RepoFunds Rate

RepoFunds Rate (“RFR”) is a series of daily euro repo indices comprising RFR Germany, RFR France, RFR Italy and RFR Spain. The indices are calculated from trades executed on either the MTS or BrokerTec electronic platforms. All eligible repo trades are centrally cleared and RepoFunds Rate is calculated and published by ICAP Information Services. Each index is calculated with repo trades that use sovereign government bonds issued by the relevant country as collateral. All indices are denominated in euros.

For further information, please visit www.repofundsrate.com or contact us at repo@mtsmarkets.com.

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Index

Rate

Volume (EUR Millions)

Initial Volume (EUR Millions)

RFR Euro
-0.504 201,824 262,760
RFR France
-0.555 34,401 44,112
RFR Germany
-0.632 44,845 62,581
RFR Italy
-0.437 73,296 97,419
RFR Spain
-0.464 16,442 21,107

Time snapshot: 22/02/2017 - 7:00 PM CET

The table above is governed by the terms of the Disclaimer. RepoFunds Rate is the intellectual property of ICAP plc and/or one of its group companies ("ICAP") and/or EuroMTS Limited and/or one of its group companies ("MTS"). For further information, please visit www.repofundsrate.com

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