Nov 162014
 

The rate on a repo which would give a break-even P/L on a Cash and Carry Bond Futures Arbitrage. See Cash and Carry arbitrage.

Today I spent the whole afternoon in meetings, then came out and penned a couple of descriptions. Phew. Time for a run now.

Can you do better?

I am working hard to add examples and definitions. But can you add some context or a better definition on ‘Implied Repo Rate‘? If so, please leave your comments below.

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