DTCC CDS Kinetics provides market risk perspectives on credit derivatives traded globally, by utilizing position data sourced from DTCC’s Trade Information Warehouse (TIW). TIW is a centralized infrastructure for reporting and asset servicing on approximately 98% of all credit derivative transactions outstanding worldwide.
DTCC's Trade Information Warehouse (TIW) is a robust infrastructure that provides market participants across the globe with a wide range of automated operational capabilities. TIW’s database holds the most current contract record for both cleared and bilateral credit default swap (CDS) positions held by all major derivatives dealers and more than 2,500 buy-side firms and other market participants around the world.
DTCC CDS Kinetics leverages TIW position-data records to deliver enriched data sets to subscribers.
The reports are anonymized and aggregated across multiple fields to ensure client confidentiality.
The DTCC CDS Kinetics weekly stock and volume reports deliver detail on global CDS contract activity. Historical data (older than six months) is also available, as a separate report.
In addition, complimentary weekly stock and volume reports are available to non-subscribers after a 4-week embargo.
Features & Benefits
- Consolidated Source More efficient access to market insights around the Trade Information Warehouse. Greater visibility and insights into the OTC derivative market.
- Comprehensive Market Data Identify trends and inform trading strategies through a broad and enriched data set.
- Transparency Reduce risk by providing market aggregate data for regulatory reporting.
- Current Position Records Increase market intelligence on the riskiness of credit default swaps.
- Targeted Reports Increase efficiency of portfolio management tools and processes.
- Premium DTCC CDS Kinetics:
- Weekly stock and volume reports plus 26 weeks of previous reports
- Premium Historical DTCC CDS Kinetics: (older than 22 weeks)
- Weekly stock and volume reports, history varies by report as far as 2008
- Complimentary DTCC CDS Kinetics:
- Weekly stock and volume reports released after 4-week embargo plus 22 weeks of previous reports
How It Works
- Records of new and modified confirmed CDS trades in eligible transactions are submitted to DTCC’s CDS Kinetics
as a confirmed or matched record by submission services.
- On a weekly basis DTCC publishes detailed reports on all live positions recorded in the CDS Kinetics.
- DTCC extracts data from the weekly position reports and generates Stock and Volume reports each Tuesday after 6:00PM ET.
- SFTP delivery is made each Tuesday between approximately 6:00PM ET (21:00 GMT) and 1:00AM ET (06:00 GMT).
- Subscribers receive the current week’s report via SFTP; all other reports are available through the Report Library section of the DTCC Data Services website (via download only).
- Web interface for on-demand access
- Networks: SMART (DTCC Dedicated Network), AT&T Network-Based IP VPN (ANIRA), or Over the Internet i
- Protocols: SFTP, FTPS, Connect:Direct (NDM), MQ
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