Today we are making available daily summary views extracted from the DDR Rates files.
These can be found here.
The Depository Trust & Clearing Corporation (DTCC) announced on January 3, 2013, that all (US) registered swap dealers active in credit and interest rate trading are now reporting trades to DTCC’s swap data repository, DTCC Data Repository (DDR). See their press release here.
Our interest in this data was sparked by a recent Blog post on The OTC Space.
The DDR is an excellent source of information on OTC Derivatives trades, data on which has never before been publicly disseminated.
We are taking these daily csv files of data and constructing easy to digest views on trading activity, which we hope will help in shining a light on derivatives.
We support initiatives that increase transparency and believe this will help Derivative markets resume the growth that have characterised them since their inception.
We look forward to seeing Europe and Asia reporting to DDR.