OTC Derivatives Data

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.

Key benefits:

  • 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


  • Asset Managers
  • Hedge Funds
  • Pension Funds
  • Insurance Companies
  • Banks
  • Fund administrators


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