Pan-European RFR indices launched in 2012
MTS and BrokerTec account for average daily repo volumes of €230 billion
Accurately reflects cost of Repo funding for executed trades on MTS and BrokerTec
MTS, a leading fixed income electronic trading venue that is part of London Stock Exchange Group and BrokerTec, a NEX Group business which provides electronic trading technology and services for the fixed income market announce today 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.