Facebook
TwitterThis 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.
Choose reference data from EDI and you will benefit from:
Facebook
Twitter
According to our latest research, the global RFR Market Data Services market size reached USD 1.45 billion in 2024, demonstrating robust momentum as financial institutions worldwide adapt to evolving regulatory and technological landscapes. The market is poised for significant expansion, with a projected CAGR of 13.2% from 2025 to 2033, leading to a forecasted market value of USD 4.12 billion by 2033. The primary growth driver is the increasing demand for real-time, reliable, and regulatory-compliant data solutions, particularly in response to the transition from interbank offered rates (IBORs) to risk-free rates (RFRs) across global financial markets.
One of the most influential growth factors in the RFR Market Data Services market is the widespread adoption of alternative reference rates, such as SOFR, SONIA, and €STR, which has fundamentally reshaped the data requirements for financial institutions. The necessity for accurate, timely, and comprehensive RFR data has become paramount as banks, asset managers, and trading firms transition their legacy systems and portfolios away from IBORs. This transition has accelerated investments in advanced market data platforms capable of integrating diverse data feeds, historical analytics, and compliance tools. The increased regulatory scrutiny on benchmark rates and the need for transparent pricing mechanisms have further fueled the demand for sophisticated RFR data services, compelling market participants to enhance their data infrastructure and reporting capabilities.
Another critical driver is the rapid digitization of the financial services sector, which has amplified the need for scalable and flexible data solutions. With the proliferation of electronic trading, algorithmic strategies, and risk management frameworks, financial institutions are seeking market data services that can deliver low-latency RFR data across multiple asset classes and geographies. The shift towards cloud-based deployments and API-driven architectures is enabling organizations to access and process vast volumes of market data in real time, improve operational efficiency, and support innovation in product development. As a result, RFR market data service providers are investing heavily in cloud infrastructure, machine learning, and data security to meet the evolving needs of their clients and maintain a competitive edge.
The growing complexity of financial products and the expansion of global capital markets are also contributing to the sustained growth of the RFR Market Data Services market. As structured products, derivatives, and fixed-income instruments increasingly reference RFRs, the need for granular, high-quality data has intensified. Market participants are leveraging advanced analytics and data visualization tools to gain deeper insights into pricing, liquidity, and risk exposures associated with RFR-linked products. This trend is particularly pronounced among asset managers and trading firms, who rely on timely and accurate data to optimize their investment strategies and comply with evolving regulatory requirements. The integration of artificial intelligence and machine learning into market data platforms is further enhancing the value proposition of RFR data services, enabling predictive analytics and proactive risk management.
Regionally, North America and Europe have emerged as the dominant markets for RFR Market Data Services, driven by early adoption of RFR benchmarks and stringent regulatory mandates. The United States, in particular, has witnessed significant activity due to the transition to SOFR, while the United Kingdom and Eurozone are leading the adoption of SONIA and €STR, respectively. Asia Pacific is rapidly catching up, with financial hubs such as Singapore, Hong Kong, and Tokyo accelerating their RFR transition efforts. The regional outlook remains highly positive, with substantial investments in digital infrastructure and a strong pipeline of regulatory reforms expected to drive further growth in the coming years.
Facebook
Twitter
According to our latest research, the IBOR Transition Solutions market size reached USD 6.2 billion in 2024, reflecting the significant momentum generated by the global transition away from Interbank Offered Rates (IBORs) to alternative reference rates. The market is projected to grow at a robust CAGR of 14.1% from 2025 to 2033, positioning the industry to attain a forecasted value of USD 19.3 billion by 2033. This impressive growth is primarily driven by rising regulatory mandates, increased awareness among financial institutions, and the urgency to mitigate operational and compliance risks associated with legacy IBOR-linked contracts.
A primary growth factor for the IBOR Transition Solutions market is the global regulatory push to adopt alternative reference rates, such as SOFR (Secured Overnight Financing Rate) and SONIA (Sterling Overnight Index Average). Regulatory bodies in North America, Europe, and Asia Pacific have set stringent deadlines for the cessation of IBORs, compelling banks, asset management firms, and insurance companies to overhaul their systems and processes. This has created a surge in demand for consulting, software, and managed services tailored to facilitate a seamless transition. The need for robust risk management, compliance management, and contract remediation solutions is further amplified by the complexities involved in identifying, analyzing, and amending legacy contracts that reference IBORs.
The increasing complexity of financial instruments and the sheer volume of contracts tied to IBORs have made manual transition processes untenable, fueling the adoption of advanced technology solutions. Financial institutions are investing heavily in automation, data analytics, and artificial intelligence to streamline contract identification, risk assessment, and pricing adjustments. Software solutions that offer end-to-end management of the transition lifecycle—from contract discovery to valuation and pricing—are particularly in high demand. Moreover, the growing focus on operational resilience and the need to ensure business continuity in the face of market disruptions have accelerated the uptake of managed services and cloud-based deployment models.
Another significant driver is the heightened scrutiny on compliance and risk management practices. As organizations navigate the transition, they must ensure adherence to evolving regulatory requirements and industry best practices. This has led to a proliferation of training and support services, as well as consulting engagements aimed at strengthening internal controls and governance frameworks. The market is also witnessing increased collaboration between technology vendors, consulting firms, and financial institutions to develop tailored solutions that address unique organizational needs. The confluence of regulatory urgency, technological innovation, and collaborative ecosystems is expected to sustain the market’s double-digit growth trajectory through 2033.
From a regional perspective, North America and Europe continue to dominate the IBOR Transition Solutions market, accounting for over 65% of global revenues in 2024. This is attributed to the early adoption of alternative reference rates, proactive regulatory frameworks, and the presence of major global financial hubs. However, the Asia Pacific region is rapidly emerging as a key growth market, driven by increasing cross-border transactions, expanding financial markets, and rising regulatory alignment with international standards. Latin America and the Middle East & Africa are also witnessing gradual uptake, supported by growing awareness and investments in financial infrastructure modernization.
The Solution Type segment in the IBOR Transition Solutions market encompasses Consulting, Software, Managed Services, Training & Support, and Others. Consulting services have been at the forefront of this segment, accounting for a significant share of the market in 2024. This is largely due to the intricate na
Facebook
Twitterhttps://dataintelo.com/privacy-and-policyhttps://dataintelo.com/privacy-and-policy
According to our latest research, the global IBOR Transition Solutions market size in 2024 is valued at USD 1.87 billion. The market is experiencing a robust expansion, driven by regulatory pressures and the need for financial institutions to adapt to the phasing out of interbank offered rates (IBORs). With a CAGR of 17.3% from 2025 to 2033, the market is projected to reach USD 5.94 billion by 2033. The primary growth factor fueling this market is the urgent requirement for comprehensive transition solutions that address compliance, risk, and operational continuity as financial benchmarks shift globally.
The growth of the IBOR Transition Solutions market is underpinned by an unprecedented wave of regulatory reforms across major financial markets. As global authorities mandate the transition away from legacy IBOR benchmarks such as LIBOR, EURIBOR, and TIBOR, financial institutions are compelled to overhaul their risk, compliance, and valuation frameworks. The move to alternative reference rates (ARRs) like SOFR and SONIA is not merely a technical adjustment but a fundamental transformation of systems, contracts, and processes. This seismic shift is driving demand for consulting expertise, robust software platforms, and managed services that can facilitate a seamless and compliant transition, thereby ensuring business continuity and safeguarding against regulatory penalties.
Another significant growth driver is the sheer complexity and scale of the IBOR transition, which affects a vast array of financial products, from syndicated loans and derivatives to structured products and retail mortgages. The need for automated contract repapering, advanced risk analytics, and real-time compliance monitoring has created a lucrative opportunity for solution providers. Organizations are seeking integrated platforms capable of managing data quality, contract remediation, and valuation adjustments, all while minimizing operational disruption. The proliferation of digital transformation initiatives within the financial sector further amplifies the demand for scalable, cloud-based IBOR transition solutions, enabling institutions to adapt quickly and efficiently to evolving regulatory requirements.
Moreover, the rising awareness among financial institutions regarding the potential financial and reputational risks associated with a poorly managed IBOR transition is accelerating market growth. Institutions are increasingly prioritizing proactive strategies, investing in training and support services to upskill their workforce and ensure readiness for the new benchmark regime. The need for ongoing stakeholder engagement, transparent communication, and continuous monitoring is leading to greater adoption of end-to-end IBOR transition solutions. This trend is particularly pronounced among large, multinational banks and asset managers, which face heightened exposure due to their global operations and diverse product portfolios.
From a regional perspective, North America and Europe are currently at the forefront of IBOR transition initiatives, accounting for the largest share of market revenues. The United States and United Kingdom, in particular, have implemented stringent timelines and regulatory frameworks, compelling financial institutions to accelerate their transition efforts. Meanwhile, Asia Pacific is emerging as a high-growth region, supported by increasing regulatory clarity and the rapid modernization of financial infrastructure. Latin America and the Middle East & Africa are also witnessing growing adoption, albeit at a more measured pace, as local regulators and market participants align with global best practices. The global nature of financial markets ensures that the IBOR transition remains a top priority for institutions worldwide, driving sustained demand for comprehensive solutions across all regions.
The IBOR Transition Solutions market is segmented by solution type into Consulting, Software, Managed Services, and Training & Support, each playing a critical role in enabling financial institutions to navigate the complex transition landscape. Consulting services are in high demand, as organizations seek expert guidance on regulatory compliance, risk assessment, and change management strategies. Leading consulting firms are leveraging their deep domain expertise to assist clients in mapping out transition roadmaps, identifying impacted contracts, and implementin
Not seeing a result you expected?
Learn how you can add new datasets to our index.
Facebook
TwitterThis 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.
Choose reference data from EDI and you will benefit from: