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DTCC’s Critical Markets Report provides firm-specific and market-aggregate data on transaction activity in critical markets as defined in the Interagency Paper on Sound Practices to Strengthen the Resilience of the U.S. Financial System.


  • about

    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.

  • benefits

    Features

    Benefits

    Continuous Intelligence
    Monitor your transaction volume and market share in critical markets on a monthly basis or look back at the data on a historical basis.
    Streamline Compliance
    Maintain up-to-date, aggregated transaction records to determine critical market share for compliance purposes.
    Cost Savings
    Replace time-consuming internal data collection with automated monthly reports.
    Customized Data
    Receive firm-specific and total-market transaction volumes aggregated across trading activity in all agency-defined critical markets or only in selected critical markets, such as government securities.

  • Offering

    Monthly report of monthly transaction activity in one or more critical markets.

  • Coverage

    U.S. government, agency and money market securities transactions that clear and settle through DTCC’s Fixed Income Clearing Corporation (FICC) and Depository Trust Company (DTC) subsidiaries; corporate debt and equity securities and unit investment trust transactions that clear and settle through DTCC’s National Securities Clearing Corporation (NSCC) and DTC subsidiaries.

  • How It Works


    DTCC compiles your firm’s cleared and settled transaction activity from the relevant clearing agencies across your firm’s participant IDs for the month just concluded and delivers this data alongside market aggregated activity via secure FTP.

  • Delivery

    • Over the Internet via SFTP
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