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.
Navigate the full spectrum of interest rate data
Gain insights using data from our short-term interest rate products (STIRs), U.S. Treasury futures and options, OTC and cash markets. See multiple perspectives from datasets on conventional trading activity, unique third-party resources or engage in price discovery using our regulated benchmarks.
Unlock real-time or historical data across our full range of deeply liquid Interest Rate products to gain the precise insights you need to execute trading strategies and run backtests to enhance your market evolution knowledge.
Featured products
U.S. Treasuries
SOFR
Fed Funds
T-Bill
TBA futures
Swap futures
Yield futures
Discover an unbroken price time series that provide seamless, settlement-based coverage across our leading futures markets. Capitalize on analysis-ready data with mapped volume and open interest to backtest with confidence.
Benchmark data
Track the CME Group Volatility Index (CVOL) – the global benchmark for multi-asset class volatility – to get a clear, real-time view of 30-day forward risk derived from the world's most liquid options markets.
Manage your interest rate risk with CME Term SOFR Reference Rates – the ARRC-endorsed, forward-looking benchmark offering 1-, 3-, 6- and 12-month rates derived from liquid SOFR futures.
Explore the end-of-day indices that represent the performance of a continuous rolling investment in our futures markets. Get a transparent, replicable benchmark designed to facilitate product creation and OTC derivative settlement.
Measure the cost of secured funding with RepoFunds Rate (RFR) by accessing transaction-based daily repo rates for euro, sterling and yen sovereign debt from BrokerTec, MTS and JBOND.
Ensure accurate portfolio valuation and risk analysis with BrokerTec U.S. Treasury Benchmarks, delivering high-integrity, transaction-based data derived from the industry-leading central limit order book (CLOB).
Precisely measure basis point deviation from covered interest rate parity with the CME EUR/USD Cross Currency Basis Index (XEURBI).
Access reliable 1-, 3-, 6- and 12-month benchmarks derived from liquid SOFR futures to track daily performance and optimize risk management with CME Term SOFR Daily Return Indices.
Analytics data
Gauge market expectations of Fed policy with FedWatch data – providing real-time probabilities of FOMC interest rate changes derived directly from 30-Day Fed Funds futures.
Cash market data
Tap into the industry’s premier source of real-time liquidity for recently issued U.S. government bonds – the foundational benchmarks for global fixed income pricing and strategy.
Unlock GovPX U.S. Treasury Service for real-time and historical data. Coverage includes Bills, Bonds, FRNs, TIPS, STRIPS, WIs and 150+ Agency issues.
Gain deep transparency into global interest rate derivatives with a comprehensive price discovery package that bridges the gap between the BrokerTec cash markets and Trad-X swap liquidity.
Access granular historical datasets from the industry’s leading U.S. Treasury platform to analyze liquidity trends, evaluate desk performance and back-test execution strategies with precision.
Get real-time EGB data from BrokerTec. Access executable prices for 1,000+ European government bonds to enhance price discovery, validation and trading strategies.
Evaluate execution quality and funding trends with ISIN-level volume-weighted average rates and historical liquidity analytics across the major European and UK Gilt repo markets.
Stay ahead with RV curve data for U.S. Treasury securities, enhancing fixed income trading and yield curve analysis.
Explore GovPX U.S. Treasury EOD data. Get end-of-day prices, yields and analytics for all active and off-the-run Treasuries. Available via major data vendors.
Meet MiFID II requirements with BrokerTec's European Government Bonds data. Access comprehensive, real-time pre- and post-trade data from a DMO (Debt Management Office)-recognized venue.
Get unparalleled U.S. repo market data with RepoPX. Get intraday rates, volume-weighted averages (VWAP) and historical data for general collateral and on-the-run Treasuries.
Cleared swaps
Analyze data for 24 currencies of Interest Rate swaps, including our market leading emerging currencies.
Third-party data
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.
Contact a Data expert
Connect with a member of our team to get more information about our products and services.
