- Implied repo rate
- The rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date. Related: cheapest to deliver issue
Financial and business terms. 2012.
Implied repo rate
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Implied repo rate — IRR is the rate of return of borrowing money to buy an asset in the spot market and delivering it in the futures market where the notional is used to repay the loan. Simplified closed form IRR = ( frac ext{InvoicePrice} ext{PurchasePriceOfBond} 1 … Wikipedia
Implied Repo Rate — The rate of return that can be earned by simultaneously selling a bond futures or forward contract and then buying an actual bond of equal amount in the cash market using borrowed money. The bond is held until it is delivered into the futures or… … Investment dictionary
implied repo rate — The rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date. Related: cheapest to deliver issue. Bloomberg Financial Dictionary The rate of return before financing costs implied by a… … Financial and business terms
repo — re·po / rē ˌpō/ n pl repos 1: repurchase agreement 2: repossession Merriam Webster’s Dictionary of Law. Merriam Webster … Law dictionary
repo agreement — Repo is short for a repurchase agreement or a sale and repurchase agreement where one party sells a security to another party for cash and agrees to repurchase it on a specified date for a specified price. The interest rate implied from this… … Law dictionary
Official bank rate — The official bank rate (also called the Bank of England base rate[1] or BOEBR) is the interest rate that the Bank of England charges Banks for secured overnight lending. It is the British Government s key interest rate for enacting monetary… … Wikipedia
Cheapest to deliver issue — The acceptable Treasury security with the highest implied repo rate; the rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date. The New York Times Financial Glossary … Financial and business terms
cheapest to deliver issue — The acceptable Treasury security ( Treasury securities) with the highest implied repo rate; the rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date. Bloomberg Financial Dictionary … Financial and business terms
Подразумеваемая ставка репо — проценты, которые может заработать продавец фьючерсного контракта посредством покупки ценных бумаг и их последующей поставки в расчетный день. По английски: Implied repo rate См. также: Фьючерсные сделки Финансовый словарь Финам … Финансовый словарь
United Kingdom — a kingdom in NW Europe, consisting of Great Britain and Northern Ireland: formerly comprising Great Britain and Ireland 1801 1922. 58,610,182; 94,242 sq. mi. (244,100 sq. km). Cap.: London. Abbr.: U.K. Official name, United Kingdom of Great… … Universalium
