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Repo Spread

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

Repurchase Agreement

A contract which is entered into between a seller and buyer for the temporary sale of securities, such as treasury...

Reverse Repo

A contract (short-term borrowing) which is made between a buyer and seller for the temporary purchase of securities, such as...

On Demand Repo

A type of repo (repurchase agreement) that has no fixed maturity date. In effect, the transaction can be terminated "on...

Terminable On Demand Repo

A type of repo (repurchase agreement) that has no fixed maturity date. In effect, the transaction can be terminated by...

Open Maturity Repo

A repurchase agreement (repo) which has no specific repurchase date. In other words, the term of an open maturity repo...

Open-Ended Repo

A repurchase agreement (repo) which has no specific repurchase date. In other words, the term of an open-ended repo is...

Reverse Repo Rate

The rate that is used in a reverse repo transaction. It is rate at which the central bank borrows money...

Reverse Repo

A repurchase agreement (repo) in which a non-bank counterparty borrows cash from the bank counterparty. It is reverse to the...

Return To Hedged Portfolio

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