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GC-SC Repo Rate Spread

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

Repo Rate Spread

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

General Repo Rate

A repo rate that is associated with general collateral securities such as Treasury bonds and notes, mortgage-backed securities, agency-sponsored securities, etc. It is...

Repo Spread

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

Specialness Repo

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