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The Global Interest Rate Trade Reporting Repository
Rates Repository

how it works


The Global OTC Derivatives Interest Rate Trade Reporting Repository (the Rates Repository) was implemented by TriOptima in January 2010.  The Rates Repository collects transaction data on interest rate derivatives from market participants and provides regulators with weekly reports summarizing outstanding trade volumes and gross notionals as well as currency breakdowns and maturity profiles by product type.

The Rates Repository provides information for the full range of both cleared and non-cleared OTC derivative interest rate transactions including caps/floors, forward rate agreements, options, swaps, swaptions and cross currency swaps. In order to ensure compliance with jurisdictional guidelines and regulations on privacy and confidentiality, some data may currently be anonymised or not submitted to the Rates Repository. 

Reporting entities
The G-14 institutions submit  data on their interest rate derivatives weekly including transactions with other G-14 institutions, with non-G14 counterparties, and transactions in the clearinghouse.

The G-14 institutions include: Bank of America-Merrill Lynch, Barclays Capital, BNP Paribas, Citi, Credit Suisse, Deutsche Bank AG, Goldman Sachs & Co, HSBC Group, J.P. Morgan, Morgan Stanley, The Royal Bank of Scotland Group, Societe Generale, UBS AG, Wells Fargo Bank, N.A. 

Data submission
The Rates Repository structure leverages off of TriOptima’s award-winning triResolve platform for OTC derivatives portfolio reconciliation.

  • The repository is an entirely internet-based ASP, so clients have no need to invest in any new hardware, software or support services.
  • Trade data can be submitted either by Secure File Transfer Protocol (SFTP, also known as SSH File Transfer Protocol) or directly to the Rates Repository website via secure upload.
  • Similarly, reports can be downloaded either by SFTP or directly from the service website via a secure link.

The full range of cleared and non-cleared OTC derivative interest rate transactions including caps/floors, forward rate agreements, options, swaps, swaptions, cross currency swaps and exotic transactions are included. Internal trades, however, are not included.

Regulatory reporting
Firm-specific reports are generated for individual regulatory supervisors of the G-14 banks..  These reports show gross notional and trade count volumes for each firm.  In addition, a report based on anonymised, aggregated data from across all the G-14 firms is generated.  The information within all the reports is broken down by instrument type, currency and counterparty type.

Public reporting
Public reports based on aggregated industry notional and trade count for the G-14, can be accessed via the TriOptima website.  No individual firm-specific reports are available to the general public.

Public reports are availalbe in either CSV or PDF format. The report contains a series of tables showing the aggregated trade data (outstanding gross notional and trade count) submitted by the contributing organisations. The tables display the data by counterparty type, product category, trade currency and trade maturity.




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Disclaimer
Interest Rate Trade Reporting Repository
Terms and Conditions for Access and Use


1. Scope of Agreement
These terms and conditions (this "Agreement") govern your access to and use of any public repository reports of OTC interest rate derivatives (each a "Report") produced by TriOptima AB ("TriOptima"), as described on the information web page regarding the repository. You must accept this Agreement to access and use Reports. You accept the Agreement by clicking the "I Agree" button on the bottom of this page. TriOptima may at any time, without advance or specific notice, amend this Agreement. Hence, you are expected to review and accept this Agreement each time you wish to access any Report through this website.

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You acknowledge that TriOptima is the sole and exclusive owner of any and all intellectual property rights to the structure and layout of any Report.

TriOptima hereby grants to you a non-exclusive license to use Reports in accordance with this Agreement.

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You are not allowed to use TriOptima's name or any trademarks, trade names or service marks contained in any Report or this website in advertising, publicity or otherwise; neither are you allowed to copy any marks, specific characteristics or attributes of any Report for any other purpose than for making a lawful and contractually permitted copy of a Report.

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Each Report is intended for information purposes only. Any information in a Report may at any time be superseded or replaced by new or updated information. Furthermore, the information contained in a Report is based on the information submitted by third parties for the purpose of inclusion in such Report. The information contained in a Report is neither checked, nor verified by TriOptima. Consequently, you acknowledge that Reports are for information purposes only, that they may not be relied upon for any purpose whatsoever, and that they are dependent upon, as regards their accuracy and completeness, the data submitted to TriOptima by third parties.

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