Securities Finance: Repo Data Analytics

The Securities Finance: Repo Data Analytics dataset, originated from IHS Markit, equips users with essential metrics and comprehensive data to make informed decisions in global repo trading.

Leverage this dataset to gain investment insight through analytics that highlight trade volumes and liquidity across all sectors, while also providing trading transparency through haircut and margin analysis per security/market, and the longevity of repo trades. Securities Finance: Repo Data Analytics also supports price discovery by allowing users to compare repo rates against market standards and benchmark their performance against peers.

This dataset includes:

  • Extensive Market Coverage: Encompasses $2.4 trillion daily repo volumes across 13,000+ instruments, providing comprehensive market insights and analysis.
  • Comprehensive Repo Trade Insights: Detailed insights into global trade volumes, liquidity analysis, and rates across various markets, tenors, and haircuts.

Vendor information

At S&P Global Market Intelligence, we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.
  • Primary Entity TypeSecurity
  • Coverage Count13,000+ Instruments
  • Geographic CoverageAsia-Pacific, Europe, United States and Canada
  • Industry CoverageConsumer, Energy and Utilities, Financials, Healthcare, Industrials, Materials, Real Estate, Technology, Media & Telecommunications
  • History Initiated2022
  • Earliest Significant Coverage2022
  • Point In TimeYes
  • Data SourceRepo Market Participants
  • Field Count10s
  • Delivery ChannelDesktop, Feed
  • Delivery PlatformSFTP, Securities Finance Web Portal
  • Reporting FrequencyDaily
  • Dataset LatencyDaily

Sample Data

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Data Dictionary

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