RepoFunds Rate ("RFR") is a series of daily euro repo indices comprising RFR Euro, RFR Germany, RFR France, RFR Italy, RFR Spain, RFR Netherlands and RFR Belgium.
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 NEX Data.
Each index is calculated with repo trades that use sovereign government bonds as collateral. Trades using sovereign bonds issued by the majority of Eurozone countries 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.
RepoFunds Rate is published via:
Bloomberg: page REPF
RepoFunds Rate is the intellectual property of NEX plc and/or one of its group companies ("NEX") and/or EuroMTS Limited and/or one of its group companies ("MTS").