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Return Leg of a Repo

A repo leg that involves the transfer back of the cash amount that was initially borrowed, plus interest (accumulated on...

Safekeeping Repo

A repo (repurchase agreement) under which the collateral (posted by the repo seller) is not handed over to the cash...

Tri-Party Repo

A type of repo in which a three-way agreement is entered into to facilitate settlement and daily margining. The three...

RP To Maturity

A repo (repurchase agreement, RP) in which close date is identical to or later than the maturity date of the...

Forward Starting Repo

A repo (repurchase agreement) whose start date is one or more business days later than the trade date. In other...

Cross-Currency Repo

A repo transaction whereby the collateral transferred (securities) is denominated in a different currency than that in which the cash...

T/N Repo

It stands for tom/ next repo (tomorrow/ next repo); a type of forward repo that is executed on T+0, with...

Tom/Next Repo

A type of forward repo that is executed on T+0, with the opening leg of the trade settling on T+1...

Forward Repo

A repo (repurchase agreement) that settles in a longer time period than next day settlement. The purchase date in a...

ATS-Traded Repo

A type of repo that trades over alternative trading systems (ATS) or alternative venues. Repo transactions are made either over...