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.
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
- 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.
- Daily file of anonymized structured-finance transactions
|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|
How It Works
Data file containing all transactions for the day is delivered end of day each trading day, at approximately 12:00AM ET.
- 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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