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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.

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