Markit OTC Derivatives Data is an independent and flexible service providing both buyside and smaller sellside firms with access to premium quality, multi-sourced curve and volatility data for OTC interest rates. Our derived dataset for OTC derivatives helps customers support risk management, trading, valuations and compliance.
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Our OTC derivatives data is derived by inputs from multiple sources including banks and major interdealer brokers, helping customers meet the changing regulatory demands. Stringent quality control tests are used to verify data accuracy and completeness. Flexible data delivery includes four intraday snaps to support regional closes.
Data is obtained independently from multiple sources including major market makers, across instruments
Customisable data snap times, report frequencies, formats and content
Access to various inputs and numerous data points with fully documented methodologies and processes
Cross asset class coverage for intraday and historical time periods
Rigorous cleaning processes with machine learning thresholds based on historical data
Reliable support teams globally who are committed to superior service and timely data challenge resolution