MTS Time Series Data

Daily Cash & Daily Repo Data

 

The MTS database also includes daily summary repo rates and repo transaction amounts in the Repo Instrument Summary file. An additional Repo Market Summary file contains daily information on the total value traded in Repo contracts and the total value traded for the two subcategories of General Collateral and Special Repo contracts.

 

For further detailed information on this dataset including parameters of each variable, please see the MTS Time Series Data Definition File.

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