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GC-SC Repo Rate Spread

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

Repo Rate Spread

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

Repo Spread

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

Repo Squeeze

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

Specific Collateral Rate

A repo rate that corresponds to special collateral such as Treasury securities that are on the run or have recently been issued. This rate...