NEWS RELEASE For Immediate Release
ISDA Launches SwapsInfo Website
NEW YORK, February 6, 2014 – 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 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.
Click 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 at swapsinfo@isda.org.
For Media Enquiries, Please Contact: Lauren Dobbs, ISDA New York, +1 212 901 6019, ldobbs@isda.org Nick Sawyer, ISDA London, +44 203 088 3586, nsawyer@isda.org Donna Chan, ISDA Hong Kong, +852 2200 5906, dchan@isda.org
About ISDASince 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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