DTCC Connection

Feb 10, 2015 • DTCC Connection

OTC Credit Default Swaps Data

Top 15 Index Graph 01302015

Top 15 Single Name Graph 01302015

 

To access the data in DTCC’s Trade Information Warehouse, click here.

DTCC updates the information every Tuesday after 5:00 p.m. ET (2200 GMT). The data available 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.
  • 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.
  • 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.
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