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Cleared OTC Interest Rate Swaps
Subscribe for UpdatesWe have created a best-in-class global clearing solution covering 24 currencies of interest rate swaps, including our market leading emerging market currencies.
Supported Products
Download Product Scope| Fixed/Float Currency |
Tenor Years | Index Months |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 11 | 15 | 21 | 31 | 51 | 1 | 3 | 6 | ||
| USD | LIBOR | |||||||||
| EUR | EURIBOR | |||||||||
| GBP | LIBOR | |||||||||
| CAD | CDOR | |||||||||
| JPY | LIBOR | |||||||||
| CHF | LIBOR | |||||||||
| AUD | BBR | |||||||||
| SEK | STIBOR | |||||||||
| DKK | CIBOR | |||||||||
| NOK | NIBOR | |||||||||
| MXN | 28d | TIIE-BANXICO | ||||||||
| KRW | KRW-CD-KSDA- BBG | |||||||||
| CLP | CLP-TNA (Indice Cámara Promedio) | |||||||||
| NZD | BBR | |||||||||
| HKD | HIBOR | |||||||||
| SGD | SOR-VWAP | |||||||||
| HUF | BUBOR | |||||||||
| CZK | PRIBOR | |||||||||
| PLN | WIBOR | |||||||||
| ZAR | JIBAR | |||||||||
| CNY | CNY-CNREPOFIX=CFXS-Reuters | |||||||||
| Zero Coupon Swaps | ||||
|---|---|---|---|---|
| USD | EUR | GBP | 50 years | |||
| CLP | 20 years | |||
| BRL | 10 years | |||
| Overnight Index Swap (OIS) | ||||
| USD | EUR | GBP | JPY | 30 years | |||
| SOFR | 30 years | |||
| COP | 20 years | |||
| INR | 10 year | |||
| AUD | 6 years | |||
| CAD | 3 Years | |||
| Basis Swaps | ||||
| USD | EUR | GBP | 51 years | |||
| AUD | JPY | 31 years | |||
| Fed Funds vs. Libor (USD) | 30 years | |||
| SOFR vs. Fed Funds | ||||
| SOFR vs. Libor | ||||
| Forward Rate Agreements (FRA) | ||||
| USD | EUR | GBP | JPY | AUD | CAD | 3 Days – 3 Years | |||
| CHF | CZK | DKK | HUF | JPY | NOK | ||||
| NZD | PLN | SEK | SGD | ZAR | ||||
| Swaptions | ||||
| USD (≤ 2 years expiry) | 30 years | |||
2/13/19 volume includes approximately BRL 372B ($99B) from multilateral compression
OTC IRS Market Data
Download Previous Day's DataCME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.
Contact Us
View AllCME Group / Chicago HQ
Phone: +1 312 930 1000
Toll Free (US Only): +1 866 716 7274
