US OTC Equity Derivatives

This page contains a searchable database of U.S. OTC Equity Derivatives Exposure data for Finadium subscription clients.

Finadium aggregates and cleans data on Total Return Swaps, Contracts for Difference and other OTC equity derivative products as provided by the DTCC’s Security Based Swaps Data Repository. Position and volume data can be searched by ticker or ISIN. The data shine light on an important dimension of leveraged trading activity on the long and short sides of the market.

US OTC Equity Derivatives Exposure Monitor

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The file delivers aggregated long and short 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 on the long and short side and the change in exposure value for one day, one week and three months.

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 Deriv1 cleans and normalizes the data to identify daily trade exposures and historical trends.

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).

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


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