The file delivers aggregated long and short positions across Total Return Swaps, Basket Swaps, Portfolio Swaps and Contracts for Differences for US equities. The file also contains the number of transactions each day on the long and short side and the change in exposure value for one day, one week and three months.

The data are derived from DTCC Global Trade Repository data reporting. The DTCC daily file presents a combination of data including file and currency errors. Finadium Deriv1 cleans and normalizes the data to identify daily trade exposures and historical trends.

This file captures data from security-based swap dealer reporting. DTCC has the mandate to publish this reporting from rules on Security-based Swaps published by the US Securities and Exchange Commission (SEC) and the US Commodity Futures Trading Commission (CFTC).

We publish once a day around 9AM US Eastern Time. Each daily file contains data from the prior trading day.

Historical data are available from February 15, 2022. Contact us for details on accessing historical data.

We publish two weeks of historical Excel files on a rolling basis on our website. The API offers access to current daily data.