Broadly, it is a category of collateralized securities (known as eligible collateral) with identical credit quality, and as a result...

It stands for general collateral; broadly, it is a category of collateralized securities (known as eligible collateral) with identical credit...

An abbreviation for general collateral repo; a repo agreement in which the lender of cash accepts any securities that are not special...

The spread that measures how special a security is seen in the repo market. It is the spread between the...

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

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...

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