This dataset offers end-of-day (EoD) pricing for a wide range of financial derivatives, including securities and interest rate futures. It focuses on key benchmarks such as SONIA (Sterling Overnight Index Average), SOFR (Secured Overnight Financing Rate), and €STR (Euro Short-Term Rate), covering major currencies: USD, GBP, and EUR as well as others. The data is crucial for financial institutions, analysts, and traders involved in interest rate hedging and risk management.

Key features of the dataset include:

End-of-Day Prices: Daily closing prices for interest rate futures across multiple currencies. Interest Rate Benchmarks: Data on SONIA, SOFR, and €STR futures, reflecting short-term interest rate movements. Cross-Currency Data: Pricing for USD, GBP, and EUR-denominated futures, allowing cross-market comparisons and analysis. Trading Volume & Open Interest: Insights into market activity and outstanding contract positions. This dataset supports accurate risk assessment, financial modeling, and investment strategy development in the global derivatives market.

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CMS Spread Options Market Outlook

As per our latest research, the global CMS Spread Options market size reached USD 2.18 billion in 2024, with robust growth driven by increasing demand for sophisticated risk management tools and the expansion of derivatives trading across institutional segments. The market is expected to exhibit a CAGR of 8.1% during the forecast period, resulting in a projected market size of USD 4.23 billion by 2033. The main growth factor is the rising need for customized hedging solutions in a volatile interest rate environment, supported by regulatory evolution and technological advancements in trading platforms.

One of the primary growth drivers for the CMS Spread Options market is the ongoing volatility in global interest rates, compelling institutional investors and corporate treasuries to adopt advanced derivatives for risk mitigation. Central banks’ diverging monetary policies and fluctuating yield curves have increased the demand for products that allow market participants to hedge against spread movements between different tenors or benchmarks. This trend is particularly pronounced among asset managers and banks, who require nuanced instruments to navigate complex fixed income portfolios. The market is further buoyed by the integration of CMS Spread Options into broader structured product offerings, enabling tailored risk-return profiles for diverse investor needs.

Another significant factor contributing to market expansion is the technological transformation of trading infrastructure. The proliferation of electronic trading platforms and the adoption of algorithmic strategies have improved price discovery, transparency, and liquidity in the CMS Spread Options market. Enhanced access to real-time data and analytics tools empowers traders and asset managers to execute sophisticated strategies with greater efficiency and control. The transition from voice-brokered over-the-counter (OTC) markets to more standardized and regulated exchange-traded environments has also fostered greater participation from buy-side entities, expanding the addressable market.

Regulatory developments have played a dual role in shaping the CMS Spread Options market. On one hand, post-financial crisis reforms such as EMIR, Dodd-Frank, and Basel III have mandated more stringent risk management and reporting standards, prompting financial institutions to seek hedging instruments that align with compliance requirements. On the other hand, regulatory clarity and the push towards central clearing have enhanced counterparty creditworthiness and reduced systemic risk, making CMS Spread Options more attractive to a broader range of end-users. The regulatory push for transparency and risk mitigation is expected to continue supporting market growth over the coming decade.

Regionally, North America and Europe continue to dominate the CMS Spread Options market, accounting for a combined market share of over 65% in 2024. These regions benefit from mature financial markets, a large base of institutional investors, and advanced trading infrastructure. Asia Pacific is emerging as a high-growth region, fueled by the liberalization of financial markets, increasing sophistication of local investors, and growing adoption of derivatives for both hedging and speculative purposes. Latin America and Middle East & Africa, while still nascent in terms of market size, are expected to register above-average growth rates as financial markets deepen and regulatory frameworks evolve.

Product Type Analysis

The CMS Spread Options market is segmented by product type into European-Style, American-Style, and Bermudan-Style options. European-Style CMS Spread Options remain the most widely adopted, primarily due to their straightforward exercise mechanism and ease of valuation. These options can only be exercised at maturity, making them particularly attractive for institutional investors seeking exposure to specific interest rate spread movements over a defined period. The simplicity of European-Style options aligns well with regulatory requirements and risk management protocols, ensuring broad acceptance among banks and asset managers.

American-Style CMS Spread Options offer greater flexibility, allowing the holder to exercise the option at any time before expiration. This feature is especially valuable in volatile interest rate environments, where the optimal exercise moment can be unpre

Price-To-Sales-Ratio Time Series for BGC Group Inc. . BGC Group, Inc. operates as a financial brokerage and technology company in the United States, Europe, the Middle East, Africa, and the Asia Pacific. The company offers various brokerage products, such as fixed income, such as government bonds, corporate bonds, and other debt instruments, as well as related interest rate derivatives and credit derivatives; and brokerage services for foreign exchange, energy, commodities, shipping, equities, and futures and options. It also provides price discovery, trade execution, connectivity solutions, information, consulting, brokerage services, clearing, and other post-trade services, information, and other back-office services to an assortment of financial and non-financial institutions. In addition, the company offers electronic and hybrid brokerage, other financial technology solutions, market data and related information services. Further, the company's integrated platform is designed to provide flexibility to customers regarding price discovery, trade execution and processing of transactions, as well as accessing liquidity through its platforms, for transactions executed either OTC or through an exchange. It primarily serves banks, broker-dealers, trading firms, hedge funds, governments, corporations, investment firms, commodity trading firms, and end users. BGC Group, Inc. was founded in 1945 and is headquartered in New York, New York.

Defensive-Intrval-Ratio Time Series for BGC Group Inc. . BGC Group, Inc. operates as a financial brokerage and technology company in the United States, Europe, the Middle East, Africa, and the Asia Pacific. The company offers various brokerage products, such as fixed income, such as government bonds, corporate bonds, and other debt instruments, as well as related interest rate derivatives and credit derivatives; and brokerage services for foreign exchange, energy, commodities, shipping, equities, and futures and options. It also provides price discovery, trade execution, connectivity solutions, information, consulting, brokerage services, clearing, and other post-trade services, information, and other back-office services to an assortment of financial and non-financial institutions. In addition, the company offers electronic and hybrid brokerage, other financial technology solutions, market data and related information services. Further, the company's integrated platform is designed to provide flexibility to customers regarding price discovery, trade execution and processing of transactions, as well as accessing liquidity through its platforms, for transactions executed either OTC or through an exchange. It primarily serves banks, broker-dealers, trading firms, hedge funds, governments, corporations, investment firms, commodity trading firms, and end users. BGC Group, Inc. was founded in 1945 and is headquartered in New York, New York.

Total-Asset-Turnover Time Series for BGC Group Inc. . BGC Group, Inc. operates as a financial brokerage and technology company in the United States, Europe, the Middle East, Africa, and the Asia Pacific. The company offers various brokerage products, such as fixed income, such as government bonds, corporate bonds, and other debt instruments, as well as related interest rate derivatives and credit derivatives; and brokerage services for foreign exchange, energy, commodities, shipping, equities, and futures and options. It also provides price discovery, trade execution, connectivity solutions, information, consulting, brokerage services, clearing, and other post-trade services, information, and other back-office services to an assortment of financial and non-financial institutions. In addition, the company offers electronic and hybrid brokerage, other financial technology solutions, market data and related information services. Further, the company's integrated platform is designed to provide flexibility to customers regarding price discovery, trade execution and processing of transactions, as well as accessing liquidity through its platforms, for transactions executed either OTC or through an exchange. It primarily serves banks, broker-dealers, trading firms, hedge funds, governments, corporations, investment firms, commodity trading firms, and end users. BGC Group, Inc. was founded in 1945 and is headquartered in New York, New York.

Net-Borrowings Time Series for BGC Group Inc. . BGC Group, Inc. operates as a financial brokerage and technology company in the United States, Europe, the Middle East, Africa, and the Asia Pacific. The company offers various brokerage products, such as fixed income, such as government bonds, corporate bonds, and other debt instruments, as well as related interest rate derivatives and credit derivatives; and brokerage services for foreign exchange, energy, commodities, shipping, equities, and futures and options. It also provides price discovery, trade execution, connectivity solutions, information, consulting, brokerage services, clearing, and other post-trade services, information, and other back-office services to an assortment of financial and non-financial institutions. In addition, the company offers electronic and hybrid brokerage, other financial technology solutions, market data and related information services. Further, the company's integrated platform is designed to provide flexibility to customers regarding price discovery, trade execution and processing of transactions, as well as accessing liquidity through its platforms, for transactions executed either OTC or through an exchange. It primarily serves banks, broker-dealers, trading firms, hedge funds, governments, corporations, investment firms, commodity trading firms, and end users. BGC Group, Inc. was founded in 1945 and is headquartered in New York, New York.

Price-To-Cashflow-Ratio Time Series for Bank of Montreal. Bank of Montreal engages in the provision of diversified financial services primarily in North America. The company operates through Canadian P&C, U.S P&C, BMO Wealth Management, and BMO Capital Markets segments. It's personal banking products and services include deposits, home lending, consumer credit, small business lending, credit cards, cash management, financial and investment advice, and other banking services; and commercial banking products and services comprise various of financing options and treasury and payment solutions, as well as risk management products. It also offers investing, banking, and wealth management advisory; digital investing services; financial solutions for individuals, families, and businesses; offers investment management services to institutional, retail, and high net worth investors; and diversified insurance, and wealth and pension de-risking solutions. In addition, the company provides individual life, critical illness and annuity products, as well as segregated funds, and group creditor and travel insurance to customers; debt and equity capital-raising, loan origination and syndication, balance sheet management, treasury management, mergers and acquisitions advice, restructurings and recapitalizations, trade finance, and risk mitigation services, as well as a range of banking and other operating services. Further, the company offers research and access to financial markets for institutional, corporate and retail clients through an integrated suite of sales and trading solutions related to debt, foreign exchange, interest rates, credit, equities, securitization, and commodities; provides new product development and origination services, as well as risk management and advisory services for hedging strategies, including in interest rates, foreign exchange rates and commodities prices; and funding and liquidity management services. Bank of Montreal was founded in 1817 and is headquartered in Montreal, Canada.