Repo Fund Rates (RFR) are a set of repo benchmarks including RFR Euro, RFR Sterling, and RFR JBOND.

RFR Euro - RFR Euro is a set of repo benchmarks which measure a one-day cost of secured funding of sovereign bonds issued by a subset of 10 (ten) Eurozone countries. Each of the countries are also aggregated to measure a Eurozone wide cost of funding. The ten selected countries represent the vast majority of sovereign debt issued in the region. Each benchmark is calculated as the volume-weighted average rate of eligible repo trades (general collateral and filtered specific collateral).
RFR Sterling - RFR Sterling is a repo benchmark designed to measure a one-day cost of secured funding of UK sovereign government bonds denominated in Sterling. The benchmark is calculated as the volume-weighted average rate of eligible repo trades (general collateral and filtered specific collateral).
RFR JBOND - RFR JBOND is a repo benchmark designed to measure the cost of secured tomorrow-next funding of Japanese sovereign government bonds denominated in Japanese Yen. The benchmark is calculated as the volume-weighted average rate of eligible repo trades (general collateral and filtered specific collateral).

Contents

1 Dates Available
2 Data Available
- 2.1 RFR Euro
- 2.2 RFR Sterling
- 2.3 RFR JBOND
3 Sample Files
4 FAQ

Resources

Dates Available

RFR Euro, RFR Sterling, and RFR JBOND data is available as follows (date format M/D/YYYY):

Benchmark	Level 1	Level 2	Level 3	Level 4

Benchmark	Level 1	Level 2	Level 3	Level 4
RFR Euro	1/3/2006	3/7/2013	3/7/2013	N/A
RFR Austria	1/1/2012	3/7/2013	3/7/2013	N/A
RFR Belgium	1/1/2012	3/7/2013	3/7/2013	N/A
RFR Finland	1/1/2012	3/7/2013	3/7/2013	N/A
RFR France	1/3/2006	3/7/2013	3/7/2013	N/A
RFR Germany	1/3/2006	3/7/2013	3/7/2013	N/A
RFR Ireland	11/3/2020	11/3/2020	11/3/2020	N/A
RFR Italy	1/3/2006	3/7/2013	3/7/2013	N/A
RFR Netherlands	1/1/2012	3/7/2013	3/7/2013	N/A
RFR Portugal	2/27/2018	2/27/2018	2/27/2018	N/A
RFR Spain	1/1/2012	3/7/2013	3/7/2013	N/A
RFR Sterling	1/3/2006	3/14/2007	3/14/2007	N/A
RFR JBOND	6/6/2018	6/6/2018	6/6/2018	6/27/2021

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Data Available

RFR Euro, RFR Sterling, and RFR JBOND are designed on the basis of industry best practices and the IOSCO Principles for Financial Benchmarks. They are available for use under the UK Benchmark Regulation (BMR).

RFR Euro

Data Sets Available	Data Included (see below for description)	Available Time

Data Sets Available	Data Included (see below for description)	Available Time
RFR Euro Level 1	RFR Euro Level 1	16:15 GMT/BST
	RFR Austria Level 1
	RFR Belgium Level 1
	RFR Finland Level 1
	RFR France Level 1
	RFR Germany Level 1
	RFR Ireland Level 1
	RFR Italy Level 1
	RFR Netherlands Level 1
	RFR Portugal Level 1
	RFR Spain Level 1
RFR Euro Level 2	RFR Euro Level 2	16:15 GMT/BST
	RFR Austria Level 2
	RFR Belgium Level 2
	RFR Finland Level 2
	RFR France Level 2
	RFR Germany Level 2
	RFR Ireland Level 2
	RFR Italy Level 2
	RFR Netherlands Level 2
	RFR Portugal Level 2
	RFR Spain Level 2
RFR Euro Level 3	RFR Euro Level 2, Level 3a, Level 3b	16:15 GMT/BST
	RFR Austria Level 2, Level 3a, Level 3b
	RFR Belgium Level 2, Level 3a, Level 3b
	RFR Finland Level 2, Level 3a, Level 3b
	RFR France Level 2, Level 3a, Level 3b
	RFR Germany Level 2, Level 3a, Level 3b
	RFR Ireland Level 2, Level 3a, Level 3b
	RFR Italy Level 2, Level 3a, Level 3b
	RFR Netherlands Level 2, Level 3a, Level 3b
	RFR Portugal Level 2, Level 3a, Level 3b
	RFR Spain Level 2, Level 3a, Level 3b

RFR Sterling

Data Sets Available	Data Included (see below for description)	Available Time

Data Sets Available	Data Included (see below for description)	Available Time
RFR Sterling Level 1	RFR Sterling Level 1	16:15 GMT/BST
RFR Sterling Level 2	RFR Sterling Level 2	16:15 GMT/BST
RFR Sterling Level 3	RFR Sterling Level 2, Level 3a, Level 3b	16:15 GMT/BST

RFR JBOND

Data Sets Available	Data Included (see below for description)	Available Time

Data Sets Available	Data Included (see below for description)	Available Time
RFR JBOND Level 1	RFR JBOND Level 1	18:30 JST
RFR JBOND Level 2	RFR JBOND Level 2	18:30 JST
RFR JBOND Level 3	RFR JBOND Level 2, Level 3a	18:30 JST
RFR JBOND Level 4	RFR JBOND Level 4	18:30 JST

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Sample Files

Dataset	Sample File (.CSV)

Dataset	Sample File (.CSV)
RFR Euro Level 1	4/6/2022
RFR Euro Level 2	4/6/2022
RFR Euro Level 3A	4/6/2022
RFR Euro Level 3B	4/6/2022
RFR Sterling Level 1	4/6/2022
RFR Sterling Level 2	4/6/2022
RFR Sterling Level 3A	4/6/2022
RFR Sterling Level 3B	4/6/2022
RFR JBOND Level 1	4/6/2022
RFR JBOND Level 2	4/6/2022
RFR JBOND Level 3A	4/6/2022
RFR JBOND Level 4	4/6/2022

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FAQ

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