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by aavanian
August 4th, 2017, 1:31 pm
Forum: Trading Forum
Topic: Trading the Implied Repo Rate
Replies: 2
Views: 4866

Re: Trading the Implied Repo Rate

well, it's uncommon but you can probably do a term actual repo but the rate at which this trade will happen will be different as balance sheet and capital usage are different. Also, in practice, ppl do open repo and term repo will command wider bid/ask. Also this is obviously an OTC trade (under ISD...