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

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OTC Team
+1 312 454 8974

Interest Rate 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

Credit Data Products

The Credit OTC pricing data provides access to:

  • Volume and open interest by maturity
  • 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

Commodity Data Products

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

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

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