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ISDA SwapsInfo

ISDA, SwapsInfo, here. $6ooT notional  (with CCP double count) 5M trades total. 5Y $20B/272 trades on 6Feb. Nice graphs.

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 covers the interest rate derivatives and credit default swaps markets.

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About This Site

ISDA SwapsInfo.com was developed by the International Swaps and Derivatives Association, Inc. (ISDA) in order to provide greater transparency on the OTC derivatives markets.

The site displays price and transaction data on interest rate derivatives and credit default swaps. It uses publicly reported data from DTCC’s SDR service operated by DTCC Data Repository (US) LLC, to which registered swaps dealers in the U.S. provide such information. Such firms are required by federal regulators to publicly report certain trade data.

The site also displays market risk activity (notionals and trade counts) and notionals outstanding (gross/net notionals and trade counts) on credit default swaps. It uses CDS information from the Trade Information Warehouse service operated by DTCC Derivatives Repository (UK) Limited, and interest rate derivatives data from the ODRF reporting service operated by DTCC Derivatives Repository (UK) Limited.

ISDA plans to continually review and enhance the site in the future. This may include, among other matters, providing other price, notional and trade count information, as well as data on other asset classes and from other repositories or trade reporting venues for the OTC derivatives markets.

We welcome inquiries from firms or individuals who would like to provide or to be referenced as a provider of such information. For questions or suggestions about this site, please contact ISDA at swapsinfo@isda.org or by writing to us at: The International Swaps and Derivatives Association, Inc., 360 Madison Avenue, 16th Floor, New York, NY 10017.

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