The leading knowledge platform for the financial technology industry
The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

DTCC Confirms Decision to Publish Trade Information Warehouse Data

Following the rumours circulating early last week, the Depository Trust & Clearing Corporation (DTCC) has confirmed that it will begin to publish aggregate market data from its Trade Information Warehouse, the worldwide central trade registry it maintains on credit derivatives. DTCC will begin circulating the data tomorrow (4 November) on its website.

It will post the outstanding gross and net notional values of credit default swap (CDS) contracts registered in the warehouse for the top 1000 underlying single name reference entities and all indices, as well as certain aggregates of this data on a gross notional basis only. According to the DTCC, the data is intended to address market concerns about transparency.

The data will be shown in two sections: section one will show the outstanding notional values at a given point in time (the end of each week), while section two will show data relating to the weekly confirmed trade volume, or ‘turnover’, with respect to the same underlying reference entities and indices, as well as similar aggregations of such data. Section two data will be published beginning the week after the initial publication of outstanding notional values.

The Trade Information Warehouse is a service offering of DTCC Deriv/SERV, a wholly owned subsidiary of DTCC, and is a central registry and automated trade database aimed at supporting the post-trade processing of OTC derivatives contracts over their lifecycles, from confirmation through to final settlement.

Related content

WEBINAR

Recorded Webinar: The missing piece of the data governance puzzle

This webinar has passed, but you can view the recording by registering here. Effective data governance delivers data quality and controls across the enterprise, and ensures financial institutions can meet regulators’ demands for transparency and full audit trails. But current approaches to data governance that rely on software and policies are ineffective without the right...

BLOG

Reformis Adds Matrix IDM and NeoXam to Vendor Partner Programme

Reformis, a buy-side business transformation consultancy, continues to build out its vendor partnership programme with the addition of Matrix IDM’s cloud native data management software, and NeoXam’s Impress reporting solution. These join the company’s list of existing partners and products including IHS Markit’s EDM software, Snowflake’s cloud data platform, and Compliance Solution Strategies’ Accudelta product....

EVENT

Data Management Summit Europe Virtual

The Data Management Summit Europe Virtual brings together the European data management community to explore the latest challenges, opportunities and data innovations facing sell side and buy side financial institutions.

GUIDE

Entity Data Management Handbook

Following on from the success of our Regulatory Data Handbook, A-Team Group is pleased to introduce its new Entity Data Management Handbook which is available for free download. This Handbook is the ultimate guide to all things entity data: Why Entity Data is important A full review of Legal Entity Identifiers (LEIs) Where they came...