DTCC Launches Treasury Kinetics

The Depository Trust & Clearing Corporation (DTCC) 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.

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