RepoFunds Rate

  • Benchmark backed by BrokerTec and MTS trades
  • Secured one-day interest rates
  • Published for combined Eurozone and individual Austrian, Belgian, Dutch, Finnish, French, German, Italian, Portugese and Spanish government bond markets

About Us

RepoFunds Rate is an industry initiative developed in response to market demand and calculated using repo data from trades executed on either the BrokerTec or the MTS electronic platforms. RepoFunds Rate is calculated by CME Group Benchmark Administration. RepoFunds Rate is registered as a Benchmark under EU BMR and administered by CME Group Benchmark Administration.

BrokerTec

CME Group's BrokerTec platform is the leading electronic trading venue for the fixed income markets, providing innovative technology solutions across a wide range of products to customers in 50 countries around the world.

BrokerTec delivers efficient, transparent, anonymous and orderly electronic fixed income trading opportunities for all market participants.

The BrokerTec offering includes trading solutions for many US and European fixed income products, including US Treasuries, European Government Bonds and European Repo. BrokerTec facilities both API and manual trading, delivering solutions to support a broad range of trading strategies.

For more information visit the BrokerTec website.

CME Group Benchmark Administration

CME Group Benchmark Administration empowers you to make trading decisions with authoritative and independent over-the-counter (OTC) market information.

Our data is the intelligence behind algorithmic trading and research models for customers and is a key source of mark-to-market data for the industry.

For more information visit www.nexdata.com or email enquiries@nexdata.com.

 

MTS

MTS is Europe's premier facilitator for the electronic fixed income trading market with leading-edge technology that delivers efficient and effective solutions, expert knowledge and client-focused consultancy that benefit all participants.

MTS supports the full chain of pre-trade, trade execution and post-trade capabilities across cash and repo markets, and also provides independent benchmark market data and comprehensive fixed income indices.

For more information, visit www.mtsmarkets.com or email repo@mtsmarkets.com.

Data resource

Benchmark Statement
Download
Methodology
Download
Daily updated benchmark file values CSV
Download RFR Euro
Download RFR Austria
Download RFR Belgium
Download RFR Finland
Download RFR France
Download RFR Germany
Download RFR Ireland
Download RFR Italy
Download RFR Netherlands
Download RFR Portugal
Download RFR Spain
Contact: Benchmark@cmegroup.com
Bloomberg: REPF

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Daily updated benchmark file values: Euro

For further information, please contact Benchmark@cmegroup.com.

 

Daily updated benchmark file values: Germany

For further information, please contact Benchmark@cmegroup.com.

 

Daily updated benchmark file values: France

For further information, please contact Benchmark@cmegroup.com.

 

Daily updated benchmark file values: Italy

For further information, please contact Benchmark@cmegroup.com.

 

Daily updated benchmark file values: Spain

For further information, please contact Benchmark@cmegroup.com.

 

Daily updated benchmark file values: Netherlands

For further information, please contact Benchmark@cmegroup.com.

 

Daily updated benchmark file values: Belgium

For further information, please contact Benchmark@cmegroup.com.

 

Daily updated benchmark file values: Austria

For further information, please contact Benchmark@cmegroup.com.

 

Daily updated benchmark file values: Finland

For further information, please contact Benchmark@cmegroup.com.

 

Daily updated benchmark file values: Portugal

For further information, please contact Benchmark@cmegroup.com.

 

Daily updated benchmark file values: Ireland

For further information, please contact Benchmark@cmegroup.com.