Money Markets Data
Overview
Trust Parameta for access to critical money market data, updated daily, with up to ten years of history. The full money markets offering spans a wide variety of instruments including treasury bank bills, interbank bills, bankers acceptance, bank reference rates, cash deposits, negotiable commercial deposits, commercial paper, general collateral (GC), on the run repo specials, term repo, and certificates of deposit, implied yields, and implied deposits. Prices published are verifiable and reliable, derived from market leading liquidity pools.
New: USD REPO Volume Weighted Average Price Data
New: USD REPO Volume Weighted Average Price Data
The USD Repo market is a massive and critical short-term funding market, serving as the backbone of the US Treasury market, and ultimately, the risk-free rate. Data on this market has historically been fragmented and hard to source – until now. Parameta Solutions’ new USD Repo Volume Weighted Average Price (VWAP) data  delivers unrivaled visibility into U.S. interest rate markets—empowering you with the insights you need to navigate short-term funding costs and seize trading opportunities.
Backed by trusted data sourced from TP ICAP, representing a significant market share of the interdealer space and one of the world’s largest liquidity pools, the report also includes comprehensive coverage of Indicative General Collateral Term Repo data for Overnight, 1 Week, 3 Month, and 6 Month periods, as well as Indicative Old and Current Specials Overnight.
Key Benefits
Explore the key benefits of our money market data.
Data Highlights
Data Highlights
currencies
sub-asset types
coverage
Coverage Details
Coverage Details
Record Count
1200 +
Regions
Global
Sub-Asset Types
Bankers’ Acceptance
Cash Deposits
Commercial Paper
Bank Reference Rates
General Collateral Repo
On the Run Repo Specials
Implied Yields
Certificate of Deposits
Negotiable Commercial Deposits
Currencies
MYR, AUD, USD, AED, BHD, CAD,CNY, DKK, EUR, GBP, HKD, JPY, KWD, NOK, NZD, OMR, QAR, SAR, SEK, SGD, BGN, CZK, HUF, ISK, PLN, RON, RSD, TRY, UAH. PHP, BRL, CHF, COP, CLP,EGP, GHS, NGN, UGX, IDR, INR, KES, KRW, MAD, MXN, PEP, THB.
History Start Date
At least 15+ for most sub asset types
Brands
TP, ICAP, Totan ICAP, TP Sitico, Crest Finserv
Field Count
15+ for most sub asset types
Direct Delivery Options
SFTP, Snowflake, APN
Third Party/Channel Options
Bloomberg, LSE
Update Frequency
Real-Time, Snaps, Intraday, End-of-Day
All figures are sourced from the Parameta Data Inventory as of 1 April 2025.
