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Trading
Product Groups
Getting Started
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- Active Trader Daily market data and insight for the Individual Active Trader
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- QuikStrike Tools Build and refine trading strategies with free analytics tools.
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Get started in the FX markets with EBS.
Connect to the leading fixed income platforms, analytics and more.
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Clearing
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Margin Services
- Try our new interactive margin calculator and evaluate initial margin requirements
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Data
Intraday Data
Services
Subscription Based Data
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- MDP (Streaming) Access our market data directly via our Market Data Platform
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- E-Quotes Offering charting, analytics, real-time quotes and news on our products
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- CME DataMine (Historical) Comprehensive historical price information available on select CME Group contracts
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Education
Learn why traders use futures, how to trade futures, and what steps you should take to get started.
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 | |||
09/13/2019 volume includes approximately USD 2.33T from multilateral compression and resulted in USD 476B in OI reduction
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
