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Interest rate derivatives

ICE offers the largest marketplace for U.K. and European interest rates futures and options, including ESTR, Euribor, SONIA, Gilts and SARON futures. ICE's global rate contracts span geographies, currencies and tenors, providing participants with deep liquidity, transparent price discovery and capital-efficient tools to manage risk.

ICE STIR Pricer


The ICE STIR Pricer is a complimentary Excel-based tool developed by the ICE rates team, providing sophisticated pricing and analytics across ICE's short-term interest rate futures, covering Euribor, SONIA, ESTR and more.

Whether you're a broker building rate scenario models to generate options trade ideas around key strikes, a liquidity provider calibrating your trading models or a market participant looking to extract central bank rate probabilities implied by the futures market, the ICE STIR Pricer gives you a flexible and intuitive framework to do it.

Used across buy-side and sell-side firms, it has become an established tool for participants active in short-term rate markets.

Contact the ICE interest rates team for more information.

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