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.

Credit Default Swaps

Price/Transaction Data

Daily on-the-run CDS prices and trading volumes, measured by notionals and trade count, for trades required to be disclosed under US regulatory guidelines beginning as of January 2013.

Market Risk Activity

CDS trading volume for single name and indices that results in a change in market risk position. Measured by notional outstanding and trade count on a weekly basis since 2010.

Notional Outstanding

Gross and net notional outstanding, and trade count, for single names and indices. Measured on a weekly basis since 2008.

SEF

Daily CDS trading volume taken directly from each swap execution facility (SEF) for trades required by US regulation to be executed on a SEF. Notional volume is not capped and reflects actual volumes from SEF inception in October 2013.

Interest Rate Derivatives

Price/Transaction Data

Daily IRD prices and trading volumes, measured by notionals and trade count, for trades required to be disclosed under US regulatory guidelines beginning as of January 2013.

Notional Outstanding

Notional outstanding, and trade count, for a range of IRD products. Measured on a weekly basis since 2012.

SEF

Daily SEF-reported IRD notional volume from October 2, 2013 (Note: SEF-reported volume is not subject to capping rules which apply to US trade repositories).