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In his role as Global Head of Product, Ian brings over a decade of experience at TraditionData, and more than twenty-two years within Tradition Group. Ian will drive a clear product strategy, overseeing and enhancing TraditionData’s product suite with high-quality data solutions which meet the increasingly complex needs of our client base.
17/01/2026

U.S. repo data

Access real-time U.S. repo market data and analytics. Live repo pricing sourced directly from our global interdealer network.
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Summary Why TraditionData? Use cases Data packages FAQs Contact us
Summary

TraditionData delivers direct, high-integrity U.S repo pricing data sourced from our interdealer broker network – trusted by the world’s largest financial institutions.

As regulatory reforms drive greater central clearing, reliable repo pricing has become vital for price discovery, liquidity management and capital allocation. TraditionData’s U.S. repo data delivers exactly that – hourly snapshots capturing bid, ask, mid and spread values across key tenors: 1M, 2M, 3M, 6M, 9M, 1Y, 18M, and 2Y, helping institutions benchmark short-term funding costs with accuracy.

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Key features and benefits

Real-time data

Access to market data with real-time streaming and hourly snaps.

In-depth coverage

Comprehensive coverage of U.S. repo markets, including overnight, term and specials.

Historical data

Access up to 7 years of historical data for comprehensive analysis.

Why choose TraditionData for U.S. repo data

With 40 years of repo market expertise through Tradition’s broking desk, our data is trusted by banks, asset managers, hedge funds, and corporates worldwide.

Our U.S. repo data comes direct from Tradition, one of the world’s largest interdealer brokers in over-the-counter (OTC) financial and commodity related products. Our data reflects real trades and executable orders, offering a genuine view of where the market is.

Related products:

Repo market data Global repo data from Asia hours
U.S. Treasury clearing
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Use cases

How our repo data can benefit your department

Risk management and compliance
  • Comply with the new SEC mandate by ensuring all required information is available for regulatory reporting and audits.
  • Real-time and historical pricing data for repo rates supports market surveillance activities, helping to detect and prevent market manipulation.
  • Accurate pricing data supports stress testing scenarios by providing realistic inputs for various market conditions.
Data and analytics
  • Deliver sharper insights for your organisation with repo pricing unavailable elsewhere.
  • Analyse counterparty risk, collateral demand and rate trends with complete visibility.
Trading and execution
  • Optimise collateral by using real-time pricing data to select the most appropriate securities for your repo agreements.
  • Accessing repo data allows institutions to analyse market liquidity, helping them make informed decisions about entering or exiting repo agreements.

The data package includes

  • Hourly snaps from 7:00 a.m. to 5:00 p.m. EST for prices and weighted averages
  • Coverage across:
    • General collateral O/N repo
    • Term repo
    • When-issued repo
    • Specials (based on market conditions).

Snapshot breakdown

  • Four 30-minute snaps from 7:00 a.m. to 9:00 a.m. EST
  • Hourly snaps thereafter until 5:00 p.m. for repo bid and offer prices
  • Weighted average of trades from 7:00 a.m. to 5:00 p.m. EST.

Repo collateral includes

  • General collateral O/N repo cash and reg settlement for GCF, GC, <10yr GC, TIPS GCF/ON, MBS, ARMS and GNMA collateral
  • Term repo for general collateral (GC), O/N & term specials, and spread to SOFR.
FAQs

Frequently asked questions

How can the data be delivered?

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

  • Direct delivery
  • BBG
  • LSEG
Are sample files available?

Yes, sample datasets can be requested directly from the TraditionData team. Request access here.

How far back do you have history?

Access up to 7 years of historical data for comprehensive analysis.

What is the new SEC mandate about?
  • The SEC’s Central Clearing Mandate requires broader clearing of U.S. repo transactions through recognised central counterparties to enhance transparency and reduce counterparty risk.
What are the two new rules?
  • Within the last 9 months, the SEC has taken steps through two new rules that will have a significant impact on the U.S. Treasury and repo markets.
    • 1. The U.S. Treasury and repo clearing market will dramatically increase the amount of daily clearing activity processed through the Fixed Income Clearing Corporation (FICC).
    • 2. New requirements will increase the number of new FICC members.
When are the new rules being implemented?
  • March 31, 2025: Firms must have their policies, procedures and access in compliance with the new rules. In other words, they must be ready for the mandates even though the mandates haven’t taken effect.
  • December 31, 2026: The Treasury clearing mandate goes into effect.
  • June 30, 2027: The repo clearing mandate goes into effect.

Stay ahead of the market with TraditionData

Contact us to learn more, receive access to product specifications, and request sample data.

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