DTCC's Structured Finance Data Service provides a single, streamlined feed of anonymized structured-finance transactions data to enhance user analysis of this complex market.

Description

Each day DTCC's depository subsidiary, Depository Trust Company (DTC), processes and settles thousands of transactions for structured-finance securities including but not limited to collateralized bond obligations, collateralized mortgage obligations and asset-backed securities. This processing generates detail-rich, multi-field records on these transactions. The records contain multiple fields including indicators for cash and repo transactions.

With its Structured Finance Data Service, DTCC is increasing visibility into this market by offering for the first time data on transaction volumes and values for these often-illiquid securities. The Structured Finance Data Service delivers transactional data sourced from DTC’s settlement engine for these instruments.

Features & Benefits

  • Features
    Benefits
  • Consolidated Data Increase operational efficiency with a single-source file.
  • Daily Delivery Ensure the most current data by getting end-of-day updates each trading day.
  • Market Intelligence Sharpen market analysis using comprehensive source data.
  • Transparency Increase visibility into trade volumes and values for illiquid securities that are sometimes difficult to price.

Offering

  • Daily file of anonymized structured-finance transactions

Coverage

Structured-Finance Coverage
 ABS CMO Type  Number of Transactions   Unique CUSIPs 
 Collateralized Mtge Obligation or Global CMO  1300  160
 Z CPN Denom In Initial Principal Amt  1450  125
 Non-CMO/ABS Amortizing Issue  350  15
 Total  3100  300

How It Works

Delivery

Data file containing all transactions for the day is delivered end of day each trading day, at approximately 12:00AM ET.

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  • Networks: SMART (DTCC Dedicated Network), AT&T Network-Based IP VPN (ANIRA), or Over the Internet i
  • Protocols: SFTP, FTPS, Connect:Direct (NDM)

Learning Center

Learning Center

The DTCC Learning Center is a single point of entry for all your DataPro learning needs. Our learning solutions include documentation, simulations, videos, frequently asked questions, training events, and much more.

Go To DTCC Learning Center