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Swaps Data

Swaps data is data that covers information related to the exchange of business instruments between two parties. It's used by banks and financial markets to calculate solid or floating charges on liabilities and assets. Datarade helps you find the right swaps data providers.

Top Swaps Data APIs, Datasets, and Databases

Find the top commercial Swaps Data sets, feeds and streams.

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Swap Rate Curve, Basis Curve, OIS Curve Data

by FinPricing
Provide swap rate curves, basis curves, OIS curves, and yield curves in 34 currencies and more than 60 countries, including deposit rates, interest rate futures, swap rates, basis spreads, etc.
Volume9.2M records
Quality100% market quotes
Country
USA
China
Japan
+ 147 others
History5 years of past data available
Use CaseRisk Management, Portfolio Valuation + 3 more
Available Pricing:
Yearly license
Get Sample View Product

Cross Currency Basis Curve Data

by FinPricing
Cross currency basis is an important element of currency management. To price a cross-currency product, the cross-currency basis spread has to be taken into account by adjusting either discounting ...
Volume100K records
Quality100% market quotes
Country
USA
Japan
Germany
+ 56 others
Use CaseInvesting, Risk Management + 3 more
Pricing available upon request
Get Sample View Product

NCFX Forward FX Reference Rates

by New Change FX
Live Forward FX Benchmark for circa 10,000 currency pairs and tenors including NDF prices. Update frequency up to 1 second. Additional bespoke Forward Interpolation tool.
Volume86.4K updates per day per ccy pair
Quality100% Market rates
Country
USA
Germany
United Kingdom
+ 195 others
History3 years of past data available
Use CaseTrading, Risk Management + 3 more
Starts at
£2,000 / month
Free sample available
Get Sample View Product

NCFX Forward FX Benchmark

by New Change FX
Official live Forward FX Benchmark for 40 primary currency pairs including all standard tenors out to one year. Update frequency up to 1 second. Additional bespoke Forward Interpolation tool.
Volume86.4K updates per day per ccy pairr
Quality100% Benchmarks
Country
USA
Germany
United Kingdom
+ 195 others
History3 years of past data available
Use CaseAlgorithmic Trading, Trading + 3 more
Starts at
£2,000 / month
Free sample available
Get Sample View Product

Top Swaps Data Providers, Vendors, and Companies

Find the top Swaps Data aggregators, suppliers, and firms.

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FinPricing

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, including major brokers, dealer, polling ...

Quandl

Based in Canada

Quandl is a data provider offering Corporate Actions Data, Bond Pricing Data, Travel Intent Data, Alternative Data, Commodity Data, Core Financial Data, Mutual Funds Data, ETF Data, Swaps Data, Fut...

xignite

Based in United States of America

xignite is a data provider offering Bond Data, Corporate Actions Data, Bond Pricing Data, Fixed Income Data, Mutual Funds Data, ETF Data, Indices Data, Swaps Data, Futures Price Data, Fixed Income ...

Bloomberg

Based in United States of America

Bloomberg is a data provider offering Automotive Data, Corporate Actions Data, Securities Reference Data, Bond Pricing Data, Commodity Data, Core Financial Data, Fixed Income Data, ETF Data, Privat...

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 Swaps Data 2021

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

What is Swaps Data?

Swaps data is data that includes agreements between two counterparties to trade financial instruments or cashflows or payments for a specific time. The general swaps data can also be known as a series of forwarding deals through which two parties exchange business instruments, resulting in a common set of exchange dates and two streams of instruments. Swaps data is essentially information about over-the-counter contracts among companies or financial institutions. Swaps data involves a custom-tailored bilateral contract in which cash flows are defined by applying a prearranged formula for exchanging assets.

How is Swaps Data collected?

Swaps data collection is a method in which the data on various swap agreements, properties, assets, financial data, and cashflow is collected. Here are some ways in which we can collect swaps data:

  1. Broker surveys: Swaps data providers can conduct surveys online, across email, over the phone or in person to get information on swaps directly from the brokers facilitating the exchange.

  2. Transactional data tracking: This data comes from the website/online pixels or cookies. Transactional data can give you valuable insights about swaps data and all the dealings of financial instruments between two parties. This information can give you insights regarding how many financial instruments are exchanged between two parties, what types of instruments are most popular, and how often traders deal with them.

What are the attributes of Swaps Data?

The major attributes of swaps data are:

  1. Interest rate swaps data: An interest rate swap is a contractual understanding to exchange a series of cash flows. One leg of cash flow is based on a secured interest rate and the other leg is based on a free interest rate over a period of time.
  2. Currency swaps data: Currency swaps data is the data that covers the details about the cash flows of one currency traded with cash flows in another currency. A currency swap is related to an interest rate swap.
  3. Basis swaps data: A basis swap involves a constant exchange of cash flows, both of which are based on floating interest rates.

What is Swaps Data used for?

Here are some of the main uses of swaps data:

  1. To build either synthetic fixed or floating rate mortgages or assets
  2. To hedge on adverse movements
  3. As an asset-liability administration tool
  4. To overcome funding costs by using the comparative advantage that each counterparty has in the set/floating rate markets
  5. For dealing in financial instruments.

How can a user assess the quality of Swaps Data?

Swaps data quality can be divided into data completeness, data precision, data efficiency and data consistency.

  • Data completeness: A swaps dataset with a minimum amount of missing features can be termed as complete data.
  • Data precision: Precision is the degree of detail about swaps that are shown in a uniform space.
  • Data accuracy: This is the discrepancy between the original attributes value and coded attribute value.
  • Data consistency: Data consistency is the absence of conflicts in a specific swaps database.

    Who are the best Swaps Data providers?

    Finding the right Swaps Data provider for you really depends on your unique use case and data requirements, including budget and geographical coverage. Popular Swaps Data providers that you might want to buy Swaps Data from are FinPricing, Quandl, xignite, Bloomberg, and CME Group.

    Where can I buy Swaps Data?

    Data providers and vendors listed on Datarade sell Swaps Data products and samples. Popular Swaps Data products and datasets available on our platform are Swap Rate Curve, Basis Curve, OIS Curve Data by FinPricing, Cross Currency Basis Curve Data by FinPricing, and NCFX Forward FX Reference Rates by New Change FX.

    How can I get Swaps Data?

    You can get Swaps Data via a range of delivery methods - the right one for you depends on your use case. For example, historical Swaps 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 Swaps Data APIs, feeds and streams to download the most up-to-date intelligence.

    What are similar data types to Swaps Data?

    Swaps Data is similar to Futures Price Data, Options Price Data, Options Data, Futures Data, and Derivatives Reference Data. These data categories are commonly used for Swaps Data analytics.

Categories Related to Swaps Data

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