DTCC’s Critical Markets Report can help firms determine whether they meet the market share thresholds articulated in the Interagency Paper on Sound Practices to Strengthen the Resilience of the U.S. Financial System (Interagency Paper) by providing firm-specific and market-aggregate transactions data for transactions cleared and settled through DTCC’s clearing agency and depository subsidiaries. The Interagency Paper was issued by the Federal Reserve Board, Office of the Comptroller of the Currency (OCC) and Securities and Exchange Commission (SEC).
DTCC’s Critical Markets Report provides consolidated transaction data, saving firms the time and expense of gathering settlement records across multiple trading desks, business units, legal entities, clearing agencies, divergent systems or technologies, and provides perspective on your firm’s activity compared to the entire market. The service delivers via secure FTP delivery a monthly report showing your firm’s monthly transaction activity in one or more critical markets, in terms of par or units traded as well as in dollar amounts. Critical markets as defined in the Interagency Paper include those for U.S. government, agency and money market securities, corporate debt and equity securities, and unit investment trusts. The service does not break out data by product or security.