DTCC has released DTCC Treasury Kinetics, a service providing access to US treasury transaction data and increasing transparency into the repurchase agreement (repo) market. Using data from the government securities division of DTCC subsidiary Fixed Income Clearing Corporation, the service provides a daily summary of aggregated and anonymised trade activity including number of trades, volumes, dollar amounts and rates for delivery vs. payment repo. The service also provides historical data dating back to 2011, allowing users to back-test current repo data against historical events.
DTCC Treasury Kinetics is the latest service in the firm’s ongoing effort to deliver data that helps clients better navigate market uncertainty. DTCC is working to expand access to 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 available in the first quarter of 2022.