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
In accessing this proprietary data from this website, you acknowledge you have read and agree to all CME Data Terms of Use. To discuss licensing options, please contact CME Data Sales.
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
Tim Martins
MTS
Kiyomi Saito
JBOND Totan Securities
Alex McDonald
EVIA
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