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GC Repo Rate

A repo rate that is associated with general collateral securities (GC securities) such as Treasury bonds and notes, mortgage-backed securities, agency-sponsored securities, etc....

General Collateral Rate

A repo rate that is associated with general collateral securities such as Treasury bonds and notes, mortgage-backed securities, agency-sponsored securities, etc. It is...

General Collateral Repo Rate

A repo rate that is associated with general collateral securities such as Treasury bonds and notes, mortgage-backed securities, agency-sponsored securities, etc. It is...

Repurchase Agreement

Also a repo agreement, it is a financing transaction that mainly involves government securities, where a dealer or a holder...

Whole Loan Repo

A term repo transaction that is collateralized by a loan or other form of obligation (e.g. mortgage receivables) rather than...

Due-Bill Repo

A form of repurchase agreement (repo) in which the borrower of cash doesn't deliver out the collateral, but rather keeps...

Repo Premium

Repo premium may hold different meanings depending on context. In general, it denotes the additional amount a bank in a...

Repo Specialness

The specialness of a repo (repurchase agreement). It is the difference between interest earned on a security posted as a...

Specialness

The difference between interest earned on a security posted as a loan's collateral and the prevailing interest rate for loan...

Repo Interest

The return on a repo, i.e., the interest earned by the lender (repo buyer) in a repo transaction. It is...