OTC derivatives (all)

Global notional amounts (1987-present)


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)



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)


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

  Singapore Exchange (SGX) AsiaClear
Interest rate swap terminations TriOptima triReduce Statistics

Foreign exchange

FX and OTC derivatives turnover and notional amounts


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)


Credit Event Fixings

Credit events (2005-present)


Determinations Committee

CDS prices (most liquid)


CDS Data Portal

CDS clearing

InterContinental Exchange (ICE)

ICE Trust: Credit Default Swap Clearing


CME Group

CDS Market Data Reports



Eurex Credit Clear - Cleared Volume


London Clearing House

LCH.Clearnet SA

CDS portfolio compression TriOptima triReduce Statistics

Commodity derivatives

London commodities trading (gas and power)


IFSL Derivatives 2009

OTC clearing (number of contracts) CME Group CME ClearPort

Exchange-traded (listed) derivatives

Turnover and outstanding amounts


Bank for International Settlements

Volume statistics

Futures Industry Association

Futures Industry Association

Equity options volumes; cash bond and equity statistics

World Federation of Exchanges

World Federation of Exchanges

Money and capital markets

U.S. interest rates

Federal Reserve

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 Rates


Global CDO and US ABS/MBS issuance


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)