Today's OIS Swap Rates

Updated every business day from DTCC public swap data and Eurex clearing settlement prices.

API Access (free)
GET /api/curves/USD
GET /api/curves/all

Returns JSON with tenor, rate, discount factor, trade count, and source for each currency. Try it →

About this data

OIS (Overnight Index Swap) rates are the benchmark for discounting collateralized derivatives. These rates are derived from actual interbank swap trades reported daily to the DTCC under Dodd-Frank, and from Eurex Clearing settlement prices. They represent the market's expectation of future overnight rates (SOFR, ESTR, SONIA, TONA, SARON) at each maturity.

How to read: The "Rate" column shows the par swap rate — the fixed rate that makes an OIS swap worth zero at inception. The "DF" column shows the discount factor — the present value of $1 received at that maturity.

Sources: USD and EUR from DTCC CFTC public data (Dodd-Frank mandated). GBP, JPY, CHF from Eurex Clearing settlement prices.