Swindle keeping some in deep depression (6)
I believe the answer is:
canyon
'deep depression' is the definition.
'canyon' can be an answer for 'depression' (canyon is a kind of depression). I am unsure of the 'deep' bit.
'swindle keeping some' is the wordplay.
'swindle' becomes 'con' (con is a kind of swindle).
'keeping' is an insertion indicator.
'some' becomes 'any' (similar in meaning).
'con' placed around 'any' is 'CANYON'.
'in' is the link.
Can you help me to learn more?
(Other definitions for canyon that I've seen before include "A deep gorge with a river, may be Grand" , "deep container for water" , "Ravine formed by a river" , "(N. Am.) ravine" , "Big rift" .)