A repo rate that communicates the market participants’ economic expectations. Put another way, it is a forward rate that reflects…
The rate of interest at which commercial banks borrow money, for short-term periods, from the central bank in a given...
The rate of interest at which commercial banks borrow money, for short-term periods, from the central bank in a given...
The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...
The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...
The rate (repo rate) which results from a cash/ futures arbitrage. More specifically, it is the rate of return that...
It stands for return to hedged portfolio; the rate which results from a cash/futures arbitrage. More specifically, it is the...
A repo agreement in which a special collateral (SC) is posted by the borrower as requested by the lender, who...
A repo agreement in which the lender of cash accepts any securities that are not special in the market and...
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...
