Public Data

The following sections provide aggregated market data on Over the Counter (OTC), Exchange Traded Derivative (ETD) and Listed Derivative traded off exchange trades that have been reported to REGIS-TR Trade Repository. These reports summarize aggregate transaction volumes, aggregate values and aggregate open positions.

Aggregate open position

This section lists the aggregate open positions reports per derivative class and counterparty region. The open positions are calculated using the nominal values (RTS Common Data field number 14) of every reported trade on a given date.

Aggregate transaction volumes

This section lists the aggregate transaction volumes per derivative class and counterparty region. The aggregate volumes are calculated summing all new UTIs reported during the relevant period.

Aggregate value

This section lists the aggregate value reports per derivative class and counterparty region. The aggregate values are calculated using the mark to market value (RTS Counterparty Data field number 17) of all outstanding trades on a given date.