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Repo Market Data
Indicative repo pricing across global funding markets, covering general collateral, specials, and government securities. Supports liquidity management, trading, and risk analysis.
Repo data sourced from:
The Parameta Solutions Difference
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Observable repo pricing
Indicative repo rates reflecting activity across global funding markets.
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Global collateral coverage
Coverage across 10+ currencies including general collateral and specials.
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Liquidity insight
Helps monitor funding conditions and collateral demand across markets.
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Valuation and risk support
Supports pricing, liquidity analysis, and risk management workflows.
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Market transparency
Provides visibility into repo rates and short‑term funding dynamics.
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Flexible delivery options
Available via structured files and integrated delivery workflows.
Navigating Repo Markets
Market participants rely on repo markets to manage short‑term funding, collateral, and liquidity across fixed income markets. Repo rates play a critical role in understanding market conditions, supporting both funding strategies and interest rate analysis.
Parameta Solutions provides indicative repo pricing across key global markets, including USD, EUR, and GBP repo activity. With coverage spanning 10+ currencies and multiple asset types such as general collateral and specials, the dataset reflects funding conditions and collateral demand across developed markets.
Built to support active market participants, the offering combines daily pricing, transaction insights, and flexible delivery. From end‑of‑day VWAP analysis to indicative bid/offer data, Parameta’s repo data supports liquidity monitoring, valuation, and short‑term funding strategies.
Data to support across the trade lifecycle
Pre-trade
Point-of-trade
Use real-time data for price discovery and to assist with entry and exit decisions.
Post-trade
We provide data to compliance teams to monitor market activities in real-time and detect potential compliance violations.
Three Easy Ways to Connect to our Repo Data
Direct Delivery
Multibrand records via API, Streaming or FTP.
Cloud delivery
Access via our cloud partners including Snowflake and AWS.
Channel partners
Available through platforms such as Bloomberg and LSEG.
The numbers speak for themselves
2300
+
repo instruments across global markets
10
+
currencies covering major funding markets
14
+
years of historical data
Get your data sample
Complete the form and tell us which asset class/instrument you would like to see.
Repo FAQs
What is Repo market data?
Repo market data refers to pricing and activity from repurchase agreement transactions, where securities are used as collateral for short-term borrowing.
Why is repo data important?
Repo data provides insight into funding costs, liquidity conditions, and collateral demand in financial markets.
What types of repo instruments are covered?
Coverage includes general collateral repo, specials, and government bond repo transactions across multiple markets.
How is repo data used by market participants?
Repo data supports liquidity management, funding strategies, pricing, and risk analysis.
What currencies are included in repo data?
Repo data covers major currencies such as USD, EUR, and GBP, along with other global markets.
What is repo VWAP and why is it useful?
Repo VWAP reflects the volume-weighted average price of repo transactions, providing a benchmark for market activity and pricing.
How often is repo data updated?
Repo data is typically available as daily snapshots and indicative pricing, supporting ongoing monitoring of funding conditions.
How is Parameta’s repo data sourced?
Parameta’s repo data is derived from interdealer market activity across TP ICAP’s trading venues, including voice and electronic platforms, reflecting indicative pricing, transactions, and volume‑based insights across global repo markets.
Does Parameta’s repo data meet regulatory requirements?
Parameta’s repo data is structured to support regulatory and compliance workflows, providing transparent and consistent data that can be used for reporting, valuation, and ongoing risk monitoring requirements.
What is repo rate historical data used for?
Repo rate historical data can be used to analyze funding conditions, monitor liquidity trends, and support valuation, risk modelling, and trading strategies. It can also helps market participants assess collateral demand, identify changes in repo market dynamics, and evaluate short‑term interest rate movements over time.
Insights
View all Insights
OTC Market Data and Technology
MCP, AI and the Future of OTC Market Data: Why Context Matters More Than Ever
Regulation, Compliance, and Risk
FCA changes to the UK transaction reporting regime
Indices
OTC Market Data and Technology