# 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...