Hong Kong Interbank Interest Rates – Period average figures

API Detailed Documentation

API URL:

https://api.hkma.gov.hk/public/market-data-and-statistics/monthly-statistical-bulletin/er-ir/hk-interbank-ir-periodaverage?segment=hibor.fixing

Request Parameters (Mandatory)

Parameter Name Description
segment Used to indicate which sets of data are going to retrieve.
Format: segment=data segment name (hibor.fixing/hibor/honia)
Example: segment=hibor.fixing

HIBOR Fixing(hibor.fixing) / HIBOR(hibor)

Output Fields (JSON) Swagger Format
Name Type Unit Of Measure Description
end_of_monthDateDuring
Year and Month in ISO format yyyy-mm, For example, 1997-01
ir_overnightNumberpercent per annumOvernight
ir_1wNumberpercent per annum1-week
ir_1mNumberpercent per annum1-month
ir_3mNumberpercent per annum3-month
ir_6mNumberpercent per annum6-month
ir_9mNumberpercent per annum9-month
ir_12mNumberpercent per annum12-month

HONIA(honia)

Output Fields (JSON) Swagger Format
Name Type Unit Of Measure Description
end_of_monthDateDuring
Year and Month in ISO format yyyy-mm, For example, 1997-01
ir_overnightNumberpercent per annumOvernight

Footnotes(HIBOR Fixing):

1. The Hong Kong Association of Banks (HKAB) is the source and owner of the HKD Interest Settlement Rates. As part of the HKAB FRA terms, daily HKD Interest Settlement Rates are fixed by reference to market rates for HKD deposits in the Hong Kong interbank market. These fixings are usually released on the website of the HKAB each business day (excluding Saturdays) at 11.15 a.m., on the basis of quotations provided by 12-20 banks designated by the HKAB. The HKD Interest Settlement Rates are calculated by averaging the middle quotes after excluding the highest three quotes and lowest three quotes received from the reference banks.
2. The HKAB has ceased to calculate and publish the 9-month HKD Interest Settlement Rates since 1 April 2014.

Footnotes(HIBOR):

1. Hong Kong Interbank Offered Rates (HIBOR) refer to the middle closing rates quoted by the Standard Chartered Bank in the interbank money market.
2. Reporting discontinued since 1 January 2013.

Footnotes(HONIA):

1. The Treasury Markets Association (TMA) is the source and owner of Hong Kong Dollar (HKD) Overnight Index Average (HONIA) with effect from 5 April 2016. HONIA is a volume-weighted mean of overnight HKD unsecured interbank lending transactions executed through a panel of five contributing money brokers between 8:00 a.m. and 4:00 p.m. Hong Kong time on a business day.

API Examples

Javascript Example

$.ajax({
url: 'https://api.hkma.gov.hk/public/market-data-and-statistics/monthly-statistical-bulletin/er-ir/hk-interbank-ir-periodaverage?segment=hibor.fixing&offset=0',
dataType:'json',
success:function(data){
alert('results found:'+ data.result.datasize)
}
});

Python Example

import urllib.request
url = 'https://api.hkma.gov.hk/public/market-data-and-statistics/monthly-statistical-bulletin/er-ir/hk-interbank-ir-periodaverage?segment=hibor.fixing&offset=0'
with urllib.request.urlopen (url) as req:
print (req.read())

How to use the APIs

To learn more, please visit API documentation.