historical_fixings

Daily published fixings for a benchmark index.

Examples

from openbb import obb
obb.cftc.historical_fixings(provider='cftc')
# A year of 3-month EURIBOR fixings.
obb.cftc.historical_fixings(index='EURIBOR', provider='cftc')
# SOFR over a chosen window.
obb.cftc.historical_fixings(index='SOFR', start_date='2026-01-01', end_date='2026-07-24', provider='cftc')

Parameters

• standard
• cftc

index: str | None
Default: SOFR
Published benchmark to return fixings for.

start_date: date | None | str
Start date of the window. Default is one year back.

end_date: date | None | str
End date of the window. Default is today.

use_cache: bool | None
Default: True
Cache the published fixings locally.

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Returns

results: CftcHistoricalFixings

Serializable results.

provider: str | None

Provider name.

warnings: Optional[list[Warning_]]

List of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

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Data

• standard
• cftc

date: date | str
Effective date of the fixing.

rate: float
Published fixing, as a percent.

change_bps: float | None
Change from the previous published fixing, in basis points.