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DTCC’s Money Market Kinetics provides a single, daily feed of anonymized CP and CD secondary settlement transactions data–excluding IPA to dealer–to enhance analysis of this enormous market.

  • about

    The amount of outstanding money market instruments (MMIs) on deposit at DTC is approximately $3.1 trillion, with commercial paper (CP) and institutional certificates of deposit (CD) representing approximately $1.2 trillion and $1.0 trillion, respectively. For the first time, DTCC is providing daily anonymized CP and institutional CD secondary settlement transactions data, excluding IPA to dealer, which enables consumers to create benchmarks and indices and analyze trade volumes and rates.

    DTCC Money Market Kinetics brings together in a single, streamlined data set a variety of common fields, including but not limited to security ID, security description, product type, issuer name, settlement date, maturity date, principal amount, settlement amount, interest rate and interest rate type.

  • benefits

    Features

    Benefits

    Consolidated Source
    Save time by having the CP/CD transaction data consolidated from multiple sources.
    Extensive Data Sets
    Facilitate analysis of settlement transaction data.
    Timely Delivery
    Ensure the most current data by getting updates when you need them – either intraday or end of day.

  • Offering

    Daily anonymized CP and institutional CD transaction data file

  • Coverage

    The following table highlights the volumes and breadth of data that underpin DTCC Money Market Kinetics. DTCC is uniquely able to provide data that was previously unavailable on this vast market.

    HISTORICAL DATA

    DTCC has CP/CD transactional data from November 2014 to present.

  • How It Works

    DTCC's CP and institutional CD data is derived from DTCC settled dealer turnarounds and directly placed paper transactions.

  • Delivery

    DTCC Money Market Kinetics:

    End of day: Approximately 7:15PM ET, containing all transactions for the day.

    Intra-day: Every half hour from 8:15 AM ET cumulative files.

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Money Market Kinetics Weekly Snapshot

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Money Market Kinetics Factsheet

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TRAINING AND DOCUMENTATION

Additional Resources

  • News

    See the latest news updates about DTCC's Data Service.

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  • Support

    Contact our support experts for questions regarding Money Market Kinetics.

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