Data are a subset of the data provided by DTCC’s Treasury Kinetics service.

Treasury Notes, Treasury Bills, Treasury Bonds, Discount Agencies, Agencies, TIPS Bonds, TIPS Notes, Variable Rate Securities, Treasury Rate Floating Notes, Strip Bonds and Agencies.

The data provide daily pricing and movements by issue duration, product type, trade term and on-the-run/off-the-run issuance.

The data are actual rates and are indicative of other rates that can be seen between dealers, cash providers and collateral providers. The data represent a subset of the market.

No. The data cover only transactions made on DTCC’s FICC DVP Service, which is a subset of the entire US Treasury repo market. For more information on the service, please visit FICC’s website.