Updated Agreements: Non-Real-Time TRACE Data (Treasury End-of-Day Availability) & Enhanced Historical Data
In preparation for the dissemination of transaction level data in On-the-Run U.S. Treasury nominal coupons (see Regulatory Notice 24-06), we have updated the Non-Real-Time TRACE Data Agreement and Enhanced Historic Data Agreements.
The Non-Real-Time agreement remains generally the same with minor modifications made to accommodate the Treasury Data Set, which is now an option in Attachment A. Therefore, both new and existing Vendors subscribing to the Treasury Data set are required to complete a new End-of-Day Data Agreement.
Please complete and submit the agreement selecting the new Treasury Data box on the Attachment A. Vendors may also indicate whether they wish to receive the data from a TRACE Retransmission vendor.
There is a $750 per month charge for the new data set.
Required Forms
- Non-Real-Time Data Agreement (new and existing firms)
(Attachment B, Section 3 — FTP User Information: Please note, our policy for whitelisting IP addresses is restricted to the United States only, with only a few exceptions for our trusted alliances in the UK and Canada.) - FINRA Entitlement Agreement (new firms only)
- FINRA Entitlement Program Certification Representative (CRep) Designation Form (new firms only)
An Enhanced Historical Data Treasury data set will also be made available, dating back to January 2019. The data set will capture the disseminated On-The-Run Treasury transactions reported to TRACE. As with the Corporate and Agency Data sets, the transactions will be uncapped, delayed by 6 months, and disseminated quarterly. The Treasury Product Group has been added as an option in the agreement and existing Vendors are only required to submit updated Attachments B and C. New users must complete the entire agreement.
There is a $2,000 set up fee for new Enhanced Historic Data Vendors and a $2,000 per calendar year fee for the dataset.
Required Forms
- EHD Attachments B & C (existing firms only)
- EHD Agreement (new firms only)
Thank you.
TRACE Data Services
888-507-3665