NYSE Liffe U.S is launching futures based on the Depository Trust and Clearing Corporation’s (DTCC) proprietary DTCC GCF Repo Index. Designed to track the $400bn GCF Repo® market, futures on DTCC GCF Repo Index are licensed to trade exclusively on NYSE Liffe U.S. and will clear at NYPC. Calculated using actual, fully-collateralized transactions in the unde