23 February 2017
Visit EBAday.com

Isda launches SwapsInfo Website

07 February 2014  |  1535 views  |  0 Source: Isda

The International Swaps and Derivatives Association, Inc. (ISDA) today announced the launch of ISDA SwapsInfo.

ISDA SwapsInfo aims to enhance transparency in the over-the-counter (OTC) derivatives markets by pulling together in one place a wealth of publicly available data on interest rate derivatives (IRD) and credit default swaps (CDS). The data is available in a consistent format and the resulting consolidated time series are easy to download and analyze.

The website allows for the transformation of the following data into interactive charts:

For IRD:

Daily volume-weighted average IRD prices (for select products) and trading volumes, measured by notionals and trade count, as of January 2013.
Weekly notional outstanding and trade count for a range of IRD products since 2012.

For CDS:

Daily volume-weighted average CDS prices (for select products) and trading volumes, measured by notionals and trade count, as of January 2013.
Weekly market risk activity, measured by notional outstanding and trade count, for CDS single names and indices since 2010.
Weekly gross and net notional outstanding and trade count for CDS single names and indices since 2008.

In addition, ISDA SwapsInfo includes a Monthly Market Commentary in which the Association analyzes the data on the website to highlight key trends in the OTC derivatives markets.

ISDA SwapsInfo uses publicly reported price and transaction data on IRD and CDS from the Depository Trust & Clearing Corporation's (DTCC) swap data repository (SDR) service operated by DTCC Data Repository (US) LLC. Market risk activity and notional outstanding on CDS is displayed from the Trade Information Warehouse service operated by DTCC Derivatives Repository (UK) Limited and IRD notional outstanding from the OTC Derivatives Regulators' Forum (ODRF) reporting service operated by DTCC Derivatives Repository (UK) Limited.

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

Comments: (0)

Comment on this story (membership required)

Related company news

 

Related blogs

Create a blog about this story (membership required)
Visit contisgroup.com

Who is commenting on wholesale banking?

Top wholesale banking topics

Most viewed Most shared
Standard Chartered connects corporate customers to WeChatStandard Chartered connects corporate cust...
6180 views comments | 17 tweets | 19 linkedin
High rate of defaults hit P2P lending sectorHigh rate of defaults hit P2P lending sect...
6059 views comments | 17 tweets | 13 linkedin
Registration opens for EBAday 2017Registration opens for EBAday 2017
5894 views comments | 2 tweets | 7 linkedin
BNY Mellon seeks blockchain experts for new emerging biz and tech teamBNY Mellon seeks blockchain experts for ne...
5564 views comments | 7 tweets | 4 linkedin
hands typing furiouslyData Analytics as a Service in Asset Manag...
5108 views 0 | 3 tweets | 5 linkedin

Featured job

Six Figure Base + Commission + Stock Options
London

Find your next job