The U.S. Treasury repurchasing agreement (repo) market is a complicated, yet essential, part of the financial ecosystem – representing more than $3 trillion per day in transactions. As the repo market structure has matured and become more efficient, repo data has grown in sophistication and breadth to support electronic trading, internal processing, government oversight, and a range of investment models worldwide.
Finadium's new report, Building Out Repo Data for New Industry Needs, explores the expanding use of repo data across repo desks, treasury, operations, the broader investment market, and emerging new sources of repo data.
The market's need for well-structured and organized data sets of the repo markets can result in greater accuracy, efficiency, data for pricing, liquidity, and ultimately better industry transparency, leading to better investor outcomes.
We encourage you to download the report and contact us to learn how DTCC Treasury Kinetics data can help elevate your repo market modeling, portfolio valuation, and analysis.