Our Services  /  Interest Rate Trade Reporting Repository

OTC Derivatives Interest Rate Trade Reporting Repository


As of January 2010, TriOptima serves as the OTC Derivatives Interest Rate Trade Reporting Repository (IR TRR). A key piece of industry infrastructure, the IR TRR collects transaction data on interest rate derivatives from market participants and provides regulators with monthly reports summarizing outstanding trade volumes and gross notionals as well as currency breakdowns and maturity profiles by product type.

The IR TRR holds 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 IR TRR.

Selected by the buy and sell side institutions that make up the ISDA Rates Steering Committee* to build the IR TRR, TriOptima works with the industry and regulators in on-going enhancement efforts for the repository.

Via the download button on the right, you will be able to view the latest report which contains a series of tables summarising the aggregated trade data (outstanding gross notional and trade count) submitted by the contributing organisations. The tables break the data down by counterparty type, product category, trade currency and trade maturity.

*For further information regarding the ISDA Rates Steering Committee, please click through to the ISDA site








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.

2. Intellectual property rights, license to use
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.

3. Prohibited use of Reports
You must not use any Report or the information contained in any Report in a manner that may harm or be detrimental to TriOptima, including without limitation, to use any Report to directly or indirectly compete or promote competition with TriOptima.
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 provided to you free of charge. However, TriOptima does not warrant or undertake to make any Reports available to you; hence you acknowledge that TriOptima, in its sole discretion, may or may not make Reports available to you via this website or otherwise.

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.

The parties acknowledge that TriOptima makes no representation or warranty with respect to any Report or this website or any data or materials retrieved, obtained, provided or transmitted, by or to you, using this website. Each Report and this website and all such data and materials are being provided to you "as is". TriOptima hereby disclaims any and all representations and warranties, whether express or implied, including without limitation, any representation or warranty as to merchantability or fitness for a particular purpose, any representations or warranties arising from course of dealing or course of performance, and any representations or warranties of accuracy, reliability or functionality.

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Without prejudice to the above, TriOptima shall not be liable to you, or anyone claiming under or through you, for loss of profit, or any indirect or consequential loss or damages under or in connection with this Agreement, the use of any Report or this website, including without limitation, damages for loss of capital, interest, revenue, data or use, or interruption of business, even if you had been advised of the possibility of such damages.
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For purposes of this clause, references to TriOptima shall be deemed to include its affiliates and their respective partners, officers, employees, directors, agents, contractors, representatives, successors and assigns.

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To the best of TriOptima’s knowledge, Reports published on this website, this website and the server on which it resides are free from viruses and other malware. However, TriOptima cannot warrant this to be the case, and it is your responsibility to take precautions to prevent your computer and/or network to be affected by viruses or other malware. Hence, TriOptima does not assume any liability for any damage or loss, whether direct or indirect, including loss of data, caused to you by viruses or other malware from Reports published on this website, this website or the server on which it resides, including when you download any Report.

6. Applicable law, disputes
This Agreement and any non-contractual obligations arising in connection with it shall be governed by English law, without regard to its principles of conflicting laws. Each party submits to the exclusive jurisdiction of the English courts for all purposes relating to this Agreement (including the enforcement of any determinations).