SFTR Public Data

 

Since 13 July 2020, EU-incorporated and located banks and investment firms, as well as CCPs and CSDs, have had an obligation to report all new SFTs and subsequent life-cycle events to authorised trade repositories (TRs), who are responsible for validating the reports, reconciling the data and making the results available to regulators. All TRs authorised under SFTR - currently these are DTCC, Regis-TR, UnaVista and KDPW - are required to publish, every Tuesday, a set of summary statistics for the previous week.

ICMA will be collecting, aggregating and tabulating this data each week, and will provide regular detailed analysis in the form of charts and commentary, which will contribute to enhanced transparency of the repo market. The SFTR data will also be used to enrich other ICMA publications on repo, such as the twice yearly European Repo Market Survey, which will continue. 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.  


Week 4: 3 to 9 August 2020 (published 12 August 2020)

Week 3: 27 July to 2 August 2020 (published 5 August 2020)

Week 2: 20 to 26 July 2020 (published 29 July 2020)

Week 1: 13 to 19 July 2020 (published 22 July 2020)


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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