Inventory limits behind collapse in equity repo rates

michael-bitton-app

CLICK HERE TO VIEW THE ARTICLE IN FULL

To an outsider, the implied equity index repo rate might sound like one of the quiet backwaters of the financial markets. In fact, it’s a key risk measure for exotic equity desks, and is closely watched by their delta-one cousins as a signal of a classic arbitrage opportunity. It has also been anything but quiet. In recent months, the rate has collapsed to unheard-of levels, which traders say is a sign the usual relationship between these two different

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

What gold's rise means for rates, equities

It has been several years since we have seen volatility in gold. An increase in gold volatility can typically be associated with a change in sentiment and investor behavior. The precious metal has surged this year on increased demand for safe haven…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here