Asia-based repo data

Gain the competitive edge with global repo pricing data direct from Asia

Request sample data Contact us

Summary Why TraditionData? Use cases Product specs Key stats FAQs Contact us

Summary

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.

Key features and benefits

USD repo coverage from Singapore

USD repo pricing is available beyond US market hours, providing insights into overnight developments before the US market opens.

Exclusive APAC repo insights

Coverage of repo markets across 10 global currencies, including 6 not covered by competitors.

Trusted market data from APAC’s leading repo broker

With 15+ years as the leading broker desk in Singapore, we deliver accurate and reliable data that your team can rely on.

Why choose TraditionData for Asia hours repo?

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.

Rates covered: Open tenor, ON, TN, SW, 2W, 1M, 2M, 3M, 4M, 5M, 6M, 9M, 12M
Facilitate 13 markets:
AUD, CAD, CNH, EUR, GBP, HKD, JPY, NZD, SGD, THB, KRW, MYR, USD
Coverage of 10 currencies:
AUD, CAD, CNH, EUR, GBP, HKD, JPY, NZD, SGD, USD
16 repo curves from Asia’s most active broker including GC, gov bonds, high yield, and more
Real-time and hourly snaps

Related products

Repo market data U.S. repo data

U.S. Treasury clearing

Use cases

How our repo data can benefit your department

Strengthen risk models with real-time APAC repo data, helping you anticipate interest rate shifts and liquidity risks, no matter the time zone.
Use repo curves to stress-test portfolios and enhance exposure management.
Access comprehensive data across key asset classes, including US Treasuries, general collateral (GC) and investment grade bonds.

Deliver sharper insights with repo pricing unavailable elsewhere. Analyse counterparty risk, collateral demand and rate trends with complete global visibility.
Leverage enhanced trading hours to refine forecasting models across global portfolios.
Optimise collateral strategies using data originating from Tradition’s leading APAC desks.

Don’t trade in the dark. Access continuous repo data across time zones, so you’re always ahead of market moves.
Monitor repo rate trends before major markets open to adjust your trading strategies.
Gain insights into real-time liquidity conditions, facilitating smarter trade execution.

Key stats

Global currencies

Global markets

most active IDB in Asia for USD repo

FAQs

Frequently asked questions

Data is derived directly from our broking desks in Singapore (08:00 – 18:00 UTC+8).

Real-time, hourly and end-of-day via:

Direct delivery
BBG
LSEG

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.

Stay ahead of the market with TraditionData

"*" indicates required fields