Repo Rate Calculator
Calculate repurchase agreement (repo) interest, collateral requirements, and effective borrowing costs.
Repo Transaction Details
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Repo (Repurchase Agreement) is a short-term secured loan where securities are sold with an agreement to repurchase them at a higher price. The difference is the repo interest.
Cash Received
$9.800M
Repurchase Price
$9.801M
Repo Interest (1 days)
$1,442.78
at 5.30% annual rate
Transaction Analysis
Collateral Value$10.000M
Haircut (2%)$200,000.00
Margin Ratio1.020x
Daily Interest$1,442.78
Rate Analysis
Quoted Repo Rate5.300%
Implied Annualized Rate5.300%
Effective Borrowing Cost5.194%
Typical Haircuts by Collateral
- - Treasury Securities: 1-2%
- - Agency Securities: 2-3%
- - MBS: 3-5%
- - Investment Grade Corporates: 4-6%
- - Equities: 8-15%