OTC derivatives (all)
Global notional amounts (1987-present)
ISDA
ISDA Market Survey
Global notional amounts and market values (1998-present)
Bank for International Settlements (BIS)
BIS Semiannual Derivatives Statistics
United States (1995-present) notional amounts and credit exposures
Office of the Comptroller of the Currency (OCC)
OCC Quarterly Report on Bank Derivatives Activities
Japanese notional amounts and market values (1998-present)
Bank of Japan
Regular Derivatives Market Statistics in Japan
Australian OTC and listed derivatives
Australian Financial Markets Association (AFMA)
Australian Financial Markets Report
Largest dealers (IRS, CDS, and equity trade volumes and operational statistics)
Markit
MarkitMetrics
Close-out netting benefit – Global (BIS) and US (OCC)
Netting Benefit Statistics
Transaction volumes and other statistics by product
ISDA Operations Benchmarking Survey
Collateral statistics
ISDA Margin Survey
Interest rate derivatives
Notional amounts outstanding by product (2010-present)
TriOptima
OTC Derivatives Interest Rate Trade Reporting Repository
Interest rate swap clearing
London Clearing House
LCH.Clearnet SwapClear Statistics
CME Group
Interest Rate Swaps Market Data Reports
Foreign exchange
FX and OTC derivatives turnover and notional amounts
BIS
Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FX spot, forward, and swap turnover (North America)
FX Committee/Federal Reserve Bank of New York
FX Volume Survey
Foreign exchange rates
Federal Reserve
H.10 Statistical Release
Credit derivatives
Gross and net notional amounts of single-name, index, and tranche CDS
Depository Trust Clearing Corporation (DTCC)
DTCC Trade Information Warehouse
CDS prices, exposures, and activity
CDS Marketplace
Credit events (2005-present)
Creditex
Credit Event Fixings
Determinations Committee
CDS prices (most liquid)
CDS Data Portal
CDS clearing
InterContinental Exchange (ICE)
ICE Trust: Credit Default Swap Clearing
CDS Market Data Reports
Eurex
Eurex Credit Clear - Cleared Volume
LCH.Clearnet SA
Commodity derivatives
London commodities trading (gas and power)
TheCityUK
IFSL Derivatives 2009
Exchange-traded (listed) derivatives
Turnover and outstanding amounts
Bank for International Settlements
Volume statistics
Futures Industry Association
Equity options volumes; cash bond and equity statistics
World Federation of Exchanges
Money and capital markets
U.S. interest rates
H.15 Statistical Release
Euro area interest rates
European Central Bank
ECB Monetary and Financial Statistics
U.S. bond and money market volumes
Securities Industry and Financial Markets Association (SIFMA)
SIFMA Research and Statistics
European high yield bonds and securitization
Association for Financial Markets in Europe (AFME)
AFME Reports
Libor historical data
British Bankers Association
BBA Libor
Euribor historical data
Euribor-EBF
Euribor Rates
Securitization
Global CDO and US ABS/MBS issuance
SIFMA
Structured finance
Emerging markets
OTC Markets and Derivatives Trading in Emerging Markets (pdf only)
International Organization of Securities Commissions (IOSCO)
Final Report of the Emerging Markets Committee of IOSCO
Hedge funds
Various statistics
Hedge Funds 2010 (datasheet)
