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  • Dataframe: TR:bloomberg - Bloomberg Treasury Futures and OIS Data

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  • Bloomberg Terminal

Posts in Implied Repo

Chart: Implied Repo vs Interpolated OIS by Tenor

  • 10 March 2026
  • Treasury Futures , Arbitrage , Ois , Implied Repo
  • Bloomberg Terminal

Comparison of implied repo rates and interpolated OIS financing benchmark across tenors.

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By George Lord, Max Zhalilo

© Copyright 2025, George Lord, Max Zhalilo.