The International Swaps and Derivatives Association, Inc. (ISDA) today
announced the launch of ISDA SwapsInfo (www.swapsinfo.org).
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
Here to view ISDA SwapsInfo Screenshots
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 from other
repositories or trade reporting venues for the OTC derivatives markets.
For questions or suggestions about ISDA SwapsInfo, please contact ISDA
Since 1985, ISDA has worked to make the global over-the-counter (OTC)
derivatives markets safer and more efficient. Today, ISDA has over 800
member institutions from 62 countries. These members include a broad
range of OTC derivatives market participants including corporations,
investment managers, government and supranational entities, insurance
companies, energy and commodities firms, and international and regional
banks. In addition to market participants, members also include key
components of the derivatives market infrastructure including exchanges,
clearinghouses and repositories, as well as law firms, accounting firms
and other service providers. Information about ISDA and its activities
is available on the Association's web site: www.isda.org.
ISDA® is a registered trademark of the International Swaps
and Derivatives Association, Inc.
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