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 Glossary   >   I   >   "Implied repo rate" Definition   

        Implied repo rate

The rate of return before financing costs implied by a transaction where a longer term cash security is purchased and a futures contract is sold (or vice versa).

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
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Implied repo rate - The rate of return before financing costs implied by a transaction where a longer term cash security is purchased and a futures contract is sold (or vice versa).

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 before financing costs implied by a transaction where a longer term cash security is purchased and a futures contract is sold (or vice versa).

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