Optimize trades and valuations with an objective OTC derivatives data service
OTC Derivatives Data is an independent, flexible service that provides buy-side and sell-side firms with premium quality, multi-sourced curve and volatility data for OTC interest rates analysis. We derive our OTC derivatives data with inputs from multiple sources, including banks and major interdealer brokers, so that you can meet changing regulatory demands. Stringent quality control tests ensure data accuracy and completeness. Flexible data delivery includes four intraday snaps to support regional closes.
Independent data – Rely on data obtained independently from multiple sources, including major market makers across instruments
Flexibility – Request customizable data snap times, report frequencies, formats and content
Transparency – Make decisions using data derived from various inputs and numerous data points with fully documented methodologies and processes
Coverage – Leverage cross-asset class coverage for intraday and historical time periods
Accuracy – Use data that has undergone rigorous cleaning processes with machine-learning thresholds based on historical data
Customer Service – Enjoy direct access to global IHS Markit support teams that are committed to superior service and timely data challenge resolution