OTC Derivatives Data

<p>New Bond Repo, FX BidAsk and PM BidAsk Packages for OTC Derivatives Data are now <span style=color: rgb(0,0,0);background-color: rgb(255,255,255);font-size: medium;font-family: Akkurat Pro;>available </span>on Snowflake.</p>

This robust data collection and organization, derived from 60+ market makers, banks, major interdealer brokers and 30+ exchanges, provides valuable insights to value almost any derivative instrument across all asset classes.

Market Intelligence

At S&P Global Market Intelligence, we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.

The OTC Derivatives Data dataset, originated from IHS Markit, is derived with inputs from multiple sources, including 60+ market makers, banks, major interdealer brokers and 30+ exchanges. This robust data collection and organization provides valuable insights to value almost any derivative instrument, from vanilla to exotics across all asset classes.

Leverage OTC Derivatives Data to meet changing regulatory demands, whether it's front, middle and back-office, supporting trading, research, valuation, independent price verification, market risk, regulatory reporting and compliance requirements for institutions globally. Extensive cross asset coverage extends to less liquid, longer dated and out-of-the-money products to provide comprehensive market insight.

This dataset includes:

  • Yield Interest Rates Swaps Curves (including inflation)
  • Spots and Forward Curves (EQ, FX, PM Commodities)
  • Implied Volatility Surfaces (EQ, IR, FX, PM Commodities)
  • Implied Correlation (CMS Spread Option, EQ-EQ, EQ-FX)
  • Daily End of Day and Intra-day data
  • History back to 2007
Frequency
Daily
Latency
Daily
Coverage Type
Financial Asset
Coverage
5,000
History
2007
Earliest Significant Coverage
2007
Point In Time
Yes
Data Source
Bank consensus contributions, Inter-dealer broker and exchange data
Field Count
100s
Estimated Size
35
Added
Enhanced
2026-03-30

Industries

  • Financials
  • Real Estate
  • Energy and Utilities
  • Materials
  • Healthcare
  • Industrials
  • Consumer
  • Technology, Media & Telecommunications

Geographic Coverage

  • Global

Delivery

  • API
  • Cloud
  • Feed

Research & Insights

Support