Money Markets Data
Overview
Trust Parameta for access to critical money market data, updated daily, with up to ten years of history. The full money markets offering spans a wide variety of instruments including treasury bank bills, interbank bills, bankers acceptance, bank reference rates, cash deposits, negotiable commercial deposits, commercial paper, general collateral (GC), on the run repo specials, term repo, and certificates of deposit, implied yields, and implied deposits. Prices published are verifiable and reliable, derived from market leading liquidity pools.
New: USD REPO Volume Weighted Average Price Data
New: USD REPO Volume Weighted Average Price Data
The USD Repo Market is the backbone of the U.S. Treasury market, estimated at $8-10 trillion. In this opaque market, clarity is power. Gain a competitive edge with exclusive access to data sourced from TP ICAP, one of the world’s largest liquidity pools. Parameta Solutions’ USD REPO Volume Weighted Average Price (VWAP) data delivers unrivaled visibility into U.S. interest rate markets—empowering you with the insights you need to navigate short-term funding costs and seize trading opportunities. This new offering includes USD Overnight for Specials, General Collateral, and General Financial.
Parameta’s coverage includes:
- Repo Specials
- General Collateral
- General Collateral Financial
Key Benefits
Explore the key benefits of our money market data.
Data Highlights
Data Highlights
currencies
sub-asset types
coverage
Coverage Details
Coverage Details
Record Count
1200 +
Regions
Global
Sub-Asset Types
Bankers’ Acceptance
Cash Deposits
Commercial Paper
Bank Reference Rates
General Collateral Repo
On the Run Repo Specials
Implied Yields
Certificate of Deposits
Negotiable Commercial Deposits
Currencies
MYR, AUD, USD, AED, BHD, CAD,CNY, DKK, EUR, GBP, HKD, JPY, KWD, NOK, NZD, OMR, QAR, SAR, SEK, SGD, BGN, CZK, HUF, ISK, PLN, RON, RSD, TRY, UAH. PHP, BRL, CHF, COP, CLP,EGP, GHS, NGN, UGX, IDR, INR, KES, KRW, MAD, MXN, PEP, THB.
History Start Date
At least 15+ for most sub asset types
Brands
TP, ICAP, Totan ICAP, TP Sitico, Crest Finserv
Field Count
15+ for most sub asset types
Direct Delivery Options
SFTP, Snowflake, APN
Third Party/Channel Options
Bloomberg, LSE
Update Frequency
Real-Time, Snaps, Intraday, End-of-Day
All figures are sourced from the Parameta Data Inventory as of 1 April 2025.
