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DTCC Connection

Historical Data on the DTCC GCF Repo Index | January 31, 2013

DTCC has released historical data on the DTCC GCF Repo Index®. The data, which covers the time period from January 2005 through November 2012, is now available online at This back-dated data provides historical analysis of activity in the GCF Repo markets.

DTCC first published the index in November 2010 in response to concerns of the Treasury Markets Practice Group, sponsored by the Federal Reserve Bank of New York, regarding the need for enhanced transparency in the Treasury, agency debt and mortgage-backed securities markets.