Market Data Products

Interest Rates data

Get comprehensive views of the U.S. dollar-denominated interest rate markets across the entire yield curve with our robust datasets.

Explore the depth of our Interest Rates data

Gain insights using data from our short-term interest rate and U.S. Treasury futures and options, OTC and cash markets. Explore multiple perspectives from datasets on conventional trading activity, unique third-party resources or engage in price discovery using our regulated benchmarks.

Futures and options data

Access real-time or historical data for a full range of deeply liquid Interest Rates products. Gain insights that help you effectively execute your trading strategy or perform back-testing to improve your understanding of market evolution.


U.S. Treasuries
Eurodollars
SONIA futures
SOFR futures
Fed Funds
Mexican Funding TIIE
Bloomberg Short-Term Bank Yield Index (BSBY)
Swap futures

Cash Market data

BrokerTec U.S. Treasury

Get U.S. Treasury price discovery from BrokerTec's electronic trading services, the most reliable source for industry standard Top of Book and Depth of Book pricing for the UST On-the-runs; 2Y, 3Y, 5Y, 7Y, 10Y, 20Y, 30Y.

BrokerTec European Government Bonds (EGB)

With access to real-time EGB prices spanning 13 countries, BrokerTec’s European Government Bond data aids in price discovery and helps customers conduct data validation of the EGB market. 

BrokerTec Analytics

Explore extensive End-of-Day and Intra-Day pricing and volume information for BrokerTec U.S. Treasury Actives, with analytics that provide valuable insight into bond market liquidity, buy/sell ratio analysis and visibility into market depth.

BrokerTec EU Repo VWAP

Get access to Volume-weighted average prices across a full range of BrokerTec European Repo products including Specifics, General Collateral (GC) and Sterling Delivery-by-Value (DBV).

RepoPX U.S. Repo

Discover indicative Intra-day data on the overnight U.S. Government repo market, including daily trade weighted averages for General Collateral, active and off-the-run Treasury specials, bid-side market rate terms, term Agencies and historical spread data.

GovPX U.S. Treasury

Explore real-time, indicative price discovery across U.S. Treasury Bills, Notes, Bonds, FRNs, When-Issued (WIs), TIPS, STRIPS, Basis, Swap Boxes and Agencies, sourced from the U.S. Treasury trading activities of BrokerTec and TP ICAP.

GovPX EOD

Access end-of-day pricing on U.S. Treasury Issues, including on-the-runs and off-the-runs, sourced from the U.S. Treasury trading activities of BrokerTec and TP ICAP.

Bloomberg Capital Markets Package (BCMP)

BCMP provides comprehensive interest rate derivatives price discovery with data sourced from Trad-X and BrokerTec.

Cleared swaps

Cleared OTC Interest Rate swaps

Analyze data for 24 currencies of Interest Rate swaps, including our market leading emerging currencies.

Third-party data

Shanghai CFETS-NEX

Connect to real-time on-shore CNY interest rate derivatives, fixed income and money markets data from the leading Chinese Inter-dealer Broker.

QuikStrike Volatility Curves

Access end-of-day implied option volatility curves for Eurodollars, US Treasuries, Fed Funds including listed and constant maturity expiration curves, and realized historical volatility for all related futures products.

Benchmarks

Explore CME Group Benchmarks, calculated from our highly liquid, regulated futures and options products, and get a transparent, reliable and robust view of the markets.

CME Term SOFR

Provides an indication of the forward-looking measurement of overnight SOFR, based on market expectations implied from derivatives markets.

BrokerTec U.S. Treasury

VWAPs and VWAYs for on-the-run U.S. Treasuries (2-Year, 3-Year, 5-Year, 7-Year, 10-Year, 20-Year and 30-Year), calculated and published four times a day.

RepoFunds Rates

CME Group's suite of RFR indices measure the benchmark repo rates for the Euro, Sterling and JBOND markets.

CVOL Indices

A cross-asset class family of implied volatility indices, CVOL is a representative measure of the market’s expectation of 30-day forward risk for the Eurodollar, 2-, 5-, 10 and 30-year Treasuries.

License Data

Explore the different types of datasets offered on global benchmark markets, and the variety of formats you can choose. 

Connect

Explore our broad menu of fast, flexible and secure connections, offering robust, reliable delivery of the data you need.

Benchmark Administration

Capitalize on transparent, reliable benchmarks calculated using data from CME Group's futures, options and cash markets.

Contact a Data expert

Connect with a member of our team to get more information about our products and services.

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