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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...

Specialness Spread

The spread that measures how special a security is seen in the repo market. It is the spread between the...

Specialness Repo

The spread between the general repo rate and the special repo rate. It can be viewed as a repo dividend (it...