Derivatives and Financing Market Data

US Treasury Repo Data
US Equity Total Return Swaps Data
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US Treasury Repo Data

US Treasury Repo Data

Dates

Start Date
End Date

Daily Rates

Issue Duration (Years)

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<1yr

1yr

2yrs

3yrs

4yrs

5yrs

6yrs

7yrs

10yrs

20yrs

21yrs

30yrs

31yrs

Product Type

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Treasury Note	Treasury Bill	Discount Agency
Agency	TIPS Bond	Treasury Floating Rate Note
Treasury Bond	Variable Rate Securities	Strip Bond
Strip Agency	TIPS Note	TIPS Strip

Trade Term

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Overnight

Forward Overnight

Term

Forward Term

Run

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Off the Run

On the Run

Daily Volume

Issue Duration (Years)

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<1yr

1yr

2yrs

3yrs

4yrs

5yrs

6yrs

7yrs

10yrs

20yrs

21yrs

30yrs

31yrs

Product Type

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Treasury Note	Treasury Bill	Discount Agency
Agency	TIPS Bond	Treasury Floating Rate Note
Treasury Bond	Variable Rate Securities	Strip Bond
Strip Agency	TIPS Note	TIPS Strip

Trade Term

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Overnight

Forward Overnight

Term

Forward Term

Run

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On the Run

Off the Run

to access daily data

Repo data access GUI for subscribers

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