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DTCC Deriv/SERV

DTCC Deriv/SERV

Trade Information Warehouse Reports

This section provides comprehensive reports on the vast majority of CDS contracts registered in the Warehouse's global repository.

Market-Activity Snapshot (June 20, 2009 through March 19, 2010):

Aggregated Transaction Data by Reference Entity of Single-Name Credit Default Swaps (CDS)
»  Market-activity snapshot (June 20, 2009 through March 19, 2010) for all single-named credit default swap (CDS) reference entities.

Note: Market-Activity Snapshot data provided at the request of market participants to assess which of the various single reference entities might have sufficient liquidity to be cleared through a central counterparty (CCP).

The data provided is divided into three sections. Section I (Tables 1 - 8) provides data on all live positions in the Warehouse as of specified date. Section II (Tables 9 - 16) provides information on the change in weekly activity for Trade Information Warehouse positions. Section III (Tables 17 - 23) provides information on all transaction activity, such as new trades, assignments, and terminations that were confirmed within the specified week reflecting either an increase or decrease in overall positions. Section IV provides information on the top 1000 single name reference entities

Section I:

Data on all live positions in the Trade Information Warehouse
» Select data on all live positions in the Trade Information Warehouse, current and historical.

Section II:

Change in weekly activity for Trade Information Warehouse positions
» Change in weekly activity as of specified date for Trade Information Warehouse positions.

Section III:

Weekly transaction activity in the Trade Information Warehouse
» Weekly transaction activity as of specified date for Trade Information Warehouse positions.

Section IV:

Weekly Market Risk Transaction Activity in the Trade Information Warehouse
» Weekly market activity for top 1000 single name reference entities as of a specified date for Trade Information Warehouse positions.

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