The OTC Derivatives dataset, originated from IHS Markit, is derived with inputs from multiple sources, including 60+ market makers, banks, major interdealer brokers and 30+ exchanges. This robust data collection and organization provides valuable insights to value almost any derivative instrument, from vanilla to exotics across all asset classes.

Leverage OTC Derivatives data to meet changing regulatory demands, whether it's front, middle and back-office, supporting trading, research, valuation, independent price verification, market risk, regulatory reporting and compliance requirements for institutions globally. Extensive cross asset coverage extends to less liquid, longer dated and out-of-the-money products to provide comprehensive market insight.

This dataset includes:

• Yield Interest Rates Swaps Curves (including inflation)
• Spots and Forward Curves (EQ, FX, PM Commodities)
• Implied Volatility Surfaces (EQ, IR, FX, PM Commodities)
• Implied Correlation (CMS Spread Option, EQ-EQ, EQ-FX)
• Daily End of Day and Intra-day data
• History back to 2007