Money Market Kinetics

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

Transform Transparency Into Advantage

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 trillion, respectively. For the first time, DTCC is providing daily anonymized CP and institutional CD secondary settlement transaction data, excluding IPA-to-dealer transactions, enabling market participants to create benchmarks and indices and analyze trade volumes and rates.

DTCC Money Market Kinetics consolidates this information into a single, streamlined data set, providing a comprehensive view of money market activity. The data includes key fields such as security ID, security description, product type, issuer name, settlement date, maturity date, principal amount, settlement amount, interest rate and interest rate type.

Key Features & Benefits

Consolidated Source

Save time by consolidating CP/CD transaction data 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.

Robust Equity Instrument Data

Seamlessly allows users to link to and monitor spikes in CP and the performance of a company's equity security.