DTCC to expand CDS data released from Trade Information Warehouse

By Angela McDaniels

Tacoma, Wash., Jan. 15 - Depository Trust & Clearing Corp. said it is expanding the data published on credit default swaps registered in its Trade Information Warehouse to show additional detail on weekly transaction activity.

Starting Tuesday, the contract data posted at www.dtcc.com/derivserv will include a new Section III covering trading activity registered in the Warehouse - such as new trades, terminations and assignments - for the previous week, in terms of gross notional values as well as number of contracts.

This data will be provided in the aggregate as well as for single-name reference entity sectors and for major indexes, according to a DTCC news release.

DTCC said it began posting gross and net notional values and numbers of contracts for single-name reference entity sectors, indexes and tranches on Nov. 4. Section I shows the outstanding notional values and contract numbers at a given point in time (the end of each week) and reports the values and numbers of all credit contracts in the Warehouse by customer type and product type. Section II shows the weekly net changes to the data presented in Section I.

The Trade Information Warehouse is an electronic central registry for CDSs.

DTCC is based in New York and provides clearance, settlement and information services through its subsidiaries.

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