ISDA SwapsInfo, the most comprehensive free site for examining and charting trade repository data on interest rate derivatives and credit default swaps, continues to expand the data available to users.
In addition to the DTCC data featured since our launch, SwapsInfo now includes cleared transactions executed on the Bloomberg SEF in IRD and CDS. Notional, trade count and volume-weighted average price information are available, and pop-up indicators make it easy to see these details broken out by source.
If you haven’t visited the site yet, SwapsInfo makes it easy to transform data into interactive charts and downloadable spreadsheets.
- Daily volume-weighted average IRD & CDS prices (for select products) and trading volumes, measured by notionals and trade count.
- Functionality allowing users to look at trades taking place on or off SEF.
- Weekly notional outstanding and trade count for a range of IRD products.
- Weekly gross and net notional and trade count for CDS single names and indices since 2008.
- Weekly market risk activity, measured by notional outstanding and trade count, for CDS single names and indices since 2010.
SwapsInfo is free and open to all, furthering ISDA’s commitment to safe, efficient markets.