REPOSITORY REPORTING OTC DATA: Comprehensive Reports
Get comprehensive OTC reports on the vast majority of CDS contracts registered in the warehouse's global repository.
Top 1000 Single Names: Aggregated Transaction Data by Reference Entity
- June 24, 2023 through September 22, 2023
- March 25, 2023 through June 23, 2023
- December 24, 2022 through March 24, 2023
- September 24, 2022 through December 23, 2022
- June 20, 2022 through September 23, 2022
- March 20, 2022 through June 19, 2022
- December 20, 2021 through March 19, 2022
- September 20, 2021 through December 19, 2021
- June 20, 2021 through September 19, 2021
- March 20, 2021 through June 19, 2021
- December 19, 2020 through March 19, 2021
- September 20, 2020 through December 18, 2020
- June 20, 2020 through September 19, 2020
- March 20, 2020 through June 19, 2020
- December 20, 2019 through March 19, 2020
- September 20, 2019 through December 19, 2019
- June 20, 2019 through September 19, 2019
- March 20, 2019 through June 19, 2019
- December 20, 2018 through March 19, 2019
- September 20, 2018 through December 19, 2018
- June 20, 2018 through September 19, 2018
Index Names: Aggregated Transaction Data by Reference Entity
- June 24, 2023 through September 22, 2023
- March 25, 2023 through June 23, 2023
- December 24, 2022 through March 24, 2023
- September 24, 2022 through December 23, 2022
- June 20, 2022 through September 23, 2022
- March 20, 2022 through June 19, 2022
- December 20, 2021 through March 19, 2022
- September 20, 2021 through December 19, 2021
- June 20, 2021 through September 19, 2021
- March 20, 2021 through June 19, 2021
- December 19, 2020 through March 19, 2021
- September 20, 2020 through December 18, 2020
- June 20, 2020 through September 19, 2020
- March 20, 2020 through June 19, 2020
- December 20, 2019 through March 19, 2020
- September 20, 2019 through December 19, 2019
- June 20, 2019 through September 19, 2019
- March 20, 2019 through June 19, 2019
- December 20, 2018 through March 19, 2019
- September 20, 2018 through December 19, 2018
Index Roll Report: Average Weekly Data by Reference Entity
- 6 Month Analysis Top 1,000 Single Names - from week ending 3-March-23 through week ending 25-Aug-23.
- 6 Month Analysis Top 1,000 Single Names - from week ending 27-Aug-22 through week ending 24-Feb-23.
- 6 Month Analysis Top 1,000 Single Names - from week ending 25-Feb-22 through week ending 26-Aug-22.
- 6 Month Analysis Top 1,000 Single Names - from week ending 21-Aug-21 through week ending 20-Feb-22.
- 6 Month Analysis Top 1,000 Single Names - from week ending 26-Feb-21 through week ending 20-Aug-21.
- 6 Month Analysis Top 1,000 Single Names - from week ending 28-Aug-20 through week ending 19-Feb-21.
- 6 Month Analysis Top 1,000 Single Names - from week ending 28-Feb-20 through week ending 21-Aug-20.
- 6 Month Analysis Top 1,000 Single Names - from week ending 23-August-19 through week ending 21-Feb-20.
- 6 Month Analysis Top 1,000 Single Names - from week ending 23-Feb-19 through week ending 23-Aug-19.
- 6 Month Analysis Top 1,000 Single Names - from week ending 27-Aug-18 through week ending 22-Feb-19.
- 6 Month Analysis Top 1,000 Single Names - from week ending 24-Feb-18 through week ending 24-Aug-18.
In support of the name selection process for Markit Indices, DTCC is publishing an Index Roll Report which provides transparency on the top 1,000 single-name credit default swaps (CDS) traded pre semi-annual index roll. The top 1,000 names are determined by gross notional traded over a six-month period with an end date one month prior to the index roll date. The purpose is to support new evaluative measures in determining the composition of leading CDS indices. This file will be updated on a semi-annually based on the index roll calendar.