A type of repo (repurchase agreement) which involves lending of agency securities such as mortgage-backed securities (MBS) collateralized by residential...
A repurchase agreement (repo) which has no specific repurchase date. In other words, the term of an open maturity repo...
A repurchase agreement (repo) which has no specific repurchase date. In other words, the term of an open-ended repo is...
A repurchase agreement (repo) which matures after one day of entering into it. In other words, the term of an...
The rate that is used in a reverse repo transaction. It is rate at which the central bank borrows money...
A repurchase agreement (repo) in which a non-bank counterparty borrows cash from the bank counterparty. It is reverse to the...
A form of repurchase agreement (repo) in which the borrower of cash doesn't deliver out the collateral, but rather keeps...
An abbreviation for hold-in-custody repo; a form of repurchase agreement (repo) in which the borrower of cash doesn't deliver out...
The basis amount that results from adjusting the gross basis for net carry. Net carry is the actual coupon income...
It stands for general collateral security; broadly, it is a category of collateralized securities (known as eligible collateral) with identical...