ITP Data Analytics: Manage Filters - Counterparty Analysis Report

Use filters to initiate a new Counterparty Analysis Report and specify the data you want to analyze using the following guidelines.

Visit Data Grid Analysis to learn how to format and analyze the resulting data.

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Select CTM from the drop-down list.

Select one of your user identifiers from the drop-down list. You can only access reports and data to which the selected identifier has been provisioned. If you have access to more than one identifier and do not specify one, the data in the report will be aggregated across all your identifiers.

Select Counterparty Analysis from the Report Type drop-down list.

Select Weekly, Monthly, or Quarterly from the Report Period drop-down list.

Use the drop-down calendar to select the start date of the report using the following guidelines. ITP Data Analytics retains information for the current and previous calendar year.

  • Weekly: The Saturday preceding the selected date is the start date.

    Ex: If you select Monday, September 26, 2023 from the drop-down calendar, ITP Data Analytics generates a report for Saturday, September 23, 2023 - Friday, September 29, 2023.

  • Monthly: The first of the selected date's month is the start date.

    Ex: If you select September 26, 2023 from the drop-down calendar, ITP Data Analytics generates a report from September 1, 2023 - September 30, 2023.

  • Quarterly: The first of the selected date's quarter is the start date. Quarters start on January 1st, April 1st, July 1st, and October 1st.

    Ex: If you select September 26, 2023 from the drop-down calendar, ITP Data Analytics generates a report from July 1, 2023 - September 30, 2023.

Click Equity or Debt to select which asset class appears on the report.

By default, the report includes all instrument types. Select a specific instrument type from the drop-down list to include only that instrument type in the report.

ITP Data Analytics supports all financial instrument types except Repos. See TypeOfFinancialInstrument in CTM Technical Resources for a full list of available financial instruments.

Volume is the number of trades that CTM received at least once, including trades that the Party or Counterparty later canceled.

Select an operator from the drop-down list and enter a number to include only the counterparties that fall within the defined range on the report.

Symbol Definition
> Greater than
< Less than
>= Greater than or equal to
<= Less than or equal to
= Equal to
<> Not equal to; either greater than or less than

By default, the report includes all metrics for the selected source system. Select specific metrics from the drop-down list to include only the selected metrics in the report.

By default, the report includes all counterparties. To include only counterparties that fill certain criteria, click Select Counterparties to open the Select Counterparties window. If you are editing filters from an open data grid, you must complete this step to retain your previous counterparty selections in the new report. The filters pre-populate to the original selections when you open the window.

Use the drop-down lists to filter counterparties using the below guidelines, and click Add Selected to apply the additional filters and close the window.

  • Counterparty Level: Select WW Family Name or Identifier to choose how to identify counterparties.
    • WW (Worldwide) Family Name (default): ID specific to ITP Data Analytics
    • Identifier: BICs
  • Identifier: Select one or more counterparty identifiers to include in the report.
  • Market: Select execution markets of trades to include in the report. The list is based on ISO 360 country codes.
  • Currency: Select the trade currencies to include in the report. The list is based on the ISO 4217 three-character code.
  • Country of Security: Select the country of the securities to include in the report. The list is based on ISO 360 country codes.
  • PSET: Select the Places of Settlement (PSETs) to include in the report.
  • Counterparty Timezone: Select the timezones of counterparties to include in the report. The list is based on ISO 8601, sourced from IANA TZ.

Click Apply to run the report in a new view. If the selected filters return no data, ITP Data Analytics displays an error message.

Click Reset to remove the current filter selections and pick new ones.