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.

Every comment you leave will qualify for an entry into the random prize draw for 100 GBP of Amazon vouchers. The winner will be selected on [date]. Comment now!

 Leave a Reply

You may use these HTML tags and attributes: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <s> <strike> <strong>