Depository Trust & Clearing Corporation Data Services

DTCC's market and index data section presents information and analysis on global financial markets, including public market data.

dtcc.com/repository-otc-data
Depository Trust & Clearing Corporation Data Services homepage screenshot

About Depository Trust & Clearing Corporation Data Services

DTCC Market & Index Data publishes market data and commentary based on post-trade processing activity. It covers equities affirmation, confirmation and settlement, ETF clearing and settlement, government securities volumes, daily U.S. Treasury fails, underwriting service data, and an index tracking average daily rates for selected GCF Repo contracts.

It also provides aggregated OTC derivatives data through the Global Trade Repository, including open positions, transaction activity and asset-class breakdowns, with separate reports for Australia, Canada, EU and UK EMIR, EU and UK SFTR, FINMA, JFSA, MAS, and real-time CFTC data through a price dissemination dashboard.

Key features

  • Equities metrics on affirmation, confirmation, processing, settlement activity
  • ETF clearing and settlement activity insights
  • GCF Repo Index tracking average daily interest rate for selected contracts
  • 12-month aggregate transaction volume for GSD and MBS clearing
  • Daily total value of undelivered U.S. Treasury trade contracts
  • Aggregated OTC derivatives reports by jurisdiction via Global Trade Repository
Best for: Market participants, regulators and industry stakeholders analyzing trading activity and risk.
Good for
  • Covers equities, ETFs, government securities, repos and OTC derivatives
  • Provides jurisdiction-specific aggregated derivatives reports by asset class
  • Offers real-time and historical transaction data for CFTC reporting

Depository Trust & Clearing Corporation Data Services at a glance

Type
Website
Pricing
Not confirmed. Check the site
Platforms
Web
Open source
Not stated
Language
English
Last checked
Oct 5, 2026 · Online when checked
Listed
Oct 5, 2026

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Depository Trust & Clearing Corporation Data Services FAQ

What does the DTCC GCF Repo Index track?
The average daily interest rate paid for the most-traded GCF Repo contracts for U.S. Treasury and mortgage-backed securities issued by Fannie Mae and Freddie Mac.
What is included in GTR Public Reports?
Aggregated OTC derivatives market data, including open positions, transaction activity and asset-class reporting through the Global Trade Repository service.
What does Daily Total US Treasury Trade Fails show?
The value of U.S. Treasury securities not delivered to fulfill a trade contract, when sellers fail to deliver or buyers fail to receive securities in time to settle.
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