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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...

ATS Repo

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

Synthetic Repo

A repo (repurchase agreement) that is created "synthetically"- that is, from different components- rather than the classic repo in order...

GC-SC Repo Rate Spread

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

Repo Rate Spread

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