GovPX U.S. Treasury and Agency
A comprehensive view of U.S. Treasury and Agency markets.
GovPX U.S. Treasury and Agency provides comprehensive real-time and historical data coverage across a wide range of U.S. Treasury and Agency markets. This service, originating from CME Group and TP ICAP’s broking operations, offers real-time price discovery for U.S. Treasury Bills, FRNs, WIs, TIPS, STRIPS, Swap Boxes, Basis and Agencies, covering both on-the-run and off-the-run issues.
ASSET CLASS
Interest Rates
PRODUCT GROUP
Cash Markets Data
Key features
Comprehensive market coverage
Covers a wide range of U.S. Treasury products, including Bills, Notes, Bonds, FRNs, TIPS and STRIPS, as well as over 150 active and off-the-run government agencies.
Real-time data
Provides real-time price discovery for all covered instruments.
Historical data
Access historical data, with some products available as far back as 1991 and others from 2009.
High-quality data
Offers the highest quality and most reliable Treasury data for these markets.
Ideal for
Traders
Access real-time and historical data for on-the-run and off-the-run issues to inform their trading strategies.
Financial analysts
Analyze market trends and forecast economic developments using Treasury securities as a benchmark.
Portfolio managers
Uses Treasury data as a benchmark for risk-free rates when pricing other fixed-income securities and for hedging positions.
Government agencies
Uses data for various financial management needs and to support system modernizations.
Data connection options
| Platform | Data Format | Latency |
|---|---|---|
| WebSocket API | JSON | ~100ms |
| Distributors | Varies | Varies |
| Platform | Data Format | Latency |
|---|---|---|
| DataMine | Varies | Varies |
| Distributors | Varies | Varies |
| Platform | Data Format | Latency |
|---|---|---|
| DataMine | Varies | Varies |
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.
