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RepoFunds Rate (RFR)

In collaboration with several partners, representing almost the entire Repo (overnight repurchase agreement) market, NEX developed the RepoFundsRate family of indices. Unique in this area of the market, these indices represent actual traded prices on over € 200bn of repo transactions.

NOTE: From the 9th October 2017 the Repo Funds Rate (RFR) data on this website will be subject to a 24 hour delay. To continue to receive the data in its current format we ask you to register your interest by emailing indices@nexdata.com.

NEX Data Services is pleased to announce that on 2 February 2018 it was approved as one of the first Benchmark Administrators under the EU Benchmarks Regulation (BMR).  The RepoFunds Rate suite of daily euro benchmarks for the Euro, Italy, Germany, Spain, The Netherlands and Belgium will now fall under the BMR. 

 

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

RepoFunds Rate is published via:
Website: www.repofundsrate.com
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").

Additional RepoFunds Rate indices and underlying data is available to subscribers via FTP and email delivery. For further information, please visit www.repofundsrate.com or contact us at indices@nexdata.com.