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

RFR Euro

A one-day, risk-free rate based on centrally cleared repo trades on either BrokerTec or MTS, RFR Euro is calculated on trades using sovereign bonds issued by many Eurozone countries.

RFR Sterling

Calculated on the volume-weighted average of repo rates with UK sovereign government bonds as underlying collateral, RFR Sterling reflects the market's overall cost of funding.

RFR JBOND

RFR JBOND combines the leading electronic trading platform for Japanese Sovereign repos with the strength of CME Group to provide a one-day, risk-free rate.

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.

All RFR rates are included in the CME Overnight Repo Backed Benchmark family. RFR Euro, RFR Sterling and RFR JBOND are registered as a Benchmark under EU BMR. CME Group Benchmark Administration is the benchmark administrator for all RFR rates.


View historical data

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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