Implied Repo Rate
Definition
The rate of return that can be obtained from selling a debt instrument futures contract and simultaneously buying a bond or note deliverable against that futures contract with borrowed funds. The bond or note with the highest implied repo rate is cheapest to deliver.
Related Terms Other terms related to 'Implied Repo Rate' starting with the letter 'I' Intermediary, Inflation Indexed Debt Instrument, Indirect Bucketing, Index Arbitrage, Initial Deposit Browse by Letter » A B C D E F G H I J K L M N O P Q R S T U V W Y Z
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