About This Site

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

The site provides detailed data and analytics on the interest rate derivatives (IRD) and credit derivatives markets, based on transactions reported in the U.S., EU, and UK.

• U.S. data includes transactions reported under Commodity Futures Trading Commission (CFTC) regulations to the Depository Trust & Clearing Corporation (DTCC) and Bloomberg swap data repositories (SDRs), beginning in January 2013. (Note: Bloomberg SDR was operational from May 2014 to August 2018.)
• The U.S. security-based swap dataset includes transactions reported to DTCC and ICE Trade Vault security-based swap data repositories (SBSDRs) under Securities and Exchange Commission (SEC) regulations, beginning in February 2022.
• European data is sourced from approved publication arrangements (APAs) and trading venues (TVs) in the EU and UK, and is displayed with a five-week delay due to post-trade transparency deferrals.

The site also offers market risk activity (notional volume and trade count) and notional outstanding (gross and net notional and trade count) for credit derivatives, including single-name and index CDS, using data from the DTCC Trade Information Warehouse (TIW).

In addition, global IRD notional outstanding and gross market value figures are based on the Bank for International Settlements (BIS) Semiannual OTC Derivatives Statistics.

ISDA will continue to review and enhance the SwapsInfo platform over time. We welcome inquiries from firms or individuals interested in contributing data or being listed as a data source. For questions or suggestions about the site, please contact ISDA at swapsinfo@isda.org.