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 Mellon.

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 previous month’s accuracy report, showing:

Precision: Average deviation from the actual SOFR print was just 0.006 bps.
Stability: Zero variance on multiple days.
Confidence: A proprietary methodology that turns trade data into actionable, forward-looking intelligence.