Interest rate futures data and APIs
Get real-time and historical interest rate futures data.
It only takes 3 minutes with our APIs.
Featured products
Over 100 futures and options, including U.S. Treasuries, SOFR, Fed Funds, €STR, and credit, with maturities from one week to 30 years.
U.S. Treasuries
U.S. Treasuries
U.S. Treasuries, the benchmark for risk-free USD rates, represent U.S. government debt. Manage interest rate and inflation risk with standard and micro U.S. Treasuries futures, offering deep liquidity across various maturities.
ZT
2-Year T-Note Futures
ZF
5-Year T-Note Futures
ZN
10-Year T-Note Futures
ZB
U.S. Treasury Bond Futures
| Symbol | Last price | Volume | Open interest |
|---|---|---|---|
| ZTZ4 | 104.32 | 1,384,370 | 4,261,315 |
| ZTU4-ZTZ4 | -0.46 | 987 | 0 |
| ZTU4 | 103.83 | 949 | 546 |
| Recorded on 2024-09-06 00:00 UTC. Visit the ZT page for a complete list of active instruments. | |||
SOFR
SOFR
SOFR futures are based on the benchmark rate for secured overnight borrowing, backed by U.S. Treasury securities as collateral. Manage USD short-term interest rate risk with deep liquidity across the forward curve.
SR3
Three-Month SOFR Futures
SR1
One-Month SOFR Futures
| Symbol | Last price | Volume | Open interest |
|---|---|---|---|
| SR3U4 | 95.10 | 1,316,084 | 1,360,141 |
| SR3Z4 | 95.94 | 991,981 | 1,220,649 |
| SR3H5 | 96.57 | 559,367 | 930,542 |
| Recorded on 2024-09-06 00:00 UTC. Visit the SR3 page for a complete list of active instruments. | |||
Fed Funds
Fed Funds
Fed Funds futures and options are tied to the Federal Funds Rate, enabling market participants to manage their exposure to fluctuations in short-term interest rates driven by the Federal Reserve’s monetary policy.
Related products
ZQ
30 Day Federal Funds Futures
| Symbol | Last price | Volume | Open interest |
|---|---|---|---|
| ZQV4 | 95.00 | 864,349 | 574,798 |
| ZQX4 | 95.29 | 152,351 | 300,138 |
| ZQV4-ZQX4 | -29.50 | 96,724 | 0 |
| Recorded on 2024-09-06 00:00 UTC. Visit the ZQ page for a complete list of active instruments. | |||
Euro Short-Term Rate (ESTR)
Euro Short-Term Rate (ESTR)
The Euro Short-Term Rate (ESTR) is emerging as the top benchmark for EUR swaps and cash markets. It reflects Eurozone short-term borrowing costs and helps users manage exposure to European monetary policy changes.
ESR
ESTR Futures
| Symbol | Last price | Volume | Open interest |
|---|---|---|---|
| ESRU4 | 96.63 | 6,857 | 13,703 |
| ESRH5 | 97.63 | 1,259 | 6,486 |
| ESRM5 | 97.92 | 1,239 | 4,383 |
| Recorded on 2024-09-06 00:00 UTC. Visit the ESR page for a complete list of active instruments. | |||
Interest rate data, directly from the source
Databento is a licensed distributor of market data for 50+ trading venues. Browse full data catalog ->
The primary feed for CME interest rate futures
CME Globex MDP 3.0
3,900 products
The primary data feed for all CME instruments. Provides full order book, daily statistics, reference data, and more.
Futures · Options
North America
Since 2010
Interested in fixed income ETFs?
-
AGG
IShares Core U.S. Aggregate Bond ETF
-
GOVT
IShares U.S. Treasury Bond ETF
-
SGOV
IShares 0-3 Month Treasury Bond ETF
-
BND
Vanguard Total Bond Market ETF
-
BNDX
Vanguard Total International Bond ETF
-
BOND
Pimco Active Bond ETF
-
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
-
SPBO
SPDR Portfolio Corporate Bond ETF
-
SPHY
SPDR Portfolio High Yield Bond ETF
-
JNK
SPDR Bloomberg High Yield Bond ETF
-
STIP
iShares 0-5 Year TIPS Bond ETF
-
JPST
JPMorgan Ultra-Short Income ETF
-
JEPI
JPMorgan Equity Premium Income ETF
The most powerful APIs for interest rate futures data
Brought to you by the same engineers behind market data infrastructure at some of the world’s leading HFT firms.
Nanosecond timestamps
The only normalized market data solution to provide up to four timestamps for every event, with sub-microsecond accuracy across venues.
Full order book data
All buy and sell orders at every price level. Get each trade tick-by-tick and order queue composition at all prices.
Smart symbology
Handle rollovers and expirations with continuous contracts. Get every contract month with parent symbology.
Learn how Databento simplifies futures data workflows ->
New users get $125 in free credits
Free credit applies to any of our subscription plans or historical data.
Frequently asked questions
Do you provide the entire SOFR forward curve?
We don’t provide the forward curve directly. CME SOFR futures are commonly used as inputs, along with the SOFR spot rate and SOFR swap rates, to bootstrap the SOFR forward curve and you’ll have to do this on client side from our data.
What are the differences between treasury futures and cash treasuries?
Treasury futures offer easier access to liquidity and standardized contracts with low transaction costs, and are hence often used speculate on future changes in interest rates and hedge against interest rate fluctuations. Cash treasuries are more often used by institutions to hold cash positions and manage credit risk.
Cash treasuries offer more specific maturity dates than there are expiration dates for treasury futures. The difference in price between a cash treasury security and a related treasury futures contract is called the cash-futures basis, and reflects the carry cost on the futures contract.
Treasury futures are traded on futures exchanges like CME, CBOT, and Eurex, whereas cash treasuries are usually traded in the secondary market through brokers—a process which is often facilitated by major ECNs like BrokerTec.
Will Databento support more interest rate markets in the future?
Yes, we are planning to cover major cash treasury markets like BrokerTec, Nasdaq, and Fenics UST, as well as corporate bonds through FINRA TRACE (BTDS, ATDS, etc.) You can check our roadmap for upcoming market coverage and development progress.