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
- End of Market Summary
- Eris PAI Dataset
- BrokerTec Historical Data
- Time and Sales
- Top of Book - BBO
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- GovPX End of Day Historical Data
- Premium FX Feed Historical Data
- SOFR Strip Rates
- CME Liquidity Tool Datasets
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- CVOL
- CME Group Petroleum Index
- AIR Futures
- FX Options Vol Converter
- OTC IRS Curves
- CryptoQuant
- Fixing Prices
- Historical Margin Data
- Asian Gold Spot
- Settlements FAQ
- CME Term SOFR
- Daily Bulletin
- Commodities Indices
- Repo Fund Rates
- TFS-ICAP FX Options
- MXN Price Alignment Amount Rate
- Cleared OTC IRS
- FX Close Quotes
- Market Depth
- Block Trades
- MBO FIX
- Volume and Open Interest
- Packet Capture Dataset
Dates Available
Cleared OTC IRS Volume and Open Interest data is available dating back 10 years.