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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