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Treasury Kinetics

DTCC Treasury Kinetics enhances the transparency of the U.S. Treasury repurchase agreement (repo) market by delivering a daily summary of aggregated and anonymized repo trade activity.

The DTCC Treasury Kinetics service provides users across the dealer, hedge fund, and asset manager communities additional transparency into the Delivery vs. Payment (DVP) repo market. This data is sourced from DTCC’s Fixed Income Clearing Corporation’s (FICC’s) Government Securities Division (GSD) platform. 

 DTCC Treasury Kenetics workflow

 

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Treasury Kinetics Sample File

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Treasury Kinetics User's Guide

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