DTCC’s Commercial Paper (CP) and Institutional Certificates of Deposit (CD) Data Service provides a single, daily feed of anonymized CP and CD secondary settlement transactions data–excluding primary IPA to dealer–to enhance analysis of this enormous market.
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 $1.0 trillion, respectively. For the first time, DTCC is providing daily anonymized CP and institutional CD secondary settlement transactions data, excluding primary IPA to dealer, which enables consumers to create benchmarks and indices and analyze trade volumes and rates.
DTCC’s CP/Institutional CD Data Service brings together in a single, streamlined data set a variety of common fields, including but not limited to:
- Security ID
- Security Description
- Product Type
- Issuer Name
- Settlement Date
- Maturity Date
- Principal Amount
- Settlement Amount
- Interest Rate
- Interest Rate Type
Features & Benefits
- Consolidated Source Save time by having the CP/CD transaction data consolidated 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.
- Daily anonymized CP and institutional CD transaction data file
The following table highlights the volumes and breadth of data that underpin DTCC's CP/Institutional CD Data Service. DTCC is uniquely able to provide data that was previously unavailable on this vast market.
DTCC has CP/CD transactional data from November 2014 to present.
Average transactions as of December 31, 2015.
How It Works
- DTCC's CP and institutional CD data is derived from DTC settled dealer turnarounds and directly placed paper transactions.
- End of Day 7:00PM ET containing all transactions for the day
- Intraday Options
- 12:00PM EST, 3:00PM ET and 7:00PM ET cumulative files
- Every half hour from 8:00AM ET to 7:00PM ET cumulative files
- Networks: SMART (DTCC Dedicated Network), AT&T Network-Based IP VPN (ANIRA), or Over the Internet i
- Protocols: SFTP, FTPS, Connect:Direct (NDM)
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