About This Site

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

ISDA SwapsInfo covers interest rate derivatives (IRD) and credit derivatives markets. It uses publicly reported data from the Depository Trust & Clearing Corporation (DTCC) and Bloomberg swap data repositories (SDRs) and includes trades that are required to be disclosed under US regulatory guidelines beginning January 2013.

The site also provides market risk activity (notional and trade count) and notional outstanding (gross and net notional outstanding and trade count) for credit derivatives, including single-name and index CDS.  It uses credit derivatives data from the Trade Information Warehouse service operated by DTCC Derivatives Repository (UK) Limited. IRD notional outstanding and gross market value data is based on the  Bank for International Settlements (BIS) Semiannual OTC Derivative Statistics.

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.