Asia-based repo data – Product specification

Product Code:

MMK-RPA-GLO-ALL

Description:

Our Repo Asia Packages provide comprehensive coverage of global repo data traded during the Asia time zone. Coverage spans General Collateral (GC), Investment Grade (IG) Bonds, US Treasuries (UST), Government Bonds, High Yield (HY), and Agency Bonds covering 10 global currencies across 28 different curves. By offering smaller, focused, and more granular packages based on region and product, our clients only pay for what they need, as opposed to receiving larger data packages that need unbundling. Real-time, Intraday, and End-of-Day prices are available for repo markets, providing complete flexibility on both data content and delivery method.

Data Source:

Sourced directly from Tradition’s broker desks in Asia.

Delivery Method:

• Real-time: Continuous streaming access via API
• Hourly: 24 hourly snapshot files delivered via SFTP.
• End-of-day: End-of-day snapshot files delivered via SFTP.
• Bloomberg: TRSF; EID 39327
• LSEG: PE 14235 and 14236 / PDP SDTFSDSMMASR and SDTFSDSMMAMR

Data Frequency:

Market data is updated real-time directly from regional desks.

Data Format:

CSV files for hourly and end-of-day snapshots; API for real-time delivery.

Data Coverage:

• Asset Class: Money Market (MMK)
• Sub Class: Repo Asia (RPA)
• Key Stats: 28 curves covering 13 markets and 10 currencies.

Curve Specification Samples:

Note: Currencies listed indicate the cash financing currency. Lines showing local currency collateral under USD indicate USD Cross-Currency Repo

Currency	Short Description	Collateral Description
AUD	ACGB	General Collateral (Australia Govt Bonds)
AUD	AUCORP	AUD Denominated Corporate Bonds
CAD	CADIG	CAD Denominated Investment grade Bonds
CNH	CNYIG	CNY Denominated Investment Grade Bonds
EUR	GCEU	EUR General Collateral
EUR	EUCORP	EUR Denominated Investment Grade Bonds
GBP	STGCORP	GBP Denominated Investment Grade Bonds
HKD	HKGB	HK Govt Bonds
JPY	JGB	General Collateral (Japan Govt Bonds)
NZD	NZGB	General Collateral (NZ Govt Bonds)
NZD	NZLGFA	NZD Denominated Local Government Funding Agency Bonds
SGD	SGS	General Collateral (SG Govt Bonds)
USD	UST	US Treasuries
USD	IG	USD Denominated Investment Grade Bonds
USD	HY	USD Denominated High Yield Bonds
USD	HYVUST	HY x UST Spread
USD	HYVIG	HY x IG Spread
USD	IGVUST	IG x UST Spread
USD	THB	THB Denominated bonds
USD	KTB	KTB Denominated bonds
USD	SGS	SG Govt Bonds
USD	JGB	Japan Govt Bonds
USD	HKGB	HK Govt Bonds
USD	MYR	MYR Denominated Bonds
USD	CADIG	CAD Denominated Investment Grade Bonds
USD	EUCORP	EUR Denominated Investment Grade Bonds
USD	STGCORP	GBP Denominated Investment Grade Bonds
USD	CGB	China Govt Bonds

Tradition Data Packages:

Product Code	Product Name
MMK-RPA-GLO-ALL	Global
MMK-RPA-ARM-ALL	Americas
MMK-RPA-ARM-ARM	Americas Regional Majors
MMK-RPA-EUR-ALL	Europe, Middle East & Africa
MMK-RPA-EUR-ERM	Europe, Middle East & Africa Regional Majors
MMK-RPA-APA-ALL	Asia-Pacific
MMK-RPA-APA-GCH	Asia-Pacific Greater China
MMK-RPA-APA-JPY	Asia-Pacific Japan
MMK-RPA-APA-KOR	Asia-Pacific Korea
MMK-RPA-APA-SEA	Asia-Pacific Southeast Asia
MMK-RPA-APA-AUS	Asia-Pacific Australasia

FAQ:

Question	Answer
How many snap files are available per day?	• 24 files per day, snapped on the hour every hour.
What are the key benefits of TraditionData’s data packages?	Arbitrage Opportunities in Repo Markets: Repo rate data from an OTC IDB which is pricing from a collection of financial institutions is compared to identify arbitrage opportunities. Firms can also use historical data to assess the volatility of repo rates and predict future pricing discrepancies. Leveraging Repo Market Insights for Investment Decision-Making: Use repo market data to uncover trends and liquidity signals that influence wider financial markets and asset valuations. Incorporating these insights into asset allocation decisions can enhance the ability to adapt to changing market conditions and refine investment outcomes.
What is a repurchase agreement (Repo)?	A repurchase agreement (repo) is a short-term loan where both parties agree to the sale and future repurchase of assets within a specified contract period. The seller sells a security with a promise to buy it back at a specific date and at a price that includes an interest payment.
Is Historical Data Available?	Yes, historical data is available with coverage starting from September 2024.

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