This topic describes Cleared OTC IRS Volume and Open Interest for CME Group DataMine.

Datasets 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.

Contents

1 Dates Available
2 Sample Files
3 FAQ

Other Datasets

Resources

Dates Available

Cleared OTC IRS Volume and Open Interest data is available dating back 10 years.

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Sample Files

Dataset	Sample File

Dataset	Sample File
Cleared OTC IRS Volume and Open Interest data	08/09/2024

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FAQ

What format is the file delivered in?

Data is provided in .csv format.

Do you have sample files available?

Yes, see Sample Files section.

How many files are available per day?

One file is available daily.

What is the delivery frequency of the data?

Daily

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