ISDA SwapsInfo brings greater transparency to OTC derivatives markets. It transforms publicly available data on OTC derivatives trading volumes and exposures into information that is easy to chart, analyze and download. ISDA SwapsInfo cover the interest rates derivatives and credit derivatives markets.
Credit Default Swaps
Price/Transaction DataDaily CDS prices and trading volumes, measured by notional outstanding and trade count. Available for trades reported into DTCC's Swap Data Repository as of January 2013.
Market Risk ActivityCDS trading volume for single name and indices that results in a change in market risk position. Measured by notional and trade count on a weekly basis since 2010.
Notional OutstandingGross and net notional outstanding, and outstanding trade counts, for single names and indices. Measured on a weekly basis since 2008.
Interest Rates Derivatives
Price/Transaction DataDaily IRD prices and trading volumes, measured by notional outstanding and trade count. Available for certain trades reported into DTCC's Swap Data Repository as of January 2013.
Notional OutstandingNotional outstanding, and outstanding trade counts, for the range of IRD products. Measured on a weekly basis since 2012.