|
OTC derivatives (all)
|
|
Global notional amounts and market values (1998-present)
|
Bank for International Settlements (BIS)
|
BIS Semiannual Derivatives Statistics
|
|
United States (1995-present) notional amounts and credit exposures
|
Office of the Comptroller of the Currency (OCC)
|
OCC Quarterly Report on Bank Derivatives Activities
|
|
Japanese notional amounts and market values (1998-present)
|
Bank of Japan
|
Regular Derivatives Market Statistics in Japan
|
|
Australian OTC and listed derivatives
|
Australian Financial Markets Association (AFMA)
|
Australian Financial Markets Report
|
|
Largest dealers (OTC Commodity, CDS, equity and IRS trade volumes and operational statistics)
|
Markit
|
MarkitMetrics
|
|
Close-out netting benefit – Global (BIS) and US (OCC)
|
ISDA
|
Netting Benefit Statistics
|
|
Transaction volumes and other statistics by product
|
ISDA
|
ISDA Operations Benchmarking Survey
|
|
Collateral statistics
|
ISDA
|
ISDA Margin Survey
|
|
|
|
|
Interest rate derivatives
|
|
Notional amounts outstanding by product (2010-present)
|
TriOptima
|
OTC Derivatives Interest Rate Trade Reporting Repository
|
|
Interest rate swap clearing
|
London Clearing House
|
LCH.Clearnet SwapClear Statistics
|
|
|
CME Group
|
Interest Rate Swaps Market Data Reports
|
|
|
Singapore Exchange (SGX)
|
AsiaClear
|
|
Interest rate swap terminations
|
TriOptima
|
triReduce Statistics
|
|
Foreign exchange
|
|
FX and OTC derivatives turnover and notional amounts
|
BIS
|
Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity
|
|
FX spot, forward, and swap turnover (North America)
|
FX Committee/Federal Reserve Bank of New York
|
FX Volume Survey
|
|
Foreign exchange rates
|
Federal Reserve
|
H.10 Statistical Release
|
|
|
Credit derivatives
|
|
Gross and net notional amounts of single-name, index, and tranche CDS
|
Depository Trust Clearing Corporation (DTCC)
|
DTCC Trade Information Warehouse
|
|
CDS prices, exposures, and activity
|
ISDA
|
CDS Marketplace
|
|
Credit events (2005-present)
|
Creditex
|
Credit Event Fixings
|
|
Credit events (2005-present)
|
ISDA
|
Determinations Committee
|
|
CDS prices (most liquid)
|
Markit
|
CDS Data Portal
|
|
CDS clearing
|
InterContinental Exchange (ICE)
|
ICE Trust: Credit Default Swap Clearing
|
|
|
CME Group
|
CDS Market Data Reports
|
|
|
Eurex
|
Eurex Credit Clear - Cleared Volume
|
|
|
London Clearing House
|
LCH.Clearnet SA
|
|
CDS portfolio compression
|
TriOptima
|
triReduce Statistics
|
|
|
Markit Creditex
|
Creditex Post-Trade Processing
Markit Portfolio Compression
|
|
|
Commodity derivatives
|
|
London commodities trading (gas and power)
|
TheCityUK
|
Commodities trading 2011
|
|
OTC clearing (number of contracts)
|
CME Group
|
CME ClearPort
|
|
|
Exchange-traded (listed) derivatives
|
|
Turnover and outstanding amounts
|
BIS
|
Bank for International Settlements
|
|
Volume statistics
|
Futures Industry Association
|
Futures Industry Association
|
|
Equity options volumes; cash bond and equity statistics
|
World Federation of Exchanges
|
World Federation of Exchanges
|
|
|
Money and capital markets
|
|
U.S. interest rates
|
Federal Reserve
|
H.15 Statistical Release
|
|
Euro area interest rates
|
European Central Bank
|
ECB Monetary and Financial Statistics
|
|
U.S. bond and money market volumes
|
Securities Industry and Financial Markets Association (SIFMA)
|
SIFMA Research and Statistics
|
|
European high yield bonds and securitization
|
Association for Financial Markets in Europe (AFME)
|
AFME Reports
|
|
Libor historical data
|
British Bankers Association
|
BBA Libor
|
|
Euribor historical data
|
Euribor-EBF
|
Euribor Rates
|
|
|
Securitization
|
|
Global CDO and US ABS/MBS issuance
|
SIFMA
|
Structured finance
|
|
|
Emerging markets
|
|
OTC Markets and Derivatives Trading in Emerging Markets (pdf only)
|
International Organization of Securities Commissions (IOSCO)
|
Final Report of the Emerging Markets Committee of IOSCO
|
ISDA®
