OTC derivatives

OTC derivatives are contracts negotiated directly between counterparties off-exchange, tracked separately from exchange-traded derivatives.

BIS measures them through a triennial survey plus quarterly aggregates spanning more than 40 economies.

In this catalog it appears concretely: - BIS Statistics Exchange and Derivatives Data - — "total credit, debt securities, OTC and exchange-traded derivatives". - BIS - granularity note — "derivatives dataflows are triennial survey and quarterly aggregates". - Massive - coverage — "all US exchanges, dark pools and OTC".

Conventions decide whether two sources can be joined at all. Buy one side of an analysis that ignores this convention and every reconciliation step — calendar alignment, unit conversion, entity matching — lands on your team instead of the vendor's.

The failure mode is concrete: the label appears in a listing, the delivered files tell a different story, and the gap surfaces mid-project when fixing it is most expensive.

You rarely have to take a vendor's word for it. 82.4% of the 1,744 datasets Datadory catalogs are free to access, and BIS Statistics Exchange and Derivatives Data - lets you inspect the real artifact before any budget is committed.

Treat every claim of this attribute as testable:

1. Open BIS Statistics Exchange and Derivatives Data - and confirm its record — "total credit, debt securities, OTC and exchange-traded derivatives" — against the files you actually receive.
2. Open BIS - granularity note and confirm its record — "derivatives dataflows are triennial survey and quarterly aggregates" — against the files you actually receive.
3. Open Massive - coverage and confirm its record — "all US exchanges, dark pools and OTC" — against the files you actually receive.

See the term applied to real records: financial-exchanges-data data.

Adjacent concepts worth reading next: - bulk download