RepoPX U.S. Repo Service
A premier source for U.S. repo market data.
RepoPX, a joint product of CME Group and TP ICAP, offers comprehensive data on the overnight U.S. government repo market. It provides intraday repo rates on general collateral (GC), active and off-the-run Treasury specials, bid-side market rate terms, term Agencies and historical spread data, serving as a crucial tool for market participants to analyze strategies, evaluate historical performance and understand market dynamics.
ASSET CLASS
Interest Rates
PRODUCT GROUP
Cash Markets Data
Key features
Intraday and historical rates
Access a variety of intraday and historical rates, such as morning bid repo rates for the past five days and overnight repo rates for the last four trading days.
Detailed spreads
Offers overnight repo spreads in basis points for the past 34 trading days, comparing fed funds effective rates, general collateral and active Treasuries.
Bid-side rates
Provides morning bid-side overnight repo rates for general collateral and a variety of Treasury issues, as well as term bid-side rates.
Ideal for
Repo market participants
Monitor and analyze intraday repo rates to evaluate trade execution and optimize their funding strategies.
Financial analysts
Gain a deeper understanding of the dynamics of the U.S. repo market and identify trends in market liquidity.
Risk managers
Uses the detailed spread data to manage risk exposure related to U.S. Treasury and repo markets.
Algorithmic traders
Uses the intraday data to inform and refine their automated trading models and strategies.
Data connection options
| Platform | Data Format | Latency |
|---|---|---|
| WebSocket API | JSON | ~100ms |
| Distributors | Varies | Varies |
| Platform | Data Format | Latency |
|---|---|---|
| Distributors | 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.
