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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.
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New Change FX
Based in United Kingdom
New Change FX
New Change FX is an award winning fintech company. We are an official regulated Benchmark Administrator. We specialise in delivering price transparency t...
ESMA/FCA Regulated Benchmarks
50 M/s
Per Currency/FX Benchmarks
1.728 Mio
Per Day / Currency Pair
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 Canada
Quandl is a data provider offering Corporate Actions Data, Bond Pricing Data, Travel Intent Data, Alternative Data, and 17 others. They are headquartered in ...
Based in USA
xignite is a data provider offering Bond Data, Corporate Actions Data, Bond Pricing Data, Fixed Income Data, and 14 others. They are headquartered in United ...
CME Group
Based in USA
CME Group
CME Group is a data provider offering Commodity Data, Indices Data, Swaps Data, OTC Derivatives Data, and 5 others. They are headquartered in United States o...

The Ultimate Guide to Swaps Data 2021

Learn about swaps data analytics, sources, and collection.

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.

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.