The rate of return from selling a bond futures contract and buying a bond of the same value with borrowed funds. The bond is held until it is delivered to fulfill the futures contract. The repo rate is the net amount earned from the transaction.
Related information about implied repo rate:
- Implied repo rate - Wikipedia, the free encyclopedia
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 ...
- Implied Repo Rate Definition | Investopedia
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 ...
- Basis Trading and the Implied Repo Rate - YieldCurve.com
2 Basis Trading and the Implied. Repo Rate. In this chapter we look in more detail at some fundamentals behind the basis, including the factors that drive its ...
- How do you find the implied repo rate on a futures contract? - Quora
Nov 15, 2011 ... From a theoretical standpoint.. Answer 1 of 1: Definitions from the CFTC...
- Implied Repo Rate - Financial Dictionary - The Free Dictionary
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.
- What is implied repo rate? definition and meaning
Definition of implied repo rate: The rate of return from selling a bond futures contract and buying a bond of the same value with borrowed funds. The bond is held ...
- Implied repo rate: Definition from Answers.com
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.
- What is IMPLIED REPO RATE? - The Law Dictionary
Definition of IMPLIED REPO RATE: The computed return before financing costs are taken out. Also called implied financing or forward rate.