Money Market Kinetics

DTCC Money Market Kinetics provides daily or intraday feeds of anonymized Commercial Paper (CP) and Institutional Certificates of Deposit (CD) settlement transactions data (excluding IPA to dealer) to enhance analysis of this enormous market. Each day DTCC’s depository subsidiary, Depository Trust Company (DTC), processes and settles approximately $300 billion in new issuances, maturities and turnaround deliver orders for CP and Institutional CDs, generating detail-rich, multi-field records on these transactions. With Money Market Kinetics, DTCC is increasing transparency in this market by offering secondary settlement-transaction data for CP and Institutional CDs. The exceptional depth and breadth of data provided by DTCC Money Market Kinetics enables users to create benchmarks and indexes, analyze trade volumes and rates, and perform other monitoring and analytical tasks. This service delivers settlement transaction data as a single, streamlined feed that is searchable across numerous fields, including but not limited to, security ID, security description, product type, issuer name, settlement date, maturity date, principal amount, settlement amount, interest rate and interest rate type.

Delivery:
End of Day at 5:10 PM EST
Intra-Day Slices every 30 mins between 8:10 AM EST and 5:10 PM EST

Views Included:
MMK_MP.V_MMK_NRT_HIST
MMK_MP.V_MMK_EOD_HIST
MMK_MP.V_MMK_NRT_HIST_EMB
MMK_MP.V_MMK_EOD_HIST_EMB

Some Fields Included:
CUSIP
CUSIP DESCRIPTION
PRODUCT TYPE
ISSUER NAME
SETTLEMENT DATE
ISSUE DATE
MATURITY DATE
PRINCIPAL AMOUNT
SETTLEMENT AMOUNT
INTEREST RATE
INTEREST RATE TYPE
INCOME PAYMENT TYPE
TERM
DURATION
SECTOR
PLUS MORE

搜集汇总

背景与挑战

背景概述

Money Market Kinetics数据集由DTCC提供，包含商业票据和机构存单的匿名结算交易数据，以每日或日内频率更新，旨在增强市场透明度并支持基准创建、交易量分析等应用。数据通过可搜索的流式馈送交付，涵盖多个字段如证券ID、发行方名称、结算日期和利率等。