RepoFunds Rate (RFR) is a series of daily euro repo benchmarks comprising RFR Euro, RFR Austria, RFR Belgium, RFR Finland, RFR France, RFR Germany, RFR Italy, RFR Netherlands, RFR Portugal and RFR Spain.
The benchmarks 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 CME Group Benchmark Administration.
Each benchmark 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 benchmarks are calculated with trades using sovereign bonds issued by the relevant country only.
All benchmarks are denominated in euros.
RepoFunds Rate is published via:
Bloomberg: page REPF
RepoFunds Rate is the intellectual property of CME Group and/or one of its group companies and/or EuroMTS Limited and/or one of its group companies ("MTS").