BrokerTec, MTS add Dutch and Belgian indices to RepoFunds Rate
May 16, 2017

BrokerTec, a NEX Group business which provides electronic trading technology and services for the fixed income market, and MTS, a fixed income electronic trading venue that is part of London Stock Exchange Group, say that they are further expanding the RepoFunds Rate (RFR) indices by adding Dutch and Belgian repo indices. The RFR indices were launched in 2012 and include the German, French, Italian, Spanish and pan-European RFR indices.

Each RepoFunds Rate index accurately reflects the specific effective cost of repo funding for trades executed on BrokerTec and MTS, which between them typically trade volumes of EUR 230 billion per day (single counted).

The Dutch repo market transacts in excess of EUR 11 billion nominal volume per day on BrokerTec, with an actively traded specials and general collateral market. The Belgian Repo market typically sees volumes in excess of 12 billion a day across specials and general collateral baskets.

The RFR indices are calculated and published by NEX Data, a NEX Group business which delivers independent market intelligence and price information for over-the-counter data via a variety of third parties such as Reuters and Bloomberg, as well as via email and FTP sources. Both the Dutch RFR and the Belgian RFR will be available from 16 May 2017.

Both indices provide trade-backed data which is used to measure the effective cost of funding within the Dutch and Belgian markets.





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BrokerTec, a NEX Group business which provides electronic trading technology and services for the fixed income market, and MTS, a fixed income electronic trading venue that is part of London Stock Exchange Group, say that they are further expanding the RepoFunds Rate (RFR) indices by adding Dutch and Belgian repo indices. The RFR indices were launched in 2012 and include the German, French, Italian, Spanish and pan-European RFR indices.

Each RepoFunds Rate index accurately reflects the specific effective cost of repo funding for trades executed on BrokerTec and MTS, which between them typically trade volumes of EUR 230 billion per day (single counted).

The Dutch repo market transacts in excess of EUR 11 billion nominal volume per day on BrokerTec, with an actively traded specials and general collateral market. The Belgian Repo market typically sees volumes in excess of 12 billion a day across specials and general collateral baskets.

The RFR indices are calculated and published by NEX Data, a NEX Group business which delivers independent market intelligence and price information for over-the-counter data via a variety of third parties such as Reuters and Bloomberg, as well as via email and FTP sources. Both the Dutch RFR and the Belgian RFR will be available from 16 May 2017.

Both indices provide trade-backed data which is used to measure the effective cost of funding within the Dutch and Belgian markets.



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