Interest Rate Derivatives
We offer the largest marketplace for UK and European interest rates, including Euribor, Short Sterling, Gilts and SONIA futures and options.
Our global rate contracts span geographies, currencies and tenors, providing participants around the world with effective tools to manage risk in a capital efficient manner.
Customers can trade products such as our highly liquid Sterling and Euribor futures and options contracts which reference LIBOR, or our growing suite of products based on alternative reference rates such as One and Three Month SONIA futures.
The Secured Overnight Financing Rate (SOFR) is the latest addition to our alternative reference rate complex, offering finer price granularity and tighter spreads.
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We established the world’s largest marketplace for UK and European interest rates, including Euribor, Short Sterling, Gilts and SONIA futures and options.
Government Bond Futures »Our flagship Long Gilt futures and options contract is the market benchmark for the 10 year segment of the UK sovereign yield curve.
Eris and Swapnote® Futures »Closely replicating the economics of interest rate swaps, our contracts enable efficient access to trading of the interest rate swaps curve.
Resources
Find out more about the proposed treatment of ICE Futures Europe LIBOR referencing listed futures and options positions at year-end 2021.
We can help you manage the shift, with real-time derivatives data, valuations and analytics, futures contracts on all major alternative rates and IBA’s preliminary Term Rates for SONIA
The pandemic forced central banks across the world to change their trajectories. The UK, EU and US responded with unprecedented monetary policy that sought to soften the effects of government shutdowns and revitalize economies.