News
Market Data
As index volatility stays quiet, single-stock dispersion reshapes options trading.
By Jake Harmon
29 Jul 2026
Business update
We are back at SIPUG this September
By TraditionData
27 Jul 2026
TraditionData at WFIC 2026 | Join us in Copenhagen on October 11-14
22 Jul 2026
Product notification
Product updates: July 2026
17 Jul 2026
"*" indicates required fields
Our Asia-based repo data provides comprehensive coverage of global repo trading during Asia time zones. Gain visibility into repo markets from one of the most active inter-dealer brokers in the APAC region, providing you with the data needed to navigate today’s evolving market.
With 15+ years as the leading broker desk in Singapore, we provide the market insights needed to accurately capture liquidity shifts and rate movements.
USD repo pricing is available beyond US market hours, providing insights into overnight developments before the US market opens.
Coverage of repo markets across 10 global currencies, including 6 not covered by competitors.
With 15+ years as the leading broker desk in Singapore, we deliver accurate and reliable data that your team can rely on.
Our global repo data provides market visibility across key time zones and currencies in Asia. With desks actively pricing from 08:00 – 18:00 (UTC+8), clients can capture liquidity shifts and rate movements across the Asia-Pacific region in real time.
General Collateral (GC), investment grade bonds, U.S. Treasuries, government bonds and high yield products are covered, spanning 10 global currencies across 16 curves.
Data is derived directly from our broking desks in Singapore (08:00 – 18:00 UTC+8).
Real-time, hourly and end-of-day via:
Hourly snaps: we snap the data 24 hours a day, although the prices only update during the above desk hours.
Yes, sample datasets can be requested directly from the TraditionData team. Request access here.
Since October 2024 for hourly historical data.
Contact us to learn more, receive access to product specifications, and request sample data.