The spread between the general repo rate and the special repo rate. It can be viewed as a repo dividend (it...

A repo rate that corresponds to special collateral such as Treasury securities that are on the run or have recently been issued. This rate...

A component of the value of a warrant (warrant value) that is measured as the difference between its underlying share price and...

An equity-linked structured product that allows the investor to potentially profit from the underlying stock performance. To that end, the investor can...

A market problem that arises due to information asymmetry between investors and entrepreneurs, leading to the break down of capital...

A structured product (structured certificate) that allows the holder to participate in the upside performance of an underlying stock while...

The Initial margin on a repo agreement. It is generally expressed as a percentage of the market price of repo collateral. For example,...

The amount by which the market value of the security used as collateral exceeds the face value of the loan....

The rate which results from a cash/futures arbitrage. More specifically, it is the rate of return that an investor can...

A transaction that assumes there will be adequate market exposure that would allow market participants to gain sufficient knowledge about...