month Bank Bill Swap Rate
6M BBSW	6-Month Bank Bill Swap Rate
3M BBSY	3-Month Bank Bill Swap Bid Rate
6M BBSY	6-Month Bank Bill Swap Bid Rate
AONIA	Australian Overnight Index Average

NZD – New Zealand Dollar

Index	Description
3M BKBM	3-Month Bank Bill Benchmark Rate
OCR	Official Cash Rate

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European Currencies

SEK – Swedish Krona

Index	Description
3M STIBOR	3-Month Stockholm Interbank Offered Rate

NOK – Norwegian Krone

Index	Description
3M NIBOR	3-Month Norwegian Interbank Offered Rate
6M NIBOR	6-Month Norwegian Interbank Offered Rate

DKK – Danish Krone

Index	Description
1M CIBOR	1-Month Copenhagen Interbank Offered Rate
3M CIBOR	3-Month Copenhagen Interbank Offered Rate
6M CIBOR	6-Month Copenhagen Interbank Offered Rate
CITA	Copenhagen T/N Average

PLN – Polish Zloty

Index	Description
6M WIBOR	6-Month Warsaw Interbank Offered Rate
POLONIA	Polish Overnight Index Average

CZK – Czech Koruna

Index	Description
6M PRIBOR	6-Month Prague Interbank Offered Rate

HUF – Hungarian Forint

Index	Description
6M BUBOR	6-Month Budapest Interbank Offered Rate

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Asia Pacific

SGD – Singapore Dollar

Index	Description
SORA	Singapore Overnight Rate Average

HKD – Hong Kong Dollar

Index	Description
1M HIBOR	1-Month Hong Kong Interbank Offered Rate
3M HIBOR	3-Month Hong Kong Interbank Offered Rate

CNY – Chinese Yuan

Index	Description
7D REPO	7-Day Repo Rate
1Y DEPO	1-Year Deposit Rate

KRW – South Korean Won

Index	Description
91D CD	91-Day Certificate of Deposit Rate

TWD – Taiwan Dollar

Index	Description
3M TAIBOR	3-Month Taipei Interbank Offered Rate

INR – Indian Rupee

Index	Description
Overnight MIBOR	Mumbai Interbank Overnight Rate

MYR – Malaysian Ringgit

Index	Description
3M KLIBOR	3-Month Kuala Lumpur Interbank Offered Rate

THB – Thai Baht

Index	Description
3M BIBOR	3-Month Bangkok Interbank Offered Rate
6M THBFIX	6-Month Thai Baht Interest Rate Fixing

IDR – Indonesian Rupiah

Index	Description
3M SBI	3-Month Bank Indonesia Certificate Rate

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Middle East & Africa

AED – UAE Dirham

Index	Description
1M EIBOR	1-Month Emirates Interbank Offered Rate
3M EIBOR	3-Month Emirates Interbank Offered Rate
6M EIBOR	6-Month Emirates Interbank Offered Rate

SAR – Saudi Riyal

Index	Description
3M SAIBOR	3-Month Saudi Arabian Interbank Offered Rate

KWD – Kuwaiti Dinar

Index	Description
3M KIBOR	3-Month Kuwait Interbank Offered Rate

ILS – Israeli Shekel

Index	Description
3M TELBOR	3-Month Tel Aviv Interbank Offered Rate

ZAR – South African Rand

Index	Description
3M JIBAR	3-Month Johannesburg Interbank Average Rate

TRY – Turkish Lira

Index	Description
3M TRYIBOR	3-Month Turkish Lira Interbank Offered Rate

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Americas

BRL – Brazilian Real

Index	Description
CDI	Certificado de Depósito Interbancário

MXN – Mexican Peso

Index	Description
28 Day TIIE	28-Day Tasa de Interés Interbancaria de Equilibrio

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App Only Indices

The following indices are available in the BlueGamma web app but are not yet available via the API or Excel Add-in.

Currency	Index	Description
EUR	12M EURIBOR	12-Month Euro Interbank Offered Rate
AUD	1M BBSW	1-Month Bank Bill Swap Rate
AUD	1M BBSY	1-Month Bank Bill Swap Bid Rate
NZD	1M BKBM	1-Month Bank Bill Benchmark Rate
NZD	NZONIA	New Zealand Overnight Index Average
SEK	6M STIBOR	6-Month Stockholm Interbank Offered Rate
SEK	STINA	STIBOR T/N Average
SEK	SWESTR	Swedish Krona Short-Term Rate
NOK	NOWA	Norwegian Overnight Weighted Average
DKK	DESTR	Denmark Short-Term Rate
PLN	3M WIBOR	3-Month Warsaw Interbank Offered Rate
CZK	3M PRIBOR	3-Month Prague Interbank Offered Rate
HUF	3M BUBOR	3-Month Budapest Interbank Offered Rate
RON	ROTX	Romanian Overnight Index Average
HKD	6M HIBOR	6-Month Hong Kong Interbank Offered Rate
HKD	HONIA	Hong Kong Overnight Index Average
THB	THOR	Thai Overnight Repurchase Rate
ILS	SHIR	Shekel Overnight Interest Rate
ZAR	ZARONIA	South African Overnight Index Average
MXN	TIIEON	TIIE Overnight
COP	IBR	Indicador Bancario de Referencia
CLP	TNA	Tasa Nominal Anual

Need one of these indices via API or Excel? Contact us at [email protected] and we can prioritise adding it.

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Using Indices

In Excel

=BlueGamma.FORWARD_RATE("SOFR", "2026-01-01", "2026-04-01")
=BlueGamma.SWAP_RATE("3M EURIBOR", "2025-01-01", "2030-01-01", "6M")
=BlueGamma.DISCOUNT_FACTOR("SONIA", "2027-01-01")

In the API

curl -X GET "https://api.bluegamma.io/v1/swap_rate?index=SOFR&start_date=2025-01-01&end_date=2030-01-01" \
  -H "x-api-key: your_api_key"

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Need a Different Index?

If you need an index that isn't listed here, please contact us at [email protected] — we're always expanding our coverage.