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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....

On Special

The state in which a repo rate it is below the general collateral rate (GC rate). The difference between the...

Repo Reference Rate

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