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Open RP

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

Open Repo

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

Repo Squeeze

A mix of funding that involves both a direct repo and a triparty repo. This situation arises when the holder...

Repo Dividend

The rent amount that can be captured by reinvesting the repo loan funds at the higher general collateral repo rate....

Repo Reference Rate

An interest rate that is used as a reference rate for repo transactions (repurchase agreements). An example is the reference...

Gestation Period

In general, it constitutes the time between deployment of funds for a specific project/ use and the start of actual...

Repurchase Agreement

Also a repo agreement, it is a financing transaction that mainly involves government securities, where a dealer or a holder...

Repo Premium

Repo premium may hold different meanings depending on context. In general, it denotes the additional amount a bank in a...

Repo Specialness

The specialness of a repo (repurchase agreement). It is the difference between interest earned on a security posted as a...

Specialness

The difference between interest earned on a security posted as a loan's collateral and the prevailing interest rate for loan...