After years of accommodation, many central banks have sped up plans to tighten monetary policy in the face of rising inflation readings around the world.
Using RepoFunds Rate (RFR) Indices, we explore how rising rates are impacting euro repo markets, and look to sterling repo markets for insight into what eurozone participants might expect once ECB rates increase.
What are RepoFunds Rates (RFR) Indices?
With increased money market volatility driving demand for quality repo trading, global participants continue to rely on BrokerTec's leading liquidity and network across both CLOB and RFQ protocols:
With Treasury market volatility rising sharply across the curve and front-end yields surging on rising rate hike expectations, clients are turning to RV Curve to efficiently manage their risk.
Recent activity on RV Curve:
Source: QuikStrike CVOL tool
On June 28, the BrokerTec Global Front End Client will be upgraded to version 10.5 with several impactful enhancements, including:
In Q4, BrokerTec will launch the next-generation trading platform for BrokerTec Stream, our relationship-based streaming service for U.S. Treasury markets.
Here's what to expect from the next-gen platform:
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