#rates

The money-market spreads that signal whether US dollar funding is calm or seizing up, computed live from the Federal Reserve Bank of New York's public rates API — no key, nothing stored. The headline overnight rates all sit within a few basis points of each other when markets are healthy; it is the spreads between them, and their spikes, that reveal stress. The most-watched is SOFR minus EFFR: SOFR is the cost of secured (collateralised, repo) borrowing and EFFR the cost of unsecured fed-funds borrowing, so when SOFR climbs above EFFR it means collateral is suddenly expensive — the classic repo-stress signal that blew out in September 2019 and around quarter-ends. This API computes that and the other key spreads — SOFR vs the Overnight Bank Funding Rate, SOFR vs the Broad General Collateral Rate, and the general-vs-tri-party collateral spread — in basis points, with a funding-stress regime read. The spreads endpoint returns the live rate board and every spread; the distribution endpoint returns SOFR's intraday percentile spread (99th minus 1st), a within-day dispersion gauge that widens when funding is segmented; the history endpoint returns the time series of any spread and counts the stress days. This is the funding-stress / money-market-spread cut — distinct from the raw NY-Fed rate-level feed (which lists the rates but not the spreads or the stress signal), the central-bank-policy and the yield-curve APIs. It is the gap between the rates, which is where the stress lives.

api.oanor.com/fundingspread-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

The full grid of every major currency against every other, with the day's move in each cell, computed live from Yahoo Finance (no key, nothing stored). It is the dashboard every FX desk keeps open: an 8x8 matrix of the majors (USD, EUR, GBP, JPY, CHF, AUD, CAD, NZD) showing the cross rate and the percentage change on the day for every pair at once, so you can see in a single glance which currencies are bid and which are offered across the board. The matrix endpoint returns the whole rate grid plus the matching change-on-the-day heatmap, and derives the strongest and weakest currency from their average move against the basket. The cross endpoint returns one pair's rate and daily change. The currencies endpoint lists what is covered. The FX cross-rate matrix / heatmap cut — distinct from the bring-your-own-rates cross-rate & triangular-arbitrage calculator, the currency-strength meter (one aggregate score per currency) and the single-pair price APIs. It is the whole board, live.

api.oanor.com/fxheatmap-api

The inflation-adjusted side of the US Treasury yield curve, served from the Treasury's official daily feeds. The realyields endpoint returns the latest TIPS real yield curve — the inflation-protected (real) yield at the 5, 7, 10, 20 and 30-year maturities. The breakeven endpoint returns market-implied inflation: at each maturity it takes the nominal Treasury yield minus the real yield, which is the average annual inflation rate the bond market is pricing in over that horizon, and returns it alongside the nominal and real components. The history endpoint returns the daily time series of the real yield, the nominal yield and the breakeven inflation rate for one maturity over a year. A 10-year breakeven of 2.3 means the market is pricing roughly 2.3% average inflation over the next decade — a core gauge for rates traders, macro funds and inflation hedgers. This is the real-yield and inflation-expectations data-cut — distinct from the nominal yield-curve, the world-government-bond and the central-bank-rate APIs in the catalogue. Live, no key on the upstream, nothing stored.

api.oanor.com/realyields-api

Live euro short-term rate (€STR) data from the European Central Bank. The €STR is the euro area's overnight risk-free benchmark, computed daily by the ECB from the real unsecured borrowing of euro-area banks; it underpins euro derivatives and floating-rate contracts and is the successor to EONIA and a key reference alongside EURIBOR. The estr endpoint returns the latest rate plus its full daily statistics — the underlying borrowing volume, the number of reporting banks and transactions, the 25th and 75th rate percentiles and the share of the five largest banks. The policy endpoint returns the ECB key-rate corridor (deposit facility, main refinancing operations, marginal lending) and where €STR sits inside it. The history endpoint returns the €STR rate over recent days. Read live from the ECB, nothing stored. This is the euro overnight risk-free rate and ECB policy corridor — distinct from FX reference feeds, bond yield curves and money-market futures.

api.oanor.com/estr-api

VAT, GST and sales-tax rates for 128 countries — plus US state and Canadian province sub-rates — with a built-in tax calculator. Get the standard rate for any country (e.g. DE → 19%), compute the tax and gross total on a net amount (e.g. €100 in Germany → €19 tax, €119 total), apply a US state or Canadian province rate, or list every country. Ideal for e-commerce checkouts, invoicing, SaaS billing and pricing tools. (Standard rates, not tax advice.)

api.oanor.com/vat-api