RepoFunds Rates
CME Group's suite of RFR Benchmarks measure the one-day repo rates for the Euro, Sterling and JBOND markets.
Transaction-based transparency
Reliable way to track sovereign repos and calculated based on volume-weighted trades.
Centrally cleared
All eligible repo trades are centrally cleared and electronically executed.
Reflects overall cost of funding
By including general collateral and specific collateral repo trades, reflecting the overall cost of one-day funding achieved by the market.
RFR Benchmarks
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Resources
How to access
Bloomberg codes
Menu Page
REPF
RFR Euro
REFREU
RFR Austria
REFRAU
RFR Belgium
REFRBE
RFR Finland
REFRFI
RFR France
REFRFR
RFR Germany
REFRDE
RFR Ireland
REFRIE
RFR Italy
REFRIT
RFR Netherlands
REFRNE
RFR Portugal
REFRPO
RFR Spain
REFRSP
RFR Sterling
SRIROTS
RFR JBOND
REFRJP
Direct from CME Group
RFR Benchmarks are updated on this website daily in the data tables above.
Data connection options
| Platform | Data Format | Latency |
|---|---|---|
| Market Data Platform (MDP) | SBE | <1 ms |
| Google Pub/Sub | SBE | 50-100ms |
| Datamine | Varies | Varies |
| Distributors | Varies | Varies |
| Platform | Data Format | Latency |
|---|---|---|
| Datamine | Varies | Varies |
| CME Direct | - | - |
| SFTP | CSV | Varies |
| Distributors | Varies | Varies |
| Platform | Data Format | Latency |
|---|---|---|
| Datamine | Varies | Varies |
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