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
Launch of ISDA Notices Hub and Protocol
ISDA has launched the ISDA Notices Hub and the ISDA 2025 Notices Hub Protocol, giving users a faster and more efficient method for delivering critical notices and reducing the uncertainty and risk of losses that can result from delays. The...
Response to Voluntary Carbon Markets Consultation
On July 10, ISDA responded to the UK government’s consultation on voluntary carbon and nature markets. The UK should continue to play a leading role in promoting the consistent legal treatment of carbon credits internationally, with the development of global...
ISDA Response – ROC Consultation on Revised CDE Version 4
The International Swaps and Derivatives Association, Inc. (ISDA) response to the Regulatory Oversight Committee (ROC) consultation on the harmonisation of critical OTC derivatives data elements (CDE) revised CDE Technical Guidance – version 4, submitted to the ROC on January 24,...
ISDA response to ESMA MiFIR Review Consultation
On July 11, ISDA submitted a response to the European Securities and Markets Authority's (ESMA) fourth package of Level 2 consultation under the Markets in Financial Instruments Regulation Review (MiFIR), on transparency for derivatives, package orders and input/output data for...