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News in brief: CBoT to introduce On-The-Run US Treasury Futures


DTCC posts data on top 1,000 single name CDSThe Depository Trust and Clearing Corp has posted market data on its website relating to activity in credit default swaps over the past six months. The data comes from its subsidiary the Warehouse Trust Co.The data has been released to give market participants an indication of the level of liquidity for the largest corporate and sovereign CDS. It includes trading volumes and gives details of the market structure.The data relates to activity in the top 1,000 single name CDS between December 21, 2009 and June 20, 2010. The DTCC released a separate report on June 1, 2010, covering the period from June 20, 2009 to March 19, 2010. The gross notional value of the 2.3m CDS contracts registered in the Warehouse Trust was about $25tr as of August 20, meaning that their average...

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