An overnight interest rate (overnight repo) that is set by a central bank, at which to borrow money from non-bank...

The rate that is used in a reverse repo transaction. It is rate at which the central bank borrows money...

A repurchase agreement (repo) in which a non-bank counterparty borrows cash from the bank counterparty. It is reverse to the...

The basis amount that results from adjusting the gross basis for net carry. Net carry is the actual coupon income...