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Forex and Money Market Data | Derived

Money Market - Implied Deposits

Derived money market data representing implied deposits for short-term interest rate analysis.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Money Market - Implied Deposits

Coverage metric

Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 2009
Coverage count:
Asset Classes - 2000 RICs

Delivery metadata

Data Frequency
Real‑Time
Language
English
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, Website, Digital Files
Data formats:
CSV, GZIP, JSON, Delimited, Text, Metafile Picture, Bitmap, PCAP, Zip Archive, PDF, XML, Python, MPEG, HTML, User Interface
Minimum service frequency
Real‑Time

Overview of Money Market - Implied Deposits

Implied Deposit Rate Curves

Implied Deposit Curve Analytics

Implied deposits are calculated using Currency Spot, USD Deposits, and the currency Forward/NDF rates

Coverage across major currency pairs with intraday market updates

Comprehensive pricing, liquidity, and history across multiple currency pairs

Built for Curve Construction

Money Market Data and Analytics Workflows

Create a trusted foundation of implied deposit rates across currencies and maturities

Deliver deeper money market insights through transparent rate derivation and enriched metadata

Integrate seamlessly via flexible, API-enabled delivery

Monitor Short-Term Funding Costs

Comprehensive Implied Deposit Coverage

Unify short-term funding signals across currencies and tenors

Improve transparency for curve construction, valuation and risk management

Enable faster decisions with trusted implied rate analytics and market insights

Description of the dataset

  • LSEG delivers derived implied deposit rates for short-term money market analysis across key currencies and tenors. We infer representative deposit levels from liquid money market instruments and futures using established market conventions.
  • Our content spans the overnight to 12-month horizon to support front-end curve construction and valuation workflows. We provide time-stamped rates with associated effective and maturity dates for consistent use across pricing and risk processes.
  • We focus coverage on widely traded currencies and tenors where observable market activity supports robust derived levels. Our approach helps customers compare short-term funding conditions across instruments, maturities and currencies.
  • LSEG structures implied deposit data for integration into trading, treasury, valuation and analytics workflows. We support customers who require consistent derived money market inputs for curve building, scenario analysis and short-term rate monitoring.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Wealth LSEG Data Platform
Wealth LSEG Data Platform provides a single access layer to LSEG and third-party data for wealth management workflows. It supports cloud-enabled data access, distribution and application development, enabling users to consume data and analytics through flexible delivery options and platform services.

All categories

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