Global Repo – Asia Hours Product Specification

Product Code:

MMK-RPA-GLO-ALL

Description:

Our Repo Asia Packages provides comprehensive coverage of global repo data traded during the Asia time zone. General Collateral (GC), Investment Grade Bonds and US Treasuries, Government Bonds and High Yield, Agency Bonds are provided 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:

Data sourced directly from Tradition’s broker desks in Asia.

Delivery Method:

• Real-time: Access Real-time data.
• Hourly: Receive hourly snapshots delivered via SFTP.
• End-of-day: Obtain end-of-day snapshots delivered via SFTP.

Data Frequency:

Market data is updated real-time directly sourced from a regional desk.

Data Format:

CSV files for hourly snaps, FIX API for real-time

Data Coverage:

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

Tradition Data Packages:

Product Code	Product Name
MMK-RPA-GLO-ALL	Global
MMK-RPA-ARM-ALL	America
MMK-RPA-ARM-ARM	America 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

Curve Specification Samples:

Currency	Short Description	Collateral Description
AUD	ACGB	GC (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 GC
EUR	EUCORP	EUR Denominated Investment grade Bonds
GBP	STGCORP	GBP Denominated Investment grade Bonds
HKD	HKGB	HK Govt Bonds
JPY	JGB	GC (Japan Govt Bonds)
NZD	NZGB	GC (NZ Govt Bonds)
NZD	NZLGFA	NZD Denominated Local Government Funding Agency Bonds
SGD	SGS	GC (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

FAQ:

Question	Answer
How many snap files are available per day?	24 files per day
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. Firm can also use historical data to assess the volatility of repo rates and predict future pricing discrepancies. Repo Market Trend Analysis for Investment Strategy Development: Use data to analyse/identify patterns that could influence broader market conditions and asset prices. Data on repo market volumes and collateral types is used to refine the firm’s asset allocation strategy, ensuring that it is responsive to changes in repo market conditions.
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, but as it is a new product, we have limited history back to Sept-2024

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