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 used to repay the loan.
IMPLIED REPO RATE - Is influenced by the cost of funds, tax rates, deductibility of carry charges, yiel...
IMPLIED VOLATILITY - The volatility computed using the actual market prices of an option contract and o...
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
Reward-to-volatility ratio ...
Implied Repo Rate - Is influenced by the cost of funds, tax rates, deductibility of carry charges, yields, the time to expiration and organizational constraints. It indicates the implied rate of return for specified investments.
Implied repo rate The rate that a seller of a can earn by buying an and then delivering it at the . Related:
Implied volatility The expected in a stock's derived from its price, using an option-pricing model.
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 equal amount in the cash market using borrowed money.
Cheapest to deliver issue The acceptable Treasury security with the highest 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.
The acceptable Treasury security with the highest 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.
Company-specific risk
Related: Unsystematic risk ...
The right of the homeowner to prepay, or call, a mortgage at any time.
Implied repo rate ...
 See also: Settlement Date, Repo, Banks, Time Value, Floating-rate note
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