US OTC Equity Derivatives Data

What data does the daily file on US OTC Equity Derivatives present?

The file delivers aggregated positions across Total Return Swaps, Basket Swaps, Portfolio Swaps and Contracts for Differences for US equities. The file also contains the number of transactions each day and the change in exposure value for one day, one week and three months.

What is the source of the data?

The data are derived from DTCC Global Trade Repository data reporting. The DTCC daily file presents a combination of data including file and currency errors. Finadium cleans and normalizes the data to identify daily trade exposures and historical trends.

Who contributes to the data set?

This file captures data from security-based swap dealer reporting. DTCC has the mandate to publish this reporting from rules on Security-based Swaps published by the US Securities and Exchange Commission (SEC) and the US Commodity Futures Trading Commission (CFTC).

Are historical data available?

Historical data are available from February 15, 2022. Contact us for details on accessing historical data.

US OTC Equity Derivatives Data

Access US OTC Equity Derivatives daily data and outstanding long/short exposure here with your subscription account

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