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Conditional Prepayment Rate

The annualized percentage of an existing mortgage pool that is expected to be prepaid in a year. It is an...

Participation Rate

A fixed or predetermined percentage (participation or participation rate) by which any increase in the underlying asset/ basket/ index of...

Funding Rate

A periodic payment that is made to traders either with long or short position, based on the difference between the...

FFR

It stands for federal funds rate; the interest rate at which banks and other depository institutions, in the USA, lend...

EFFR

It stands for effective federal funds rate; a method of calculating the federal funds rate (fed funds rate) that produces...

Effective Federal Funds Rate

A method of calculating the federal funds rate (fed funds rate) that produces the volume-weighted median of daily traded rates...

Federal Funds Rate

The interest rate at which banks and other depository institutions, in the USA, lend money to each other, typically on...

Fed Funds Rate

The interest rate at which banks and other depository institutions, in the USA, lend money to each other, typically on...

SOFR Index

A type of SOFR (secured overnight financing rate) that calculate the compounded average of SOFR over a specific (usually customized)...

SOFR Averages

A type of SOFR (secured overnight financing rate) that represents an average of the daily overnight SOFR rate over 30-,...