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.

Oversight Committee

The oversight committee will provide independent governance, and challenge to the Administrator on all aspects of the benchmark determination process in accordance with the Oversight Committee Terms of Reference.

John Edwards (Chair)

BrokerTec

Graham Stride

CME Group Benchmark Administration

Oliver Clark

MTS

Kiyomi Saito

JBOND Totan Securities

Alex McDonald

EVIA

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