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