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OTC Derivatives

Optimize trades and valuations for over-the-counter derivatives

Access consistent and reliable curve and volatility data for over-the-counter derivatives in support of trading, research, valuation and independent price verification. Our extensive asset class coverage includes foreign exchange, interest rate, equity, credit and commodities derivatives.

Multi-source data gives you informed insight

Data is derived with inputs from multiple sources, including banks, major interdealer brokers and exchanges, so that you can meet changing regulatory demands. This robust data collection and organization empowers us to value almost any instrument, from vanilla to exotics across all asset classes.

Connections to hundreds of major market participants, exchanges and dealers make us a strong independent partner. Our advanced computing power and deep global expertise to extract and organize a huge dataset on derivatives markets, provides a window to see the largest volume of data inputs, methodology, and assumptions

Why IHS Markit?

  • Accuracy – Stringent quality control tests ensure data accuracy and completeness
  • Transparency – Methodologies and processes fully documented with clean audited data
  • Extensive Coverage – Wide range of asset classes, liquid and illiquid instruments, tenors, strikes and maturities
  • Independent data – Volatility and curve data based on information sourced from multiple market participants and exchanges
  • Dedicated Support – Market professionals provide superior service and timely data challenge resolution
  • Flexible Availability – Data available in CSV format via secured FTP location and multiple intraday snaps
  • Depth of Market Data – Sourced from 30+ market makers, top 4 inter-dealer brokers and 25+ exchanges

OTC Derivatives Data - Equity, FX, Interest Rates, Commodities and Credit factsheet
OTC Derivatives Valuation and Data Services Brochure
Best Execution for OTC Derivatives

Uncleared margin rules – Should only geeks care about initial margin calculation?
Leverage premium OTC Derivatives Data
View our web-based Price Viewer Portal

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Whitepaper - Estimating long-term implied volatility for the valuation of insurance liabilities

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