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
ISDA Launches Pre-adherence Period for Notices Hub
ISDA has begun a pre-adherence process for the ISDA Notices Hub, enabling firms to sign up to a free protocol that will allow them to use the new platform when it launches on July 15. Under the ISDA Master Agreement,...
ISDA SIMM EU Regulatory Approval Requirements
ISDA published ISDA SIMM version 2.7+2412 on May 22 – the first recalibration under the new semiannual cycle. The release triggered a new requirement for EU counterparties to apply for regulatory authorization to use the model – a submission that...
Creating Value - IQ June 2025
Ever since its establishment 40 years ago, ISDA has worked to enhance the safety and efficiency of derivatives markets. That has motivated everything we do – from the development of standard documentation and the rollout of new digital solutions to...
Paper on EC’s Sustainability Omnibus Proposal
On June 9, ISDA published a position paper setting out its views on the European Commission’s (EC) Sustainability Omnibus Package. In the paper, ISDA urges European authorities to: Ensure a proportionate, harmonized and symmetrical approach to the use of derivatives...