Rigid insulation board _with_ fire rating??

Hi, I need to insulate a cold (utility) room/closet in my basement. It has the house water pump and pressure tank inside, and nothing else. Is there any rigid insulation board _with_ a fire rating that I can put directly on the cinderblock walls? It's a tight space and I can't build a stud and drywal l assembly (for fire rating) as it'll take up too much room. I don't want to insulate the exterior as my neighors all have had termites and carpenter ants, and don't want to provide a habitat for them near my house.
I've read about Thermax, and Roxul rigid boards, but can't seem to find any where in stores (I'm located near New York City). Many thanks for all reco mmenations.
Theodore.
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On Sun, 23 Aug 2015 22:09:27 -0700 (PDT), snipped-for-privacy@yahoo.com wrote:

I don't know of any that do not required a sheetrock covering. They do have fire retardant properties, but code still says you have to cover. A simple setup without needing framing is www.insofast.com You glued the panels in place and screw the sheetrock right to the interior studs in the material. I did my foundation wall with it.
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