OTC Pricing Data provided by CME Group

 
 
 

CME OTC Pricing Data

Daily and historical daily pricing data, volume and open interest on CME Cleared OTC markets.

  • Independent and impartial curve construction by CME Clearing used to settle and calculate margin
  • History back to inception of CME Clearing


Contact our team
 

 

Interest Rate Data Products

Credit Data Products

Commodity Data Products

The Interest Rate Swaps OTC pricing data provides access to:

  • Daily and historical daily benchmark USD, EUR, GBP, CAD, CHF, JPY and AUD forward and discount curves for maturities out to 40 years
  • Volume and open interest by tenor buckets

The Credit OTC pricing data provides access to:

  • Daily and historical daily benchmark pricing across
    • CDX IG Series 9-12: 5,7, and 10 year tenors;
    • CDX IG Series 13-19: 3, 5, 7, and 10 year tenors
    • CDX HY Series 11-19: 5 year tenor
  • Volume and open interest by maturity

The Commodity OTC pricing data provides access to:

  • Cleared OTC London Gold Forwards
  • S&P GSCI Excess Return Index Forwards, Swaps, and Forward Swaps
  • Dow Jones Commodity Index (UBSCI) Swap and Excess Return Index Forward Swaps
  • Volume and open interest by maturity

Contact Us 

Jonathan Thursby,
Executive Director, Market Data Solutions
Jonathan.Thursby@cmegroup.com
+1 312 454 8974

 

 
 

Futures & Options Trading

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

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Toll Free: +1 866 716 7274

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.