Short Term Interest Rates (STIRs)

Generate more predictability in your fill rates through the unparalleled queue dynamics within BMLL Level 3 Data. In a world of pro-rata allocations, understanding your contribution to volumes at and around touch is critical to successful STIRs trading, the BMLL Data Lab provides the granularity and scalability to analyse these dynamics in full across multiple contracts and venues simultaneously. 

With LIBOR transition coming to an end in Dec 2021 and transitions to new RFRs it will be critical for traders and researchers to understand the impact this will have on their trading strategies. The BMLL Simulator allows researchers to back-test and optimise against the most granular harmonised data available.