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

 

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