- Data through
- 2026-09-30
- Build date
- 2026-10-20
Equity derivatives in the DTCC tape, on the CFTC record in this build; the SEC equities partition had not published when the build ran. Flow is single-stock total return swaps. The underlyer identity fields are empty on effectively every record in this class (the most common populated value is the literal text No name obtainable), so no per-underlyer exhibit is published for equities; the class is covered by product mix and by its lifecycle record, the richest in the tape.
Trades per day by product
Single-Stock Total ReturnBasket And Index Total ReturnPrice ReturnOptionsOther
Lifecycle, window
| Asset class | Chains in window | Records per chain, median / p90 / max | Chains containing an error record | Modification and correction records | Compression events | New trades terminated in window | Median time to terminate |
|---|---|---|---|---|---|---|---|
| Equities | 8,094,726 | 1 / 3 / 10,363 | 2.53% | 6,992,126 | 0 | 12.7% | 1 days |
Equity chains are re-disseminated more than any other class: modifications alone are over 40 percent of the partition's records, and the longest chain in the tape carries over ten thousand records. Statistics on this page are computed on each chain's final state.
Notional amounts are as publicly disseminated by the swap data repository. A trade larger than the regulatory cap for its asset class is disseminated at the cap value and is flagged in the source data. All notional totals are therefore lower bounds on true traded notional. The share of trades and of disseminated notional that is capped is printed beside each exhibit. Cap thresholds were revised effective 7 October 2024; comparisons across that date partly reflect the change in disclosure, not only in activity.