0
$\begingroup$

DTCC appears to provide historical o/n repo data for US Treasuries but does not do so for term repo data. If I want to analyze the term repo curve, where would I be able to find historical term repo data?

More specifically, I'm wondering if I would be able to find term repo rate data for specific OTR US Treasuries in any data provider?

Thank you.

$\endgroup$
1
$\begingroup$

Have a look at Markit Securities Finance. If you are an academic, then your institution might have subscribed to it via WRDS.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.