Repo premium may hold different meanings depending on context. In general, it denotes the additional amount a bank in a...
The specialness of a repo (repurchase agreement). It is the difference between interest earned on a security posted as a...
The difference between interest earned on a security posted as a loan's collateral and the prevailing interest rate for loan...
The spread that measures how special a security is seen in the repo market. It is the spread between the...
The spread between the general repo rate and the special repo rate. It can be viewed as a repo dividend (it...