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Enhanced CDS Volumes Data
Thomson Reuters now offers its users enhanced credit default swap (CDS) volumes data from the Depository Trust & Clearing Corporation (DTCC). Accessible on Eikon and 3000 Xtra, the data has been expanded to enable users to view the records in more granular detail.
Customers can now benefit from volumes for indices viewed by product type and additional sector breakouts. They will also be able to check risk transfer activity as transactions that change the risk position between two parties.
DTCC is the world’s largest post-trade financial services company. They provide clearance, settlement, and information services for equities, corporate and municipal bonds, unit investment trusts, government and mortgage-backed securities, money market instruments, and over-the-counter derivatives.
Key Benefits
- Index Volumes now broken down by Product Type (tranched and untranched index trades)
- Additional Total Market Risk Transfer Breakouts for Indices and Single Names
- Top Market Risk Activity Summaries for Indices and Single Names
- Added new Sector Volume logical records
- Support additional structured indices (e.g. PrimeX, MBX, IOS,TRX)
- History for the additional market risk breakout available
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