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Datasets contain contain the daily volume and cumulative open interest of cleared OTC Interest Rate Swap products.
This data can be used to see historical and current volumes across cleared OTC IRS. The open interest can be used to see the cumulative notional value of OTC IRS cleared at CME by product type.
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Dates Available
Cleared OTC IRS Volume and Open Interest data is available dating back 10 years.
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Dataset | Sample File |
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Cleared OTC IRS Volume and Open Interest data |
FAQ
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What format is the file delivered in? Data is provided in .csv format. |
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Do you have sample files available? Yes, see Sample Files section. How many files are available per day? One file is available daily. |
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What is the delivery frequency of the data? Daily |