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 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 type of repo (repurchase agreement) which extends for longer periods than usual. It comes with an option to lengthen...

A type of repo (repurchase agreement) which extends for longer periods than usual. It comes with an option to lengthen...

A reverse repurchase (repo) agreement by which a mortgage firm sells federally guaranteed mortgage-backed securities (MBSs) to a securities dealer...