Data on the OTC derivatives market, including its size, clearing volumes and portfolio compression.
| OTC derivatives (all) | ||
| Global notional amounts outstanding and gross market values of OTC derivatives (1998-present) | Bank for International Settlements (BIS) | BIS Semiannual Survey |
| OTC derivatives turnover | Bank for International Settlements (BIS) | Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity |
| 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 (OTC Commodity, CDS, equity and IRS trade volumes and operational statistics) | Markit | MarkitMetrics |
| Close-out netting benefit | Global (BIS) and US (OCC) | BIS Semiannual Survey
Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity |
| Collateral statistics | ISDA | ISDA Margin Survey |
|
Interest rate derivatives |
||
| Notional amounts outstanding by product | The Depository Trust & Clearing Corporation (DTCC) | DTCC Global Trade Repository (GTR) |
| Global notional amounts outstanding and gross market values of OTC interest rate derivatives (1998-present) | Bank for International Settlements (BIS) | BIS Semiannual Survey |
| Interest rate derivatives turnover | Bank for International Settlements (BIS) | Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity |
| Daily IRD prices and trading volumes / Weekly notional outstanding, and outstanding trade counts, for the range of IRD products | ISDA | ISDA SwapsInfo |
| Interest rate swap clearing | London Clearing House | LCH.Clearnet SwapClear Statistics |
| CME Group | Interest Rate Swaps Market Data Reports | |
| Interest rate swap compression | TriOptima | triReduce Statistics |
|
Credit derivatives |
||
| Gross and net notional amounts of single-name, index, and tranche CDS | Depository Trust Clearing Corporation (DTCC) | DTCC Trade Information Warehouse |
| Global notional amounts outstanding and gross market values of OTC credit derivatives (1998-present) | Bank for International Settlements (BIS) | BIS Semiannual Survey |
| Daily CDS prices and trading volumes / Market risk activity / Gross and net notional outstanding, and outstanding trade count, for single names CDS and CDS indices | ISDA | ISDA SwapsInfo |
| Credit events (2005-present) | Creditex | Credit Event Fixings |
| ISDA | Determinations Committee | |
| CDS clearing | InterContinental Exchange (ICE) | ICE Trust: Credit Default Swap Clearing |
| CME Group | CDS Market Data Reports | |
| Eurex | Eurex Credit Clear – Cleared Volume | |
| London Clearing House | LCH.Clearnet SA | |
| CDS portfolio compression | TriOptima | triReduce Statistics |
| InterContinental Exchange (ICE) | Creditex Post-Trade Processing | |
| Markit | Markit Portfolio Compression | |
|
Commodity derivatives |
||
| Global notional amounts outstanding and gross market values of OTC commodity derivatives (1998-present) | Bank for International Settlements (BIS) | BIS Semiannual Survey |
| OTC clearing (number of contracts) | CME Group | CME ClearPort |
|
Exchange-traded (listed) derivatives |
||
| Turnover and outstanding amounts | Bank for International Settlements (BIS) | Exchange traded derivatives statistics |
| Global futures and options volume | Futures Industry Association (FIA) | Annual futures and options volume survey report |
| Equity options volumes; cash bond and equity statistics | World Federation of Exchanges (WFE) | WFE Database |
|
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 |
Latest
Joint Letter on Simplification of EU Taxonomy
On October 6, ISDA, the Association for Financial Markets in Europe (AFME), the European Fund and Asset Management Association (EFAMA), the European Association of Co-operative Banks (EACB) and the European Banking Federation (EBF) published a policy statement in support of...
Paper on Removal of SI Regime
On October 10, ISDA, the Association for Financial Markets in Europe (AFME) and the International Capital Market Association (ICMA) published a paper on the practical implications of the recent discontinuation of the systematic internalizer (SI) regime for derivatives, bonds and...
ISDA Analysis to ESMA on Reporting Costs
ISDA has submitted to the European Securities and Markets Authority (ESMA) an analysis of the costs of regulatory reporting, which proposes where savings can be made most effectively. This document supplements the recent response submitted by ISDA, the Association for...
Episode 52: Innovative Thinking
The pace of change in derivatives markets shows no sign of letting up, with rapid evolution across trading, regulation and technology. Industry veteran Don Wilson, founder of trading firm DRW, talks to The Swap about some of the biggest trends....