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Repo rates have been rising globally, often staying above central bank rates, making repo a preferred short-term funding option. However, limited visibility into repo rates—especially outside USD trading hours—creates risk and uncertainty for financial professionals.
Our newly launched global repo data provides market visibility across key time zones and currencies in Asia. With desks actively pricing from 0800 – 1800 (UTC+8), capture liquidity shifts and rate movements across Asia Pacific.
USD repo pricing 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.
Established in Asia Pacific for 40 years, our Singapore-based trading desks deliver accurate and reliable data from Tradition.
We have 28 Repo Curves, giving market perspectives a truly global perspective of repo markets. Gain visibility into General Collateral, Government Bonds, High Yield, Agency Bonds, and more.
The repo (repurchase agreement) market is a crucial component of global finance, allowing institutions to secure short-term funding by selling securities with an agreement to repurchase them later. It plays a key role in maintaining liquidity, facilitating market stability, and influencing interest rate movements worldwide.
Repos provide essential short-term financing for banks, asset managers, and financial institutions. They enhance liquidity, help manage cash flows, and enable efficient collateral management. With repo rates often moving independently of central bank rates, having accurate and timely repo data is critical for making informed decisions.
Repo rates serve as a key benchmark for short-term borrowing costs and reflect broader market conditions. These rates influence monetary policy transmission, funding costs, and overall market liquidity. For traders, analysts, and risk managers, tracking repo rate movements across different currencies and time zones is essential to managing exposure and optimising strategies.
Data is derived directly from our broking desks in Singapore 0800 – 1800 (UTC +8)
Real-time, hourly and end-of-day directly from TraditionData or via BBG (B-pipe and/or Data License (DL))
Hourly snaps: we snap the data 24 hours a day, although the prices only update during the above desk hours.
Each file contains the data as per below:
Yes, please contact us to request sample files.
Since October 2024 for hourly historical data. Tick history is not available.
Data is provided in .csv format (comma separated values).
Don’t let incomplete data hold you back—gain the edge with our comprehensive global repo market data.
