- 3 Classic Repo Trade Details Principal 10 000 000 Bond Price 100 Repo Principal 10 000 000 Repo Rate 5 00 Actu 1 (24.57 KiB) Viewed 13 times
3. Classic Repo trade details: Principal: $10,000,000 Bond price: 100% Repo principal: $10,000,000 Repo rate: 5.00% Actu
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3. Classic Repo trade details: Principal: $10,000,000 Bond price: 100% Repo principal: $10,000,000 Repo rate: 5.00% Actu
3. Classic Repo trade details: Principal: $10,000,000 Bond price: 100% Repo principal: $10,000,000 Repo rate: 5.00% Actual/360 Term: 7 days Bond price at maturity: 101% Calculate the repo interest and the repurchase value at maturity.