This topic describes Cleared OTC FX pricing curve inputs for CME Group DataMine.
This dataset represents the key pricing curve inputs used to construct the daily pricing curves for the valuation of OTC FX products.
Contents
- End of Market Summary
- Eris PAI Dataset
- BrokerTec Historical Data
- Time and Sales
- Top of Book - BBO
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- GovPX End of Day Historical Data
- Premium FX Feed Historical Data
- SOFR Strip Rates
- CME Liquidity Tool Datasets
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- CVOL
- CME Group Petroleum Index
- AIR Futures
- FX Options Vol Converter
- OTC IRS Curves
- CryptoQuant
- Fixing Prices
- Historical Margin Data
- Asian Gold Spot
- Settlements FAQ
- CME Term SOFR
- Daily Bulletin
- Commodities Indices
- Repo Fund Rates
- TFS-ICAP FX Options
- MXN Price Alignment Amount Rate
- Cleared OTC IRS
- FX Close Quotes
- Market Depth
- Block Trades
- MBO FIX
- Volume and Open Interest
- Packet Capture Dataset
Dates Available
FX Close Quote data historically dates back one year.