Implied Repo Rate

0.01 sec.

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.

Implied Repo Rate

The rate of return on the short sale of a futures or forward contract on a bond. That is, one may sell a future or forward in which a bond is the underlying asset without owning that bond. One may then buy that bond, collect coupons in the meantime, and deliver the bond when the futures or forward matures. The implied repo rate is the return rate on such a transaction.

How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		References in periodicals archive	?		Financial browser	?		Full browser	?
Cheapest to Deliver Issue			Key concepts such as cheapest-to-deliver bonds, implied repo rates and conversion factors are discussed in detail. Fundamentals of Basis Trading Strategies Analysed by Business Wire			Immunizacion Immunization Immunization Strategy iMoneyNet's Money Fund Report Imoveis Impact Day impact fees Impaired Asset Impaired Capital Impaired Credit Impairment Impegno a garanzia Impegno collaterale di secondo grado Imperfect Market Implicit Bankruptcy Costs Implicit Cost Implicit Tax implied agency implied authority Implied Call implied condition implied contract implied easement implied listing implied notice Implied Repo Rate Implied Volatility implied warranty of habitability Import Import Certificate Import Credit Import Duties Act 1932 Import for Export Import Quota Import Substitution Development Strategy Import/export letters of credit Importazione Importer Importo Importo fisso Impossibiliato a consegnare Impost Impost sulle donazioni Imposta Imposta comunale sugli immobili Imposta di successione Imposta fissa Imposta in franchigia Imposta sugli immobili Imposta sul reddito Imposto de consume			Implied authority Implied Authority of Contract Implied call Implied Calls implied condition implied consent implied consent implied consent implied consent Implied contract Implied contract Implied contract Implied contract Implied contract Implied contract implied contracts implied contracts Implied Cost of Averting a Fatality Implied covenant of good faith and fair dealing implied easement Implied Growth Rate implied in law Implied in law contract Implied in law contract implied indemnification implied indication implied listing implied notice implied rather than expressly stated implied reader Implied Repo Rate Implied Repo Rates Implied Standard Deviation Implied Table Image Equity implied trust Implied volatility Implied volatility Implied volatility Implied volatility Implied Volatility on the Nasdaq 100 option Implied warranty Implied warranty Implied warranty Implied warranty of fitness Implied warranty of fitness Implied warranty of habitability Implied Warranty of Merchantability Implied Warranty of Merchantability Implied Warranty of Merchantability Implied XON Implied-in-law contract Implied-in-law contract Impliedly Impliedly Impliedly implies implies implies implies implike implode

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup \| Partner with us

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.