US Treasury Repo Benchmarking
Transparency on collateral and rates in US Treasury Repo
US Treasury (UST) Repo Benchmarking allows money market funds, securities lending cash collateral pools and other cash providers, as well as hedge funds and other collateral providers, to track best execution in the US Treasury Repo space. UST Repo Benchmarking is delivered in partnership with DTCC’s Treasury Kinetics data service.
Finadium’s UST Repo Benchmarking starts at the collateral level. Rates can be benchmarked by counterparty, settlement venue, specials vs. General Collateral, fail rates, time of day and other metrics, alongside operational costs. Results can be incorporated into portfolio strategy, trading decisions and collateral management operations more broadly.
UST Repo Benchmarking adds to Finadium’s existing quantitative and qualitative benchmarking services in global securities lending.
Finadium UST Repo Benchmarking supports diverse cash and collateral providers, including:
- Money market funds
- Securities lending cash collateral managers
- Separately managed cash accounts
- Hedge funds
- Insurance companies
- Repo dealers