RateSonar

com.ratesonar/ratesVersion 0.1.0

Current and past Australian bank rates: home loans, savings and term deposits, with lender and date.

Status

Responds169 msNov 14, 2026, 14:11 UTCAnswered our handshake without sign-in.

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Last checked: Nov 14, 2026, 14:11 UTC
Latency: 169 ms
Remotes responding: 1 of 1
Sign-in: No sign-in
Hosting: Hosted outside the EU (detected)
Registry data as of: Nov 14, 2026, 22:14 UTC

Data from the official MCP Registry, checked by run.zero. How we check

Connect

Streamable HTTP

https://api.ratesonar.com/mcpResponds169 msNov 14, 2026, 14:11 UTC

No sign-in

Claude Code

claude mcp add --transport http rates https://api.ratesonar.com/mcp

Claude Desktop and claude.ai

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Settings > Connectors > Add custom connector
Name: rates
Remote MCP server URL: https://api.ratesonar.com/mcp

Cursor

{
  "mcpServers": {
    "rates": {
      "url": "https://api.ratesonar.com/mcp"
    }
  }
}

VS Code

code --add-mcp '{"name":"rates","type":"http","url":"https://api.ratesonar.com/mcp"}'

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Tools

11 tools

Tools of RateSonar
	Description		Read-only	Idempotent	Open world
`bank_analysis`An evidence-checked AI reading of bank_position. Supports savings or term deposits against variable/fixed home loans, card purchase rates, personal, car or business loans. Returns cited claims, inference labels and dated records; partial readings name withheld sections; unavailable or rejected AI leaves the records intact. No supplied rates accepted.	An evidence-checked AI reading of bank_position. Supports savings or term deposits against variable/fixed home loans, card purchase rates, personal, car or business loans. Returns cited claims, inference labels and dated records; partial readings name withheld sections; unavailable or rejected AI leaves the records intact. No supplied rates accepted.	No	Yes	Yes	No
`bank_position`Selected bank deposit and loan contracts against matching peer brands, own recorded history, RBA cash and dated funding disclosures. Pass an institutionId and product cohort. No claims about private ALM, intent or margins.	Selected bank deposit and loan contracts against matching peer brands, own recorded history, RBA cash and dated funding disclosures. Pass an institutionId and product cohort. No claims about private ALM, intent or margins.	No	Yes	Yes	No
`compare_rates`Current comparison across institutions for a product category (home_loan \| savings \| term_deposit \| credit_card \| personal_loan \| car_loan \| business_loan): each product at its own most recent observation (observedDate tells you how fresh). Home loans can be filtered by loanPurpose/repaymentType/rateType — the headline home-loan rate is the owner-occupied P&I rate whose LVR band covers 80%. Term deposits take termMonths (the published rate for that term, e.g. 6 or 12) and deposits take customerSegment. Standard products only unless audience says otherwise. Returns the best `limit` rows (default 25, at most 40); `truncated` says more exist. It has no lender filter: for one lender's products use find_products. Fees are summarised (name, type, amount or rate, frequency); rate_details has every fee field.	Current comparison across institutions for a product category (home_loan \| savings \| term_deposit \| credit_card \| personal_loan \| car_loan \| business_loan): each product at its own most recent observation (observedDate tells you how fresh). Home loans can be filtered by loanPurpose/repaymentType/rateType — the headline home-loan rate is the owner-occupied P&I rate whose LVR band covers 80%. Term deposits take termMonths (the published rate for that term, e.g. 6 or 12) and deposits take customerSegment. Standard products only unless audience says otherwise. Returns the best `limit` rows (default 25, at most 40); `truncated` says more exist. It has no lender filter: for one lender's products use find_products. Fees are summarised (name, type, amount or rate, frequency); rate_details has every fee field.	No	Yes	Yes	No
`curve_pipeline_status`Validation, freshness, missing families, source hashes and last-good fallback status of the automated curve pipeline. An unhealthy response is evidence of a pipeline problem, not bank risk.	Validation, freshness, missing families, source hashes and last-good fallback status of the automated curve pipeline. An unhealthy response is evidence of a pipeline problem, not bank risk.	No	Yes	Yes	No
`find_products`Find current products by lender and words in the product name, e.g. institution "CBA" and query "standard variable". Returns institution_id and product_id for each match, with category, rate and observed_date. A product is the pair (institution_id, product_id): pass both to rate_history or rate_details. Use compare_rates instead to rank lenders for a category.	Find current products by lender and words in the product name, e.g. institution "CBA" and query "standard variable". Returns institution_id and product_id for each match, with category, rate and observed_date. A product is the pair (institution_id, product_id): pass both to rate_history or rate_details. Use compare_rates instead to rank lenders for a category.	No	Yes	Yes	No
`list_series`Every standard series slug the series tool accepts, with its label, kind (level or spread) and unit (% or bps). Call this before series when you do not know the slug.	Every standard series slug the series tool accepts, with its label, kind (level or spread) and unit (% or bps). Call this before series when you do not know the slug.	No	Yes	Yes	No
`rate_changes`Recent change-events, newest first: a rate moved, a product was added, or a product was withdrawn. Each event has the lender, the product's name and category, and field-level deltas (e.g. rate [6.09, 5.89], bps -20). Filter by institutionId, category, kind and direction. Returns `limit` events (default 50, at most 200); `truncated` says more match. This is a diff of RateSonar's consecutive captured observations.	Recent change-events, newest first: a rate moved, a product was added, or a product was withdrawn. Each event has the lender, the product's name and category, and field-level deltas (e.g. rate [6.09, 5.89], bps -20). Filter by institutionId, category, kind and direction. Returns `limit` events (default 50, at most 200); `truncated` says more match. This is a diff of RateSonar's consecutive captured observations.	No	Yes	Yes	No
`rate_details`Exact CDR product-reference detail for one institution and product: every published lending or deposit rate entry and tier, with fees, features, eligibility, constraints, source quality flags, the date the version was recorded and the lender's own links. asOf returns the version current on that date. Detail exists for CDR products from 2026-06-12; it holds the conditions a headline rate leaves out.	Exact CDR product-reference detail for one institution and product: every published lending or deposit rate entry and tier, with fees, features, eligibility, constraints, source quality flags, the date the version was recorded and the lender's own links. asOf returns the version current on that date. Detail exists for CDR products from 2026-06-12; it holds the conditions a headline rate leaves out.	No	Yes	Yes	No
`rate_history`Advertised rate history for one product (institutionId and productId). Returns each recorded rate, comparison rate and fees between two dates, with the date each was recorded. RateSonar's record starts 2026-06-12. Pass grid:true to also get `grid`, one point per day: status 'observed' on a recorded day; 'carried-forward' with sourceDate and fill {from, through, ageDays, reason:'no-record'} on a day RateSonar has no record for, carrying the last recorded rate (never the next one) until the next record. After the last record it carries only while RateSonar's gap ledger shows the product still expected but unrecorded (not withdrawn), for at most 14 days. A carried-forward value is not an observation. History is limited to the caller's plan window (free and anonymous 31 days, Enthusiast 366, Pro full); an older `from` is raised to it and the answer says windowClamped:true.	Advertised rate history for one product (institutionId and productId). Returns each recorded rate, comparison rate and fees between two dates, with the date each was recorded. RateSonar's record starts 2026-06-12. Pass grid:true to also get `grid`, one point per day: status 'observed' on a recorded day; 'carried-forward' with sourceDate and fill {from, through, ageDays, reason:'no-record'} on a day RateSonar has no record for, carrying the last recorded rate (never the next one) until the next record. After the last record it carries only while RateSonar's gap ledger shows the product still expected but unrecorded (not withdrawn), for at most 14 days. A carried-forward value is not an observation. History is limited to the caller's plan window (free and anonymous 31 days, Enthusiast 366, Pro full); an older `from` is raised to it and the answer says windowClamped:true.	No	Yes	Yes	No
`series`Standardized rate series: named LEVEL series (hl.var.oo.pi = headline variable home loan; sav.max; td.12m; biz.loan.var; cash = RBA cash rate…) and SPREAD series in bps (spread.hl.var-cash = lending pass-through; spread.hl.var-sav.max = the margin; spread.hl.var-hl.fix.36m = variable vs 3yr fixed…), per institution per day. Last-known values are explicitly status:'carried-forward' with sourceDate and fill {from, through, ageDays, reason:'no-record'} (through = the next recorded date; null = the gap is open, or no record within 60 days after the window end). Between two records the last rate is carried until the next one. After an institution's last record it is carried only while RateSonar's gap ledger shows the product that holds that rate still expected but unrecorded (not withdrawn), for at most 14 days, then the series stops; medians and spreads use the same points, so a stale value never feeds them past 14 days. The RBA cash series publishes on business days only, so its carried points have no fill; it is carried at most 14 days after its last row. Spreads and medians are status:'derived' with sourceDates; they are not observations. Pass median:true for a market-median line. Unauthenticated access and free access are clamped to the last 31 days, Enthusiast to 366 (windowClamped:true in the response). Pro tiers query deeper history in windows of at most 367 inclusive dates; large multi-series median requests may require smaller windows.	Standardized rate series: named LEVEL series (hl.var.oo.pi = headline variable home loan; sav.max; td.12m; biz.loan.var; cash = RBA cash rate…) and SPREAD series in bps (spread.hl.var-cash = lending pass-through; spread.hl.var-sav.max = the margin; spread.hl.var-hl.fix.36m = variable vs 3yr fixed…), per institution per day. Last-known values are explicitly status:'carried-forward' with sourceDate and fill {from, through, ageDays, reason:'no-record'} (through = the next recorded date; null = the gap is open, or no record within 60 days after the window end). Between two records the last rate is carried until the next one. After an institution's last record it is carried only while RateSonar's gap ledger shows the product that holds that rate still expected but unrecorded (not withdrawn), for at most 14 days, then the series stops; medians and spreads use the same points, so a stale value never feeds them past 14 days. The RBA cash series publishes on business days only, so its carried points have no fill; it is carried at most 14 days after its last row. Spreads and medians are status:'derived' with sourceDates; they are not observations. Pass median:true for a market-median line. Unauthenticated access and free access are clamped to the last 31 days, Enthusiast to 366 (windowClamped:true in the response). Pro tiers query deeper history in windows of at most 367 inclusive dates; large multi-series median requests may require smaller windows.	No	Yes	Yes	No
`yield_curve`RBA curve nodes for an exact date or the latest publication: cash and bond yields as published, and the RBA's fitted zero, forward and discount curves (each point says whether it is observed or derived), with optional exact comparison date, instrument details, source digest and convention. Eight distinct cash/government families; no intraday OIS, BBSW, swap or futures feed. Zero/forward fitted data publish monthly.	RBA curve nodes for an exact date or the latest publication: cash and bond yields as published, and the RBA's fitted zero, forward and discount curves (each point says whether it is observed or derived), with optional exact comparison date, instrument details, source digest and convention. Eight distinct cash/government families; no intraday OIS, BBSW, swap or futures feed. Zero/forward fitted data publish monthly.	No	Yes	Yes	No

Details

Registry status: Active
Published: Oct 31, 2026
Updated: Oct 31, 2026
Website: https://ratesonar.com/⁠ (opens in a new tab)
Repository: Not given
Categories (suggested): Finance and paymentsSuggested categories are assigned automatically from the registry text and may be wrong. Verified operators can correct them.
GDPR: Not declared

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