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DTCC opens up access to Treasury repo data with Kinetics

Source: DTCC

The Depository Trust & Clearing Corporation (DTCC), the premier post-trade market infrastructure for the global financial services industry, today announced the launch of DTCC Treasury Kinetics, a new service that provides access to critical U.S. treasury transaction data, increasing transparency into the repurchase agreement (repo) market.

Leveraging data from the Government Securities Division of DTCC’s subsidiary, Fixed Income Clearing Corporation (FICC), this new service provides a daily summary of aggregated and anonymized trade activity including number of trades, volumes, dollar amounts and rates for delivery vs. payment (DVP) repo. On average, FICC matches, nets and settles repo transactions valued at more than $3 trillion dollars each day.

The repo market plays an important role in the U.S. financial ecosystem, acting as a key source of liquidity and short-term funding. As the repo market continues to evolve and grow, increased volatility in this sector has underscored the need for market participants to have access to data that enables them to better understand valuation, rates, and liquidity. Treasury Kinetics provides historical data dating back to 2011, allowing users to back-test current repo data against historical events.

“This new service meets a critical industry need: access to a single, comprehensive data source that provides greater insight into the U.S. repo markets,” said Tim Lind, Managing Director of DTCC Data Services. “DTCC Treasury Kinetics delivers one of the most comprehensive views of the repo markets available today, providing increased transparency for investors and intermediaries.”

DTCC Treasury Kinetics is the latest service in the firm’s ongoing effort to deliver data that helps clients better navigate market uncertainty. This data set provides market participants with a wide range of capabilities, including the ability to track stability, spot potential market dislocations, or search for the next investment opportunity.

DTCC is working to expand access to its DTCC Treasury Kinetics and other data services products by making them available on cloud-based marketplaces, beginning with Snowflake Data Marketplace, which is expected to be launched in the first quarter of 2022.

The Depository Trust & Clearing Corporation (DTCC), the premier post-trade market infrastructure for the global financial services industry, today announced the launch of DTCC Treasury Kinetics, a new service that provides access to critical U.S. treasury transaction data, increasing transparency into the repurchase agreement (repo) market. Leveraging data from the Government Securities Division of DTCC’s subsidiary, Fixed Income Clearing Corporation (FICC), this new service provides a daily summary of aggregated and anonymized trade activity including number of trades, volumes, dollar amounts and rates for delivery vs. payment (DVP) repo. On average, FICC matches, nets and settles repo transactions valued at more than $3 trillion dollars each day.

The repo market plays an important role in the U.S. financial ecosystem, acting as a key source of liquidity and short-term funding. As the repo market continues to evolve and grow, increased volatility in this sector has underscored the need for market participants to have access to data that enables them to better understand valuation, rates, and liquidity. Treasury Kinetics provides historical data dating back to 2011, allowing users to back-test current repo data against historical events.

“This new service meets a critical industry need: access to a single, comprehensive data source that provides greater insight into the U.S. repo markets,” said Tim Lind, Managing Director of DTCC Data Services. “DTCC Treasury Kinetics delivers one of the most comprehensive views of the repo markets available today, providing increased transparency for investors and intermediaries.”

DTCC Treasury Kinetics is the latest service in the firm’s ongoing effort to deliver data that helps clients better navigate market uncertainty. This data set provides market participants with a wide range of capabilities, including the ability to track stability, spot potential market dislocations, or search for the next investment opportunity.

DTCC is working to expand access to its DTCC Treasury Kinetics and other data services products by making them available on cloud-based marketplaces, beginning with Snowflake Data Marketplace, which is expected to be launched in the first quarter of 2022.

The Depository Trust & Clearing Corporation (DTCC), the premier post-trade market infrastructure for the global financial services industry, today announced the launch of DTCC Treasury Kinetics, a new service that provides access to critical U.S. treasury transaction data, increasing transparency into the repurchase agreement (repo) market. Leveraging data from the Government Securities Division of DTCC’s subsidiary, Fixed Income Clearing Corporation (FICC), this new service provides a daily summary of aggregated and anonymized trade activity including number of trades, volumes, dollar amounts and rates for delivery vs. payment (DVP) repo. On average, FICC matches, nets and settles repo transactions valued at more than $3 trillion dollars each day.

The repo market plays an important role in the U.S. financial ecosystem, acting as a key source of liquidity and short-term funding. As the repo market continues to evolve and grow, increased volatility in this sector has underscored the need for market participants to have access to data that enables them to better understand valuation, rates, and liquidity. Treasury Kinetics provides historical data dating back to 2011, allowing users to back-test current repo data against historical events.

“This new service meets a critical industry need: access to a single, comprehensive data source that provides greater insight into the U.S. repo markets,” said Tim Lind, Managing Director of DTCC Data Services. “DTCC Treasury Kinetics delivers one of the most comprehensive views of the repo markets available today, providing increased transparency for investors and intermediaries.”

DTCC Treasury Kinetics is the latest service in the firm’s ongoing effort to deliver data that helps clients better navigate market uncertainty. This data set provides market participants with a wide range of capabilities, including the ability to track stability, spot potential market dislocations, or search for the next investment opportunity.

DTCC is working to expand access to its DTCC Treasury Kinetics and other data services products by making them available on cloud-based marketplaces, beginning with Snowflake Data Marketplace, which is expected to be launched in the first quarter of 2022.

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