Under SFTR, authorised trade repositories (DTCC, Regis-TR, UnaVista and KDPW) are required to provide, on a weekly basis, public access to a set of summary statistics based on the transactions that have been reported to them in the previous week.
 
ICMA collects this data from the four TRs, consolidates it and publishes the information in an aggregated and more user-friendly form. The SFTR public data complements existing ICMA publications, such as the semi-annual European Repo Survey, and further contributes to the transparency of the repo market. However, it is important to note that, as not all aspects of SFTR have been finalised, the quality and consistency of the reported data is expected to gradually improve over time.

Based on extensive input from its SFTR Task Force, representing more than 150 firms across the repo market, ICMA has put together detailed best practice recommendations and sample repo reports which complement and supplement the regulatory framework and aim to ensure consistency in firms’ implementation efforts. Further information on SFTR and ICMA’s related work is available on our SFTR webpage.

14 January 2021 ICMA has released the first set of SFTR public data after the end of the post-Brexit transition period. As of 1 January 2021, SFTR reporting has been split into two separate regimes, EU SFTR and UK SFTR. This has obviously had a significant knock-on impact on the SFTR public data. On 12 January, TRs published for the first time separate data sets for both jurisdictions. Given the significant overlap, it is not possible to simply combine the two datasets to produce a single aggregate figure and continue the existing time series collected since July 2020. Going forward, ICMA will therefore be publishing separate figures for UK SFTR and EU SFTR (see separate tabs below).
 
EU
UK
Loan Values for Total SFTs vs REPO since Go-Live (13 July 2020)

SFTR public data - new reported loan values EU - 21 July 2021     SFTR public data - outstanding loan values EU - 21 July 2021

Week 53: 12 to 16 July 2021 (published 21 July 2021)

Data from previous weeks can be found on our archive page.

We include data from all four TRs in all weeks and do not adjust the data in any way.

Legal Disclaimer: This information is provided by ICMA for information purposes only and should not be relied upon as legal, financial or other professional advice. While the information contained herein is taken from sources believed to be reliable, ICMA does not represent or warrant that it is accurate or complete and neither ICMA nor its employees shall have any liability arising from or relating to the use of this publication or its contents.


Links to the original data published by the four TRs:

DTCC
KDPW
Regis-TR
UnaVista


For more information contact: ercc@icmagroup.org
Loan Values for Total SFTs vs REPO since 4 January 2021

SFTR public data - new reported loan values UK - 21 July 2021     SFTR public data - outstanding loan values UK - 21 July 2021

Week 28: 12 to 16 July 2021 (published 21 July 2021)

Data from previous weeks can be found on our archive page.

We include data from all four TRs in all weeks and do not adjust the data in any way.

Legal Disclaimer: This information is provided by ICMA for information purposes only and should not be relied upon as legal, financial or other professional advice. While the information contained herein is taken from sources believed to be reliable, ICMA does not represent or warrant that it is accurate or complete and neither ICMA nor its employees shall have any liability arising from or relating to the use of this publication or its contents.


Links to the original data published by the four TRs:

DTCC
KDPW
Regis-TR
UnaVista


For more information contact: ercc@icmagroup.org
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