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Derivatives Data

Derivatives datasets delivering pricing, analytics, and reference data for futures, options, warrants, and spreads to support trading, risk, and research.

Derivatives Data catalogue
  1. Overview
  2. Features & benefits
  3. Most-adopted
  4. Key datasets
  5. All categories
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Understanding Derivatives Data

Exchange traded derivatives data

  1. Coverage spans futures, options, warrants, and spreads across global markets.
  2. Includes pricing, reference and derived analytics datasets.
  3. Supports over 6 million active options contracts and 250 million+ time series records.

Navigate complex derivatives markets

  1. Analyse volatility, spreads, and forward market expectations.
  2. Support trading, hedging, and risk management decisions.
  3. Monitor activity across exchange-traded derivatives markets.

Broad coverage of pricing and reference data

  1. Extensive coverage of exchange traded futures, options, warrants and spreads.
  2. Provides forward curves, volatility surfaces, greeks, and fair value analytics.
  3. Supports valuation and derivatives market analysis workflows.

Features & Benefits

What our Derivatives Data offers 

  • 6 million+
    Active exchange traded options contracts
  • 61
    Futures coverage exchange
  • 91
    Options coverage
  • 61
    Real time exchanges for futures coverage

A closer look at our Derivatives Data category

Derivatives Data catalogue

Most-adopted Derivatives Data datasets across customers

Exchange Derivatives - Deutsche Borse Tradegate

TRADEGATE DERIVATIVES
Exchange derivatives pricing data for Deutsche Borse Tradegate in the LSEG Data Trust Catalogue.

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Exchange Derivatives - Options Price Reporting Authority (OPRA)

US OPTIONS MARKET DATA
OPRA exchange derivatives pricing data for options market analysis, trading workflows and pricing insight.

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Exchange Derivatives - Vienna Stock Exchange

AUSTRIAN DERIVATIVES
Exchange derivatives pricing data for Vienna Stock Exchange, supporting market monitoring, analysis and valuation use cases.

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Derivatives Data dataset-level view

All categories

Full list of all categories

Frequently asked questions

  • LSEG supports EMIR reporting via its UnaVista platform, offering trade repository filing, delegated reporting, and reference data for derivatives transparency. For MiFID II/MiFIR, it provides transaction reporting, ARM (Automated Regulatory Monitoring), three-way reconciliations, and eligibility data helping firms meet best-execution and reporting obligations while reducing operational and regulatory risk.
  • LSEG delivers derivatives data across all segments: Futures: 160+ real-time global exchange feeds, full tick/historical data back to 1973, fair value curves. Options: 100+ exchanges, 6M+ active instruments, real-time Greeks and volatility surfaces. Swaps: interest rate swaps, CDS, exotic instruments, and ISDA fallback rates. OTC: Tradition covers 200,000+ instruments across FX, rates, credit, and metals. Post-trade clearing via LCH spans CDS, FX, and bilateral OTC derivatives.
  • LSEG's derivatives data feeds cover a range of exchanges including CME Group, Euronext, ICE, Taiwan Futures Exchange, and Toronto Stock Exchange and clearing houses, most notably LCH. LCH offers clearing across multiple asset classes via services such as SwapClear (interest rate swaps), ForexClear, EquityClear, and coverage of CDS, bonds, repos, commodities, energy, and freight swaps.