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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.

Top OTC Derivatives Data APIs, Datasets, and Databases

Find the top commercial OTC Derivatives Data sets, feeds and streams.

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FX Forward Points (Spreads) Data

by FinPricing
Offers FX forward points/spreads/curves in 144 currency pairs.
Volume1.8M records
Quality100% market quotes
Country
China
Japan
Germany
+ 224 others
History5 years of past data available
Use CaseRisk Management, Portfolio Valuation + 3 more
Available Pricing:
Yearly license
Get Sample View Product

LIBOR Yield Curve, Zero Rate Curve Data

by FinPricing
Provide benchmark LIBOR yield curves for discounting and forecasting, including discount curves and index forecast curves.
Volume1.8M records
Quality100% accurate
Country
USA
China
Japan
+ 109 others
History5 years of past data available
Use CaseTrading, Risk Management + 3 more
Available Pricing:
Yearly license
Get Sample View Product

Cap Implied Volatility Surface Data Feed API

by FinPricing
Provide interest rate cap and floor implied volitivity surface data in major currencies.
Volume26.8M records
Quality100% match quotes
Country
USA
Japan
Germany
+ 24 others
History5 years of past data available
Use CaseRisk Management, Portfolio Valuation + 3 more
Available Pricing:
Yearly license
Get Sample View Product

Top OTC Derivatives Data Providers, Vendors, and Companies

Find the top OTC Derivatives Data aggregators, suppliers, and firms.

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IHS Markit

Based in United Kingdom

IHS Markit is a data provider offering Wearables Data, Pharma Data, Healthcare Marketing Data, Custom Audience Data, Solar Energy Data, Wind Power Data, Oil & Gas Data, Agricultural Data, Telemedic...

CME Group

Based in United States of America

CME Group is a data provider offering Commodity Data, Indices Data, Swaps Data, OTC Derivatives Data, Implied Volatility Data, Interest Rate Data, Commodity Prices Data, Stock Market Data, and Rese...

DTCC

Based in United States of America

DTCC is a data provider offering Swaps Data, Credit Default Swap (CDS) Data, and OTC Derivatives Data. They are headquartered in United States of America.

The Ultimate Guide to OTC Derivatives Data 2021

Learn everything about OTC Derivatives Data. Understand data sources, popular use cases, and data quality.

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.

Who are the best OTC Derivatives Data providers?

Finding the right OTC Derivatives Data provider for you really depends on your unique use case and data requirements, including budget and geographical coverage. Popular OTC Derivatives Data providers that you might want to buy OTC Derivatives Data from are IHS Markit, CME Group, and DTCC.

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 FX Forward Points (Spreads) Data by FinPricing, LIBOR Yield Curve, Zero Rate Curve Data by FinPricing, and Cap Implied Volatility Surface Data Feed API 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.

What are similar data types to OTC Derivatives Data?

OTC Derivatives Data is similar to OTC Reference Data and Credit Default Swap (CDS) Data. These data categories are commonly used for OTC Derivatives Data analytics.

Categories Related to OTC Derivatives Data

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