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It’s searchable, sortable, and provides the previous day’s volume and open interest data.
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Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
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Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
Credit Products
Cleared OTC CDS
CME Group has created a real-time, open access clearing solution for OTC Credit Default Swaps, in close collaboration with premier swap dealers, clearing firms, and buy-side participants.
Key Benefits
- Open access clearing solution for dealer-to-customer and interdealer Credit Default Swaps trades.
- Integration of our straight-through-processing clearing model into the existing OTC market
- Immediate cleared trade confirmation and settlement, leaving no window of credit exposure between bi-lateral counterparties
- Ability to backload legacy positions into cleared trades
- Leverage existing relationships and connectivity with CME Clearing members
- Time-tested regulatory and portability framework protects both customer positions and margins in the event of clearing member default
Product Offering |
Resources |
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Cleared OTC CDS Product Slate Product slate comprises the highest volume Markit CDX indices and their single-name constituents. They are designed to mirror bilateral OTC contracts with standardized fixed coupons as defined by ISDA, and adhere to ISDA DC resolutions. IndicesCDX IG
CDX HY
Cleared CDS Product Specifications
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Overview
Onboarding
Migration Process Tools |
Credit Default Swaps Information
Prices are % of par. Open Interest is the sum of the net notional outstanding per contract.
Volume is the sum of the notional for trades where both the buyer and seller agree to clearing the transaction. The figure is one sided.
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