About a-team Marketing Services
The knowledge platform for the financial technology industry

A-Team Insight Blogs

DTCC Increases Transparency of Credit Default Swaps Market with Upgraded CDS Kinetics Platform

Subscribe to our newsletter

DTCC has enhanced its CDS Kinetics data platform to support demand for more transparency into the credit default swaps (CDS) market within the over-the-counter derivatives space. The platform provides position data on CDS sourced from DTCC’s Trade Information Warehouse including notional outstanding, net notional, and trading volume metrics on securities including single-name, index, and index tranche. The warehouse is a centralised infrastructure for reporting and asset servicing on approximately 98% of all credit derivative transactions outstanding worldwide.

Enhancements to the CDS Kinetics service acknowledge the importance of CDS as a critical data source for understanding market risk. The service previously offered point-in-time snapshots of CDS data and has now been upgraded to provide over 10 years of historical and time-series data, a new user interface with graphical representations, the ability to search for CDS instruments by attributions including underlying reference entity, market sector, market type, and geographical region, and extended analytics.

“The upgraded DTCC CDS Kinetics platform provides unparalleled transparency into the CDS market, offering insights on credit risk that will not only inform trading strategies, but will also help banks better prepare for potential market dislocations,” says Tim Lind, managing director of DTCC Data Services. “Now more than ever, it’s critical for firms to begin drawing on more robust and higher quality data sources to heighten their risk preparedness and response, as well as their overall business resilience.”

The CDS Kinetics platform will also be made available in DTCC’s API Marketplace, which allows direct programmatic access to DTCC processing functionality and includes documentation and training materials to help developers use the APIs.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Generative and Agentic AI in Financial Markets: What the Data Really Shows

Date: 15 October 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Artificial intelligence is reshaping financial markets – but the reality on the ground is more nuanced, more uneven, and more instructive than the headlines suggest. A new A-Team Insight research programme, drawing on responses from senior AI decision-makers at...

BLOG

Risks and Opportunities of GenAI, Data Products Under the Microscope: DMS London Preview

Artificial intelligence has made it possible to extract critical data from unstructured sources at speed and at scale. But the headlong rush to adopt the sorts of tools that can mine this rich vein of information is exposing organisations to new risks. Generative AI, whose models are commonly applied to trawling PDFs, emails, financial reports...

EVENT

RegTech Summit New York

Now in its 10th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...