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.


1 Answer 1


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


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