OTC Repo file is a daily dataset that provides insights into the repo traded OTC and settled in Milan.
The service identifies ISIN-level data on trade quantities, amounts, settlement status, and settlement efficiency. The aggregation allows privacy for our participants and gives a macroview to our clients. Historical data are used in combination with the daily file to track trends and back test hypothesis.
Key features
- Coverage of Italian OTC repo market
- Aggregated at ISIN level
- Insights into the settlement activities
- Available for distribution and non-distribution use
- Structured data format for automated processing
- SFTP delivery
Product benefits
- Optimization of funding and collateral allocation
- Insights into securities in high demand
- Reliable data directly from the source
Frequency and delivery
- Subscription model: Daily
- Delivery frequency options: Daily, weekly, or monthly
- Delivery method: SFTP
Use cases
Trading opportunity
- Identify special bonds that are hard to deliver and sell or lend them at a premium
Risk management and compliance
- Predict counterparty risk
- Avoid CSDR penalties
Stress testing
- Detect early systemic stress signals
- Build liquidity indicators
- Prepare contingency plans
Academic and quantitative research
- Fail trend studies
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Market structure research