ISDA Launches New "SwapsInfo" Web Site

ISDA announced the launch of its new web site, ISDA SwapsInfo (www.swapsinfo.org). According to ISDA, the SwapsInfo site aims to enhance transparency in over-the-counter ("OTC") derivatives markets by pulling together publicly available data on interest rate derivatives ("IRD") and credit default swaps ("CDS").

The web site allows for the transformation of the following data into interactive charts:

  • IRD:
    • daily volume-weighted average IRD prices (for select products) and trading volumes, measured by notionals and trade count, as of January 2013; and
    • weekly notional outstanding and trade count for a range of IRD products since 2012.
  • 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; and
    • weekly gross and net notional outstanding and trade count for CDS single names and indices since 2008.

See: ISDA Press Release.

Tags