Bringing Real-Time Infrastructure to Credit Index Option Markets

Mar 25, 2026
Over the past two decades, credit derivatives markets have evolved dramatically. Standardized CDS indices have boosted liquidity, post-crisis reforms have strengthened operational discipline, and electronic workflows have expanded access to pricing and...

OTCStreaming Replay

Feb 19, 2026
OTCStreaming Replay enables fast, sophisticated market analysis by reusing historical calibrated market environments to value securities at a chosen valuation date. It supports both classic backtesting...

AIFMD II Raises the Bar on Credit AIF Liquidity

Jan 14, 2026
AIFMD II is more than a regulatory technical update. For alternative investment fund managers, it reinforces expectations around robust valuation, timely risk monitoring, and clear transparency especially in stress market conditions. For strategies that use credit derivatives or other less‑liquid instruments, the challenge is often not interpreting the rulebook—it’s producing defensible, auditable market data...

Tranche Valuation and Risks Analysis

Oct 21, 2025
OTCStreaming has enhanced its credit derivatives engine to fully support credit index tranche pricing, thereby completing coverage of the four core credit derivatives models: survival probability term structure, volatility surface, credit index skew surface, and base correlation smile. By unifying...

Release: Excel Add-in and Scenarios

May 12, 2025

Latent Model Scenarios

May 11, 2025
OTCStreaming introduces OTCStreaming Latent Model Scenarios, tools designed to seamlessly integrate scenario analysis into the pricing of credit derivatives. These scenarios leverage the Latent Models introduced in OTCStreaming V2, which encapsulate hidden market variables such as default intensities across various maturities. By providing ...

Four Key Features

Feb 26, 2025
Investing in OTC products is inherently complex. OTCStreaming's sophisticated pipeline illustrates the multiple stages of data transformations. Initially, users require a ready-to-use solution, but they soon seek access to all parameters to...

OTCStreaming: The All-in-One Credit Investment Service

Feb 25, 2025
OTCStreaming V2 is an all-in-one solution for accurately and affordably investing in credit derivatives and OTC products, from data mining to portfolio analytics. It mines the market data that each OTC market investor receives from market makers...

Aggregating Fragmented Credit Derivatives Market Data

Nov 13, 2023
OTCStreaming has released a set of new APIs to be plugged downstream its pipeline of credit market emails price extraction. The new APIs offer a fully fledged capacity to screen the market and price portfolio of credit derivatives...

Single Name CDS Reporting is Live on OTCStreaming

Feb 24, 2022
OTCStreaming broadcasts since Friday 25th the single name credit default swaps mandatory reported under the Dodd–Frank Wall Street Reform and Consumer Protection Act. While credit index swaps are reported since 2012, the single name reporting was...

A New Release of OTCStreaming

Jun 15, 2021
By using our in-house “TableStream” technology, we are now able to provide better-suited filters on more columns while delivering an enhanced performance of the website. The amount of data loaded on connection on the order book (“Snap”) page, for instance, has decreased by...

Introducing OTCStreaming Credit Option Standardization

Feb 11, 2021
OTCStreaming has been mining credit index options raw data from private runs to publicly available information (SDR and Clearing data) on behalf of its users for over a year. The obvious next step was to implement...

OTCStreaming Excel Add-In 2.0: What’s New?

Sep 21, 2020
The OTCStreaming development team are delighted to release a new version of the Add-In to allow users for an enhanced experience, and a more reliable use of their spreadsheets. Benefiting from...

QCDS is Back

Jun 18, 2019
Since the bangs (small and big) in 2009, CDS (indices and single names) are trading with a standard full coupon - 1% and 5% are the most common coupons -. The market price adjustment is settled...

The Roll is Truly in the Past

Apr 3, 2019
OTCStreaming has captured since the beginning of 2018 the open interests of cleared credit indices at Ice and LCH clearing houses. OTCStreaming is able to monitor in “real-time” the index rebalancing. The chart displays the daily evolution of...

All Clear

Mar 18, 2018
Next week, credit indices will start trading their new vintages: series 29 in Europe, Asia and Emerging Market and series 30 in North-America (investment grade only; high yield is rolling the week after). Clearers are ready for...

Roll Discipline

Mar 4, 2018
March 20th will be the next roll for indices and single names. The 5Y on-the-run maturity will be extended from December 2022 to June 2023. New vintages of credit indices (series 29 in Europe and Asia, series 30 in North America) will be issued. Investors will look...

OTC Debrief: Synthetic Market has not Settled Yet

Feb 25, 2018
The synthetic credit index market was again very active from February the 19th to February the 23rd of February. The US fixed income market was closed the 19th, due to presidents’ day, but volumes remained...

OTC Debrief: Keep Calm and Take Profit

Feb 18, 2018
In week 7, from the 12th to 16th of February, the synthetic market kept being nervous but the credit indices have been closing the week at their tightest levels. Investors took profit on their hedges as...

Challenge OTCStreaming Data

May 22, 2017
If you’ve ever tried to contact a data service help desk, you know it is very hard, even impossible, to correct one data point from among tens of thousands supplied by a data provider. The data provider has...

Connecting Microsoft Excel 2016 to OTCStreaming Using Javascript API for Office

May 21, 2017
Introduced in Office 2013, Microsoft web add-ins are web applications running on a browser inside an Excel worksheet. There is nothing installed on the user’s machine, nothing to download, no update...