Login Regions DTCC Learning Client Center Search PRODUCTS & SERVICES NEWS & EVENTS ABOUT RESOURCES Home Repository Reporting OTC Data Share REPOSITORY OTC DATA Trade Information Warehouse Reports This section provides comprehensive reports on the vast majority of CDS contracts registered in the Warehouse's global repository. TRADE INFORMATION WAREHOUSE REPORTS These publicly available reports may not contain all live positions in the Warehouse as of a specified date if disclosing such positions could reveal, directly or indirectly, proprietary or confidential, financial, operational or trading data of a particular Warehouse participant ("User"), or inappropriately arranged groups of Users in such a way that may indicate the identity of the User or User group. MARKET ACTIVITY REPORTS Explanation of Market Activity Analysis Single Name Data (Updated June 17, 2011) Explanation of Market Activity Analysis Index Data (Updated September 16, 2011) Index Roll Report - more detailed description of data The data provided is divided into two sections, single name and index. For detailed information, view the Explanation of Market Activity Analysis Data. TOP 1000 SINGLE NAMES: AGGREGATED TRANSACTION DATA BY REFERENCE ENTITY June 20, 2021 through September 19, 2021 March 20, 2021 through June 19, 2021 December 19, 2020 through March 19, 2021 September 20, 2020 through December 18, 2020 June 20, 2020 through September 19, 2020 March 20, 2020 through June 19, 2020 December 20, 2019 through March 19, 2020 September 20, 2019 through December 19, 2019 June 20, 2019 through September 19, 2019 March 20, 2019 through June 19, 2019 December 20, 2018 through March 19, 2019 September 20, 2018 through December 19, 2018 June 20, 2018 through September 19, 2018 March 20, 2018 through June 19, 2018 December 20, 2017 through March 19, 2018 September 20, 2017 through December 19, 2017 June 20, 2017 through September 19, 2017 March 20, 2017 through June 19, 2017 December 20, 2016 through March 19, 2017 September 20, 2016 through December 19, 2016 June 20, 2016 through September 19, 2016 March 20, 2016 through June 19, 2016 December 20, 2015 through March 19, 2016 September 20, 2015 through December 19, 2015 June 22, 2015 through September 20, 2015 March 20, 2015 through June 21, 2015 December 22, 2014 through March 19, 2015 September 21, 2014 through December 21, 2014 June 20, 2014 through September 21, 2014 March 20, 2014 through June 19, 2014 December 20, 2013 through March 19, 2014 September 20, 2013 through December 19, 2013 June 20, 2013 through September 19, 2013 March 20, 2013 through June 19, 2013 December 20, 2012 through March 19, 2013 September 20, 2012 through December 19, 2012 June 20, 2012 through September 19, 2012 March 20, 2012 through June 19, 2012 December 20, 2011 through March 19, 2012 September 20, 2011 through December 19, 2011 June 20, 2011 through September 19, 2011 March 21, 2011 through June 19, 2011 December 20, 2010 through March 20, 2011 September 20, 2010 through December 19, 2010 June 21, 2010 through September 19, 2010 March 22, 2010 through June 20, 2010 June 20, 2009 through March 19, 2010 Special Report: Market Risk Activity Analysis (.xlsx) from December 21, 2009 through June 20, 2010 INDEX NAMES: AGGREGATED TRANSACTION DATA BY REFERENCE ENTITY June 20, 2021 through September 19, 2021 March 20, 2021 through June 19, 2021 December 19, 2020 through March 19, 2021 Septemer 20, 2020 through December 18, 2020 June 20, 2020 through Septemer 19, 2020 March 20, 2020 through June 19, 2020 December 20, 2019 through March 19, 2020 September 20, 2019 through December 19, 2019 June 20, 2019 through September 19, 2019 March 20, 2019 through June 19, 2019 December 20, 2018 through March 19, 2019 September 20, 2018 through December 19, 2018 June 20, 2018 through September 19, 2018 June 20, 2018 through September 19, 2018 March 20, 2018 through June 19, 2018 December 20, 2017 through March 19, 2018 September 20, 2017 through December 19, 2017 June 20, 2017 through September 19, 2017 March 20, 2017 through June 19, 2017 December 20, 2016 through March 19, 2017 September 20, 2016 through December 19, 2016 June 20, 2016 through September 19, 2016 March 20, 2016 through June 19, 2016 December 20, 2015 through March 19, 2016 September 20, 2015 through December 19, 2015 June 22, 2015 through September 20, 2015 March 20, 2015 through June 21, 2015 December 22, 2014 through March 19, 2015 September 21, 2014 through December 21, 2014 June 20, 2014 through September 21, 2014 March 20, 2014 through June 19, 2014 December 20, 2013 through March 19, 2014 September 20, 2013 through December 19, 2013 June 20, 2013 through September 19, 2013 March 20, 2013 through June 19, 2013 December 20, 2012 through March 19, 2013 September 20, 2012 through December 19, 2012 June 20, 2012 through September 19, 2012 March 20, 2012 through June 19, 2012 December 20, 2011 through March 19, 2012 September 20, 2011 through December 19, 2011 June 20, 2011 through September 19, 2011 March 21, 2011 through June 19, 2011 December 20, 2010 through March 20, 2011 September 20, 2010 through December 19, 2010 March 22, 2010 through September 19, 2010 INDEX ROLL REPORT: AVERAGE WEEKLY DATA BY REFERENCE ENTITY 6 Month Analysis Top 1,000 Single Names - from week ending 26-Feb-21 through week ending 20-Aug-21. 6 Month Analysis Top 1,000 Single Names - from week ending 28-Aug-20 through week ending 19-Feb-21. 6 Month Analysis Top 1,000 Single Names - from week ending 28-Feb-20 through week ending 21-Aug-20. 6 Month Analysis Top 1,000 Single Names - from week ending 23-August-19 through week ending 21-Feb-20. 6 Month Analysis Top 1,000 Single Names - from week ending 23-Feb-19 through week ending 23-Aug-19. 6 Month Analysis Top 1,000 Single Names - from week ending 27-Aug-18 through week ending 22-Feb-19. 6 Month Analysis Top 1,000 Single Names - from week ending 24-Feb-18 through week ending 24-Aug-18. 6 Month Analysis Top 1,000 Single Names - from week ending 26-Aug-17 through week ending 23-Feb-18. 6 Month Analysis Top 1,000 Single Names - from week ending 27-Feb-17 through week ending 25-Aug-17. 6 Month Analysis Top 1,000 Single Names - from week ending 02-Sept-16 through week ending 24-Feb-17. 6 Month Analysis Top 1,000 Single Names - from week ending 04-Mar-16 through week ending 26-Aug-16. 6 Month Analysis Top 1,000 Single Names - from week ending 29-Aug-15 through week ending 29-Feb-16. 6 Month Analysis Top 1,000 Single Names - from week ending 06-Mar-15 through week ending 28-Aug-15. 6 Month Analysis Top 1,000 Single Names - from week ending 05-Sep-14 through week ending 27-Feb-15. 6 Month Analysis Top 1,000 Single Names - from week ending 01-Mar-14 through week ending 29-Aug-14. 6 Month Analysis Top 1,000 Single Names - from week ending 06-Sep-13 through week ending 28-Feb-14. 6 Month Analysis Top 1,000 Single Names - from week ending 01-Mar-13 through week ending 30-Aug-13. 6 Month Analysis Top 1,000 Single Names - from week ending 7-Sept-12 through week ending 22-Feb-13. 6 Month Analysis Top 1,000 Single Names - from week ending 02-Mar-12 through week ending 31-Aug-12. 6 Month Analysis Top 1,000 Single Names - from week ending 02-Sep-11 through weekending 24-Feb-12. 6 Month Analysis Top 1,000 Single Names - from week ending 04-Mar-11 through week ending 26-Aug-11. 6 Month Analysis Top 1,000 Single Names - from week ending 03-Sept-10 through week ending 25-Feb-11 In support of the name selection process for Markit Indices, DTCC is publishing an Index Roll Report which provides transparency on the top 1,000 single-name credit default swaps (CDS) traded pre semi-annual index roll. The top 1,000 names are determined by gross notional traded over a six-month period with an end date one month prior to the index roll date. The purpose is to support new evaluative measures in determining the composition of leading CDS indices. This file will be updated on a semi-annually based on the index roll calendar. View a more detailed description of data SPECIAL REPORTS STANDARD REFERENCE OBLIGATION “SRO” EXERCISE On May 21st, 2014, the ISDA SRO Workgroup requested that DTCC provide additional information to ISDA and Markit regarding trade volume and confirmation type for single name Credit Default Swap. This information will be used to assist the industry in determining which single name reference entity has enough trading volume to create a Standard Reference Obligation “SRO” name for the entity. To assist the industry with eligibility exercise, DTCC has put together a list containing Reference Entity names, Matrix Type, and volumes. The source of the volume numbers come from DTCC’s Trade Information Warehouse Reports under Section I, “Table 6”. Volume numbers will only be provided for those reference entity names on the “Gross and Net Notional Top 1000 Reference Entities”. Live Positions for CDS Reference Entities (.xlsx) INDEX POSITION DATA BY TENOR DTCC is publishing the following special report to provide an analysis of Index Positions by Tenor. The data is as of 25-April-2014. The analysis was prepared using data available in the DTCC Trade Information Warehouse (TIW). Index Table by Tenor as of 25-April-2014 INDEX SWAPTION STUDY In an effort to provide additional transparency on Index Swaptions, DTCC has produced a Special Report that displays a snapshot of all positions as of March 21, 2014. In addition, DTCC has produced a second Special Report that displays the weekly average transaction activity on Index Swaptions for the last two quarterly roll periods. The analysis was prepared using data available in the DTCC Trade Information Warehouse (TIW). Explanation of Data (PDF) Index Swaption Positions as of 21-Mar-2014 Index Swaption Positions by Put/Call as of 21-Mar-2014 Index Swaption Transactions from 21-Sept-2013 to 20-Mar-2014 LOAN CDS TRANSPARENCY REPORT In an effort to provide additional transparency in North American Loan CDS (LCDS) transactions, DTCC is publishing the following special 6 month report which includes aggregate volume data on the 25 most actively traded CDS Loans and aggregate volume data on a subset of reference entities which constitute the LCDX.16 and LCDX.17 Index. The data published represents new trades, terminations and assignments submitted and confirmed from and including September 3, 2011 to and including 24 Feb, 2012 . The LCDX.NA.16 and LCDX.NA.17 constituents are only listed if the reference entity was identified as having 5 or greater transactions submitted and confirmed during the observation period above. 20 Most Active LCDS Most Active LCDX Constituents MONTHLY MARKET RISK VOLUME ANALYSIS DTCC has produced this Special Report to provide an historical representation of market risk Credit trade volume, as measured by Contracts and Total Gross Notional USD Equivalent. The analysis covers transactions where market participants were engaging in market risk transfer activity. Risk transfer activity is defined as transactions that change the risk position between two parties. Table_IV_Trend_July2010-July2013 ON-THE-RUN CREDIT DEFAULT INDEX LIQUIDITY REPORT Explanation of Market Liquidity – On-the-run Index Trading Report The Depository Trust & Clearing Corporation (DTCC) is publishing this study on the liquidity of on-the-run credit default swap (CDS) indices over a period of time. This study was initiated at the request of the ISDA Credit Steering Committee and the Industry Clearing Committee. The analysis was prepared using data available in the DTCC Trade Information Warehouse (TIW). For further detail, please see attached Explanation Document. Market Liquidity - Untranched On-the-run Index Trading Market Liquidity - Tranched On-the-run Index Trading CENTRALLY CLEARED CREDIT TRADE ANALYSIS Explanation of Centrally Cleared Trade Analysis DTCC is publishing the following special report to provide an analysis of percentage of central clearing for CDS trades for transactions executed for the period from September 1, 2012 through and including March 29, 2013. The analysis was prepared using data available in the DTCC Trade Information Warehouse (TIW). For further detail, please see attached Explanation Document. Centrally Cleared Credit Trade Analysis CREDIT OPEN POSITIONS BY COUNTERPARTY CLASSIFICATION The purpose of this analysis is to illustrate participant relationships by Dealer, Non-Dealer/Customer, and Central Counterparty. The data is organized across Single Names, Indices and Tranches, and provides aggregate gross notional for year-end 2011 and 2012. The analysis was prepared using data available in the DTCC Trade Information Warehouse (TIW). CDS Counterparty Classification Report for 28-Dec-2012 and 30-Dec-2011 CREDIT EVENT SPECIAL REPORT – SNS BANK N.V AND IRISH BANK RESOLUTION CORPORATION LIMITED SNS Bank NV and Irish Bank Credit Events CREDIT EVENT SPECIAL REPORT – BANKIA S.A. May 3, 2013 - Restructuring Event Processing for Bankia S.A ADDITIONAL REFERENCE ENTITIES FROM APRIL 19, 2013 TO JULY 26, 2013 FOR TABLE 6 DTCC is publishing the following special report to identify References Entities that were not individually specified in Table 6 of Section I on this website during the period of April 19, 2013 to July 26, 2013. During this period data of the impacted Reference Entities were included as part of the "Remaining Single Names" aggregated line item, rather than as a unique named Reference Entity. 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