Benchmark Short Term Interest Rate Futures | Futures Price Data | Reference Rates | SONIA, SOFR & €STR | USD, GBP, EUR etc.
EDI Financial Derivatives Pricing for Securities and Interest Rate Futures provides a detailed dataset for short to medium term benchmark interest rate futures contracts. The datasets includes all relevant prices and traded volume for different types of futures as SONIA, SOFR and €STR and others.
Est. Price
~$5,000/yr est.
Update Frequency
Daily
Pricing Tiers
1
Regions
54
Quality SignalsC
Freshness
Recently enriched
Complete
69%
API
No API
Product Overview
Global Financial Reference and Corporate Actions Data$$
Offering: Comprehensive global end-of-day pricing, corporate actions, and fixed income reference data for portfolio valuation and tax reporting.
Best for: Back-office operations and investment managers requiring global coverage for tax reporting, compliance, and portfolio revaluation.
Benefits
- Extensive global exchange coverage across 170+ markets
- Specialized focus on corporate actions and cost-basis tracking
- Flexible delivery via API
- FTP
- and S3 for seamless integration
- Strong historical data depth for fixed income and equity instruments
Drawbacks
⚠ Lacks advanced real-time or tick-level data capabilities · ⚠ Interface and delivery are geared toward batch processing rather than interactive analyticsProduct Intelligence
Value Score
38
quality per $
Coverage
65
geo × freq × depth
Try-ability
35
ease of trial
Product Details
Use Cases
Portfolio OptimizationBenchmarking
Coverage
Åland IslandsAlbaniaAndorraAustriaBelarusBelgiumBosnia and HerzegovinaBulgariaCanadaCroatiaCzech RepublicDenmarkEstoniaFaroe IslandsFinlandFranceGermanyGibraltarGreeceGuernseyHoly SeeHungaryIcelandIrelandIsle of ManItalyJerseyLatviaLiechtensteinLithuaniaLuxembourgMacedonia (the former Yugoslav Republic of)MaltaMoldova (Republic of)MonacoMontenegroNetherlandsNorwayPolandPortugalRomaniaRussian FederationSan MarinoSerbiaSlovakiaSloveniaSpainSvalbard and Jan MayenSwedenSwitzerlandUkraineUnited KingdomUnited States of AmericaKosovo
Delivery
Email
Detected Use Cases
competitive intelligencerisk management
Pricing Tiers
Vedex estimate
~$5,000/yr est.
SUBSCRIPTIONMEDIUM
Add to Data Room
Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$5,000/yr est.
Request a sample directly from Exchange Data International.
Web Authority
High Authority15 mentions·2 platforms
Academic Papers
14 × 8 pts+80
Quant Forums
1 × 4 pts+4
Evidence5 sources
Academic Papers
Multi-Curve Approach to Cross-Currency Basis Swaps ...
Notable examples of risk-free rates in major economies include the Secured Overnight Financing Rate (SOFR) in the United States, the Euro Short- ...
Academic Papers
Term Rates, Multicurve Term Structures and Overnight ...
by A Backwell · 2019 · Cited by 20 — 4This is now more or less locked in for USD and GBP ... benchmarks such as SOFR tend to reference collateralised rates (i.e., repurchase agreement.
Academic Papers
Learning the Exact SABR Model
The SABR model is a cornerstone of interest rate volatility modeling, but its practical application relies heavily on the analytical ...
Data Dictionary
Expected fields and columns in this data product
About Benchmark Short Term Interest Rate Futures | Futures Price Data | Reference Rates | SONIA, SOFR & €STR | USD, GBP, EUR etc.
Benchmark Short Term Interest Rate Futures | Futures Price Data | Reference Rates | SONIA, SOFR & €STR | USD, GBP, EUR etc. is an alternative data product offered by Exchange Data International, available on datarade. Data is updated daily. Vedex estimates pricing at roughly $5,000/yr (an estimate, not a vendor-published price).
EDI Financial Derivatives Pricing for Securities and Interest Rate Futures provides a detailed dataset for short to medium term benchmark interest rate futures contracts. The datasets includes all relevant prices and traded volume for different types of futures as SONIA, SOFR and €STR and others.
About Exchange Data International
Exchange Data International is a data provider & aggregator vendor based in UK. Exchange Data International (EDI) is a global provider of financial data, specializing in the collection, management, and distribution of securities data, including corporate actions, dividends, and r...