August 06, 2014 BY Mike Fox

ICAP Information Services and MTS add Eurozone index to RepoFunds Rate

ICAP Information Services (IIS), the information division of ICAP, and MTS, a leading fixed income electronic trading venue in Europe, announced today that they are expanding the RepoFunds Rate indices to include RepoFunds Rate Euro (RFR Euro), a daily repo index for Eurozone sovereign bonds. The new index, RFR Euro, is derived from eligible repo…

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