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OTC Derivatives Data: Best OTC Derivatives Datasets & Databases

What is OTC Derivatives Data?

Over-the-counter derivative data is about financial obligation that two counterparts mutually consent to privately, guided by a priced security whose value is derived from one or more underlying assets. Datarade helps you find OTC derivatives data APIs, datasets and databases. Learn more

Recommended OTC Derivatives Data Products

2 Results

EDI Outsourcing Service to keep your security reference database updated

of listed and unlisted securities for example OTC bonds. ... into manageable processes and ensure quick update of data.
Available for 1 countries
Pricing available upon request

FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa)

Provide benchmark LIBOR yield curves for discounting and forecasting, including discount curves and index forecast curves.
Available for 112 countries
1.8M records
5 years of historical data
100% accurate
Available Pricing:
Yearly License
Free sample available - Exchange Data International profile banner
Exchange Data International
Based in United Kingdom
Exchange Data International
With EDI you get high quality, affordable financial data customized to precisely fit your operational requirements.
Based in Canada
FinPricing provides highly accurate global financial market data from real time to historical via GUI and API. The data are collected from various sources, i...
>5 years
> 60 years
Curve tenors
Interest rate coverage
Based in USA
DTCC is a data provider offering Credit Default Swap (CDS) Data, OTC Derivatives Data, and Swaps Data. They are headquartered in United States of America.
CME Group
Based in USA
CME Group
CME Group is a data provider offering Stock Market Data, Research Data, Commodity Data, Indices Data, and 5 others. They are headquartered in United States o...

The Ultimate Guide to OTC Derivatives Data 2023

Learn about otc derivatives data analytics, sources, and collection.

What is OTC Derivative Data?

Over-the-counter derivative defines a financial obligation that is entered into by two counterparts without extensive intermediation or regulation. A derivative refers to a priced security whose value is derived from one or more principal assets. The value of a derivative is appraised by changes in the underlying asset that may include either stock, bond, commodities, currencies, interest rates, and market indexes. Based on where the selling and buying derivatives takes place, they can either be over-the-counter or exchange-traded. As such, OTC derivative data highlights information about private financial obligations that are established among two or more counterparties.

How is OTC Derivative Data collected?

OTC derivative contracts are usually active on a long term basis. To keep up to date with data related to OTC derivatives, information is collected to keep track of transaction details at the inception of the contracts and during the existence of the contracts. The collection of OTC derivative data employs two main approaches, the lifecycle approach, and the snapshot approach. In the lifecycle approach, data is collected and reported at the inception of the contract and during the resultant events that may have a direct bearing on the contract before it expires. Snapshot approach on the other hand involves the recording of data at the inception of derivative contract, preceded by the frequent update of the pre-existing state of the contract, that captures all the alterations that have taken place to the contract since the previous update and the current market values.

What are the attributes of OTC Derivative Data?

OTC derivatives are largely attributed based on the underlying asset by which the value is derived. As such, OTC derivative data is comprised of the following attributes:

  • Interest rate derivatives in which case the underlying asset is a standard interest rate
  • Commodity derivatives where the underlying assets are physical commodities.
  • Data on Forex derivatives that derives value from foreign exchange fluctuations.
  • Equity derivatives information whose underlying are equity securities.
  • Fixed income derivatives for fixed income securities.

Each of the listed attributes is made up of functional approach features of OTC derivative data. These features range from operational data, product information, transaction economics, valuation data, and counterparty information, underlying information, and event data.

What are the uses of OTC Derivative Data?

Companies can use OTC derivative data to assess the level of flexibility in financial market operations when trading privately. Companies use this data to determine how best the available OTC derivatives are tailored to the specific needs of the company such as the repercussions of a given exchange rate or commodity price over a given time. This data is also used by companies to plan out better risk management strategies. OTC derivative data can be used by companies, in this case, to assess how best to cushion against interest rate risks, currency risks, and commodity risks. By trading in OTC derivatives, some companies believe that they are presented with an avenue that helps protect the consumer against commodity price fluctuations, hence the need to have access to this data.

How can a user assess the quality of OTC Derivative Data?

OTC derivative data is meant to empower decision-makers, traders, compliance officers, and risk managers on how to assertively determine the price value of underlying assets across the derivative enterprise with an accurate perception of valuation and transparent practices. Based on this fact, assessing the quality of OTC derivative data in terms of accuracy and valuations is an important undertaking by the concerned stakeholders. Because of a broad base of use cases for OTC derivative data, accuracy is an important factor of the data that helps users to adapt their needs effectively according to the information. Accuracy of OTC derivative data gives users detailed inputs about the price of underlying assets, contextualization of the market, risk assessment, and identification of opportunities.

Where can I buy OTC Derivatives Data?

Data providers and vendors listed on Datarade sell OTC Derivatives Data products and samples. Popular OTC Derivatives Data products and datasets available on our platform are EDI Outsourcing Service to keep your security reference database updated by Exchange Data International and FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa) by FinPricing.

How can I get OTC Derivatives Data?

You can get OTC Derivatives Data via a range of delivery methods - the right one for you depends on your use case. For example, historical OTC Derivatives Data is usually available to download in bulk and delivered using an S3 bucket. On the other hand, if your use case is time-critical, you can buy real-time OTC Derivatives Data APIs, feeds and streams to download the most up-to-date intelligence.