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

Other Datasets

Resources

• CME Datamine Home

• Pre-Purchase Information

• CME DataMine Post-Purchase Information

• Self-Service Platform

• Support

Dates Available

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

[Top]

Sample Files

[Top]

FAQ

[Top]