Markit to Offer Tri-Party Repo Data and Analytics

London and New York, NY – Markit, a leading, global financial information services company, today announced the expansion of its content and analytical services to include US Dollar tri-party Repo transactions.

Markit Securities Finance has integrated aggregate tri-party US Dollar Repo data and position updates from BNY Mellon into the reports and analysis provided to clients including banks, insurance companies, fund managers and corporations. The data includes a two-year history and represents outstanding positions in excess of US$ 1 trillion.

The aggregate Repo data provides enhanced visibility into the key drivers of Repo pricing at market, sector and security levels. It will provide Repo market participants with greater clarity into maturities, haircuts, collateral type and collateral quality.
Combining Repo analytics with Markit Securities Finance information will provide a comprehensive dataset for collateral and funding managers.

David Carruthers, Managing Director, Markit Securities Finance, said: “We are pleased to have integrated comprehensive US Dollar Repo data alongside our securities lending flow data. We are confident it will provide our clients with insight into the Repo and collateral markets and foster greater transparency and better price discovery.”

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