Olusoji's Repo Calculator

1. Pre-trade Details

Instrument

Face Value

Market Price (Clean)

Haircut (%)

Trade Date

Settlement Date (Short leg)

Tenor (Days)

Repo Rate (%)

Day Convention

Bond Annual Coupon Rate (%)

0.00

Accrued Interest (Bond, per 100)

0.00000000

Dirty Price (per 100)

0.00000000

Cash Consideration

0.00

Maturity Date

--/--/----

Interest

0.00

Maturity Value

0.00

Calculations are based on the original **Cash Consideration**, **Haircut**, and **Repo Rate** from the pre-trade details.

Select Date (MTM Date)

Current Bond Price (Clean)

Current Security Value (Less HC)

0.00

Days Elapsed

0 Days

Current Bond Price (Dirty)

0.00000000

Accrued Interest on Repo

0.00

Accrued Interest on Bond (per 100)

0.00000000

Current Security Value (Dirty)

0.00

Current Repo Value

0.00

Shortfall (Margin Call)

0.00