CME Repository Service

In compliance with the Dodd-Frank Act, to reduce risk and increase transparency in derivatives markets, publicly reported swap transaction and pricing data is accessible through CME Inc., operating under CME Repository Services, a CFTC-registered Swap Data Repository for Credit, Rates, FX, Commodity and Equity asset classes.

The swap transaction and pricing data is pushed to CMEGroup.com immediately upon receipt by the CME Repository Services, unless subject to a regulatory-required delay. All data will have the execution timestamp: dates are posted as dd-mm-year; times are given in 24-hour format UTC time zone. Data accessed via CMEGroup.com is intended for direct public use. Vendors and other firms seeking to use the data for commercial or other business benefit delivered to clients beyond their own company must contact CME Group.

Swap transaction and pricing data can be downloaded by selecting the "Download" button on the right side of the page.  There is a separate download button for each asset class which is located in the same place on each of the associated tabs.  The download button will direct you to a FTP directory on which the files are stored by date (year, month, day).  To save the data, navigate to the date you are interested in saving and click on the file name. Once the file has been selected it will be automatically added to your downloads as a zip folder containing a csv file, once open the file can be saved to a number of different formats (i.e., csv, excel, pdf, etc.).  The available method(s) for searching the data will depend on the format in which the data is saved.  For example, if saved as an excel file use "Ctrl+F " to search the data.

Scheduled Maintenance: Please note, CME SDR's systems will be down for regular scheduled maintenance between the hours of 12 am Central time Saturday until 5 am Central time Sunday, during which no new data will be published.  Any swap transaction and pricing data submitted during CME SDR's scheduled maintenance will be processed and disseminated once our systems are brought back up. 

CME Group is the world’s leading 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.

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