DTCC Connection

Jan 02, 2012 • DTCC Connection

Warehouse Inventory

The data available from DTCC’s Trade Information Warehouse consists of 25 downloadable tables, divided into four sections.


  • Section I (Tables 1-8): data on all live positions in the Warehouse as of specified dates. For example, Table 6 lists the top-1,000 reference entities by gross and net notional values, and includes each entity’s sector, region and number of contracts.
  • Section II (Tables 9-16): the change in gross notional, net notional and contracts outstanding from the prior week. For example, Table 15 tracks weekly activity for Indices/Index Tranches.
  • Section III (Tables 17-23): information on all transaction activity, such as new trades, assignments and terminations that were confirmed within the specified week reflecting an increase or decrease in overall positions. For example, Table 17 is a summary of weekly activity by transaction type.
  • Section IV (Tables IVa-IVb): weekly “market risk transfer activity” resulting in a change in the market risk position of market participants. Transaction types include new trades between two parties, a termination of an existing transaction or the assignment of an existing transaction to a third party. Table IVa tracks single-name activity and Table IVb tracks index activity.

The Warehouse operates globally 24 hours a day, 6 days a week. Data is updated every Tuesday after 5:00 p.m. ET (2200 GMT).


dtccdotcom