The ‘Tradition predictive overnight repo‘ product combines market leading repo trade and volume data, sourced from our number one inter-dealer brokerage desk, with anonymised tri-party repo trade and volume data from BNY.

We provide a volume-weighted median repo rate throughout the day, which informs users of where SOFR will fix the following day. The predictive qualities of our data can be seen from the August 2026 accuracy report:

Precision: Average deviation from the actual SOFR print was just 0.007 bps in August 2026.
Reliability: An exact match with the SOFR print on August 18, 2026.
Edge: A proprietary methodology that turns trade data into actionable, forward-looking intelligence.

Featured Product

Tradition predictive overnight repo

A valuable insight during the trading day as to where SOFR will fix tomorrow.

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