BrokerTec RV Curve
A comprehensive view of the relative value (RV) of U.S. Treasury securities.
Derived from BrokerTec’s robust electronic trading platform, the BrokerTec RV Curve dataset delivers a detailed analysis of the yield curve, helping market participants identify trading opportunities and assess market conditions.
ASSET CLASS
Interest Rates
PRODUCT GROUP
Cash Markets Data
Key features
High-frequency data
Provides real-time updates on the RV Curve, reflecting the most current market conditions.
Detailed yield curve analysis
Provides detailed data on RV Curve spreads of U.S. Treasury securities, allowing for precise analysis.
Robust data source
Sourced from BrokerTec’s electronic trading platform, a leading source of U.S. Treasury trading data.
Comprehensive coverage
Provides depth of order book pricing for 21 individual RV Curve spreads, with up to five levels of actual orders and 2 levels of implied orders, showing the relationship between 2-, 3-, 5-, 7-, 10-, 20- and 30-Year Treasury Bonds.
Ideal for
Proprietary trading firms (props)
Utilize RV Curve data to identify arbitrage opportunities within the repo market.
Buy side (asset managers/hedge funds/CTAs)
Execute relative value trading strategies using detailed Treasury yield curve data and optimize collateral management.
Banks
Accurately price repo transactions and enhance liquidity management by using RV Curve data.
Intermediary/Broker
Advise clients on Treasury market conditions and opportunities using RV Curve data and enhance order execution quality for Treasury transactions.
Data connection options
| Platform | Data Format | Latency |
|---|---|---|
| Market Data Platform (MDP) | SBE | <1 ms |
| WebSocket API | JSON | ~100ms |
Get connected: Steps for licensing and access
Step 1
Get licensed for use
Licensing and costs vary based on your specific use case. Please contact us, and a data expert will assist you.
Step 2
Complete Information License Agreement (ILA)
If you do not already have one, you will need to complete an Information License Agreement (ILA) or update an existing one to include licenses for this data.
Step 3
Access data
Once licensing is complete, you can begin accessing the data via your chosen connectivity option.
Contact a Data expert
Connect with a member of our team to get more information about our products and services.
