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MTS Repo Daily Summary - Historical Data from 2020-2024 (5 Years)

The MTS Repo Daily Summary Time Series data product provides access to daily files that include traded volumes & rates (min, ave and max) per security during a trading day sourced directly from the MTS Repo market (MMF platform)

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About

Access to historical daily and monthly files. Files Include: Repo Market Summary (total traded volumes during a trading day), Bond Reference ( Reference Data/ T&Cs of ISINs), Repo Instrument (aggregated repo data by security and term) and Market Calendar (Information on Holidays).

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