Euro Repo Index

  • Index backed by BrokerTec and MTS trades
  • Secured one-day interest rates
  • Published for combined Eurozone and individual German, French and Italian government bond markets

About RepoFunds Rate

RepoFunds Rate ("RFR") is a series of daily euro repo indices comprising RFR Euro, RFR Germany, RFR France and RFR Italy. The indices are calculated from trades executed on either the BrokerTec or the MTS electronic platforms. All eligible repo trades are centrally cleared and RepoFunds Rate is calculated and published by ICAP Information Services.

Each index is calculated with repo trades that use sovereign government bonds as collateral. Trades using sovereign bonds issued by any Eurozone country are eligible for RFR Euro. Country-specific RFR indices are calculated with trades using sovereign bonds issued by the relevant country only. All indices are denominated in euros.

Euro Repo Market

Repo transactions are used for borrowing and lending on a secured basis and for financing and covering bond positions. Overall daily volumes in eurozone sovereign repos typically exceed €300 billion (single count), with volume being split between general collateral and specific collateral repo trades.

 

By including both general collateral and suitable specific collateral repo trades, RepoFunds Rate provides a unique insight into current repo rates and market volumes and reflects the overall cost of funding achieved by the market.

Index Independence

A Market Advisory Group comprising representatives from dealers active in the euro repo market will review and provide recommendations on RepoFunds Rate to BrokerTec and MTS.

Data resource

Code of Conduct
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Factsheet
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Methodology
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Additional Data
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Daily updated index file values CSV
Download RFR Euro
Download RFR Germany
Download RFR France
Download RFR Italy
Contact: enquiries@repofundsrate.com
Bloomberg: REPF
Reuters: REPOFUNDS


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Daily updated index file values: Euro

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Daily updated index file values: Germany

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Daily updated index file values: France

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Daily updated index file values: Italy

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