#fixed-income

The SOFR term reference rates that actually price US dollar floating-rate loans and notes, live from the Federal Reserve Bank of New York's public markets API — no key, nothing stored. Now that LIBOR is gone, trillions of dollars of loans, FRNs and derivatives reference SOFR, but almost none of them reference the overnight SOFR fixing directly: they reference the New York Fed's compounded SOFR Averages (30-, 90- and 180-day) and the SOFR Index, the backward-looking term rates that turn the daily fixing into a usable loan rate. The rates endpoint returns the three averages, the SOFR Index value and a plain-language read of the term-average slope (with the overnight SOFR for context). The accrual endpoint is the operational one: give it a start and end date and it computes the realized compounded SOFR over that period straight from the SOFR Index — the exact arithmetic (Index_end / Index_start − 1, ACT/360) a loan servicer or FRN desk runs to settle an interest period, with the resulting rate and dollar interest. The history endpoint returns the averages and index as a daily time series. This is the SOFR term-rate / accrual cut — distinct from the overnight money-market benchmark board (the daily SOFR fixing, without the compounded averages or the index) and from the funding-spread stress monitor (the spreads between overnight rates, not the term reference rates).

api.oanor.com/sofraverages-api

What is moving across the bond market, by duration and credit, computed live from Yahoo Finance via the major fixed-income ETFs (no key, nothing stored). Bonds are the other half of every portfolio, and their moves are the cleanest read on interest rates and credit: when long Treasuries (TLT) fall, the market is pricing higher long rates; when high-yield (HYG) lags investment-grade (LQD), credit risk is being repriced. For every fixed-income ETF — Treasuries from ultra-short to 20-year-plus, investment-grade and high-yield credit, TIPS, munis, emerging-market and aggregate bonds — this measures the change on the day, the week and the month, the 52-week high and low and where the price sits in that range, tagged by category and rate sensitivity. The board endpoint returns the whole complex ranked by daily change with the gainers and losers and a category breakdown. The bond endpoint returns one ETF's performance card. The bonds endpoint lists what is covered. The fixed-income performance / bond-board cut — distinct from the government-bond-yield, yield-curve, central-bank-rate and bond-pricing-math APIs. Remember: a bond ETF's price moves inverse to its yield.

api.oanor.com/bondperformance-api

Live data on the Federal Reserve's balance sheet — the System Open Market Account (SOMA) — via the Federal Reserve Bank of New York's public markets API. SOMA is the portfolio of Treasury securities, agency debt and agency MBS the Fed holds, the asset side of the world's most important central-bank balance sheet, the thing that grows in QE and shrinks in QT. Get the latest weekly snapshot — total holdings and the breakdown across bills, notes and bonds, TIPS, FRNs, agency MBS, CMBS and agency debt. Pull the weekly time series back two decades to see every round of quantitative easing and tightening. Read the actual line-item securities the Fed owns — each CUSIP with its security type, maturity, coupon, par value held and share of the issue outstanding. Bucket the Treasury holdings by time to maturity, the profile that drives the pace of runoff. Live, no key, nothing stored. Distinct from money-market reference-rate, FX-rate, central-bank-policy and stock-index APIs — this is the size, composition and maturity of the Fed's actual securities portfolio. Perfect for rates, macro, fixed-income and analytics apps.

api.oanor.com/fedsoma-api

Live results and schedule of US Treasury debt auctions, served from the US Treasury's FiscalData API — no key, nothing cached. Every Treasury bill, note, bond, TIPS and FRN is sold at auction, and the results are the market's clearest read on demand for US government debt. The auctions endpoint returns the most recent auctions — bills, notes, bonds and more — each with its CUSIP, security type and term, auction and issue dates and offering amount. The results endpoint returns the recently completed auctions with the numbers that matter: the high yield or discount rate, the bid-to-cover ratio (how many dollars were bid for each dollar offered — the headline demand gauge, around 2.5 for a healthy 20-year bond), the interest rate and the price. The security endpoint returns the full detail of one auctioned security by its CUSIP. Everything is the Treasury's own published auction data, live, nothing stored. This is the Treasury-auction layer for any fixed-income, rates, macro or research app. Distinct from debt-level and yield-curve APIs — this is the auction calendar and results: what the Treasury sold, at what yield, and how strong the demand was. 3 endpoints, no key on our side.

api.oanor.com/treasuryauctions-api

Live long-term (about 10-year) government bond interest rates for around 44 countries, side by side, served from the OECD's official statistics in a single live call. The long-term government bond yield is the benchmark cost of money for an economy, and this puts the whole developed world on one screen — the United States, Germany, the United Kingdom, Japan, Canada, Australia, Brazil, Switzerland, Mexico, Colombia and dozens more — each with its latest published rate and the month it covers. The yields endpoint returns every country ranked by yield together with its spread over the German Bund, the euro-area safe-asset benchmark: in mid-2026 Colombia near 13.2%, Mexico 9.5% and Brazil 9.1% sit at the top while Switzerland near 0.5% sits at the bottom, with the US around 4.5% and the German Bund around 3.0%. The country endpoint returns one country's long-term yield with two years of recent monthly history. The spreads endpoint ranks every country by its yield spread over a chosen benchmark — Germany or the United States — the risk-and-rate-differential picture fixed-income and macro desks watch. This is the international-rates comparison layer for any fixed-income, forex, macro or research app. Live from the OECD, nothing stored. Distinct from single-country central-bank and yield-curve APIs — this is the cross-country sovereign-yield comparison across the developed world. Monthly OECD series; 4 endpoints. No key, no cache.

api.oanor.com/worldbonds-api

Live US money-market benchmark rates from the Federal Reserve Bank of New York's public markets API — no key, nothing cached. These are the rates that price trillions of dollars of loans and derivatives now that LIBOR is gone. The rates endpoint returns every benchmark the New York Fed publishes in one call: SOFR (the Secured Overnight Financing Rate, the headline US benchmark, around 3.6% on over three trillion dollars of daily volume), the Effective Federal Funds Rate (EFFR), the Overnight Bank Funding Rate (OBFR), and the Treasury and Broad General Collateral Rates (TGCR, BGCR) — each with its rate, the daily transaction volume in billions and the effective date. The sofr endpoint gives SOFR in detail with its full percentile distribution (1st, 25th, 75th, 99th) and recent trend. The history endpoint returns the recent daily path of any one rate. This is the benchmark-rate layer for any fixed-income, derivatives, lending, treasury or macro app that needs authoritative US overnight rates. Live from the New York Fed, nothing stored. Distinct from the ECB and central-bank-policy APIs — these are the US secured and unsecured money-market reference rates. 4 endpoints.

api.oanor.com/usrates-api

Fixed-income bond maths as an API, computed locally and deterministically. The price endpoint computes a bond's price from its face value, coupon rate, yield to maturity, years to maturity and coupon frequency — Price = Σ coupon/(1+y)ᵗ + face/(1+y)ⁿ with y the periodic yield — and reports the clean price as a percent of par, the annual coupon, the current yield and whether the bond trades at a premium, discount or par. The yield endpoint inverts this, solving for the yield to maturity that matches a given market price by bisection, with the current yield. The duration endpoint computes the Macaulay duration (the cash-flow-weighted average time), the modified duration (which approximates the percent price change per 1 % yield move), the convexity and the DV01 (the price change per basis point). A zero-coupon bond is just coupon rate 0. Everything is computed locally and deterministically, so it is instant and private. Ideal for fintech, fixed-income, treasury and portfolio app developers, bond-analytics and risk tools, and finance education. Pure local computation — no key, no third-party service, instant. Live, nothing stored. 3 endpoints. This is bond analytics; for option pricing use an options API and for NPV and IRR an NPV API.

api.oanor.com/bond-api