This page describes BrokerTec European Repo Trade data available from CME DataMine.

BrokerTec European Repo Trade data is sourced directly from CME’s BrokerTec EU Repo trading platform, offering unparalleled liquidity in a full range of Repo Products across Europe, including Specifics, General Collateral (GC) and Sterling Delivery-by-Value (DBV).

The BrokerTec European Repo Trade files are available for bulk history purchases, per month of data, on a month delay; for example, if the current date is May 15, and I wanted a month of data, I would receive the history for March 15 – April 15.

The data can be used for data analysis, market insight into past behavior of EU Repo Markets, and back testing to aid in potentially trading a given market.

Contents

1 Dates Available
2 Sample Files
3 Layout Guides
4 FAQ
- 4.1 Note

Other Datasets

Resources

Dates Available

BrokerTec EU Repo Trades files start on January 2, 2003.

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Sample Files

Dataset	Sample File

Dataset	Sample File
Pre-migration	1/11/2021
Post-migration	1/13/2023

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Layout Guides

Data File Structure

BROKERTEC EU REPO TRADES FIELD LIST Post-Migration (after January 18, 2021)

BROKERTEC EU REPO TRADES FIELD LIST Post-Migration (after January 18, 2021)
Field	Description
Timestamp	Date & Time of Trade UTC (yyyy-mm-dd hh:mm:ss)
Instrument	Security description, coupon, maturity month and year
ISIN	Instrument Identification number
Start Date	Start Date of Instrument
End Date	End Date of Instrument
Term	O=Overnight, T-N=Tom Next, S-N=Spot Next, Dated Repo will have C-Date, S-M=Spot Month, C=Calendar Week, C-XW=Calendar Week specific to 2W or 3W
Country	Specific country; AT=Austria, BE=Belgium, DE=Germany, ES=Spain, FI=Finland, FR=France, IE=Ireland, IT=Italy, NL=Netherlands, GB=Great Britain, PT=Portugal, SI=Slovenia
Market	MIC Codes: BTAM=CME Amsterdam B.V; BTEE=BrokerTec Europe Limited
Instrument Group	Type of Repo (please refer to instrument group list)
Price	Deal Price
Volume	Quantity of Trade
Aggressive	1=yes, 0=no
Bid or Ask	Side: B=Bid; A=Ask

BROKERTEC EU REPO TRADES FIELD LIST Pre-Migration (before January 18, 2021)

BROKERTEC EU REPO TRADES FIELD LIST Pre-Migration (before January 18, 2021)
Field	Description
Timestamp	Date & Time of Trade UTC (yyyy-mm-dd Thh:mm:ss ± UTC offset)
Instrument	Security description, coupon, maturity month and year
ISIN	Instrument Identification number
Start Date	Start Date of Instrument
End Date	End Date of Instrument
Term	O=Overnight, T-N=Tom Next, S-N=Spot Next, Dated Repo will have C-Date, S-M=Spot Month, C=Calendar Week, C-XW=Calendar Week specific to 2W or 3W
Country	25=Europe
Market	See BrokerTec EU Repo Trades#Market Definition list
Instrument Group	Type of Repo (please refer to instrument group list)
Price	Deal Price
Volume	Quantity of Trade
Aggressive	1=yes, 0=no
Bid or Ask	Side: B=Bid; A=Ask

Instrument Group List

Instrument Group List
Instrument Group (post migration, after January 18, 2021)	Description	Instrument Group (Pre-migration, before January 18, 2021)
ATGSA	AUSTRIA GC SA	42/44
BEBUSA	Belgian Special CCP Repo Bills	44
BEDUSA	Belgian Special CCP Repo Bonds	44
BEGSA	BELGIUM GC SA	42
DEBUSA	German Special CCP Repo Bills	44
EGSA10	SPAIN GC SA SUB 10YR	45
EUDCSA	European Corp LCH Ltd Repo Bonds	44
FGC10	FRANCE GC FIXED SUB 10YR	42
FGC30	FRANCE GC FIXED SUB 30YR	42
FIBUSA	Finnish Special Repo Bills SA	44
FIDUSA	Finnish Special Repo Bonds SA	44
ITBUSA	Italian Special CCP Repo Bills	44
ITDUSA	Italian Special CCP Repo Bonds	44
NLDUSA	Dutch Special CCP Repo Bonds	42
SIDUSA	Slovenian Special Repo Bonds	44
DBVLCH	DBV LTD TERM	44
DBVBIL	DBV Bilateral	44
UKDCLS	UK Gilt CCP Special Repo Bonds	44
ATDUSA	Austrian Special CCP Repo Bonds	42/44
ATGS10	GC SA AUSTRIA SUB 10YR	42
BEGS10	BELGIUM GC SA SUB 10YR	42/44
BGSA30	BELGIUM GC SA SUB 30YR	42
DEDUSA	German Special CCP Repo Bonds	44
DGSA	GERMAN GC SA	42
DGSA10	GERMAN GC SA SUB 10YR	42
ESBBL	Spanish Euro CCP Buy Sell Back Bills	44
ESDBL	Spanish Euro CCP Buy Sell Back	46
FGCFIX	FRANCE GC FIXED	42
FGCNL	FRANCE GC FIXED NO LINKERS	42
FIGS10	FINLAND GC SA SUB 10YR	42
FRBUSA	French Special CCP Repo Bills	44
FRDUSA	French Special CCP Repo Bonds	44
IEDUSA	Irish Special CCP Repo Bonds	44
ITSAGC	ITALY GC SA ALL BONDS	42
NGSA10	GC SA NETHERLANDS SUB 10YR	42
NLBUSA	Dutch Special CCP Repo Bills	44
PTBUSA	Portuguese Special Repo Bills	44
PTDUSA	Portuguese Special Repo Bonds	42/44

Market Definition Table (this is valid for pre-migration files – prior to January 18, 2021)

Market Definition Table (this is valid for pre-migration files – prior to January 18, 2021)
3	European Fixed Income	90	CDS Options
4	European Fixed Income CNET	91	CDS Ref instrument
71	European CCP Repos	92	EIB GBP Repo Market
72	European Corporate Bonds	93	WCLK UK GILT Market
73	European Corporate Bond Repo	94	European Bilateral Repo
74	European Pfandbriefe	95	EONIA
75	European Pfandbriefe Repo	96	Euro Bilat Clearstream Triparty
76	UK GILT Market	101	Reset Bonds
77	UK GILT Bilat Repo	102	Butlers UK GILT Market
78	LIFFE	106	UK GILT Bilat Term DBV
79	Euro Bilat Euroclear	107	UK GILT CCP Term DBV
80	PTF Market	110	European Bilateral Eonia Repo
81	Eurex Clearing	111	EGB Hybrid Market
82	UK GILT CCP Repo	115	RFR Repo Index
83	US Supra Sovereigns	116	EUROGC Plus
84	Euro Bilateral Eonia Repo	120	CCP Repos LCH SA
85	UK GILT Bilateral Stipulate Repo	156	Clock
86	Credit Default Swaps Single	254	Production Real Time Verification
87	Credit Default Swaps Index

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BrokerTec EU Repo Trades

Dates Available

Sample Files

Layout Guides

FAQ