Repo market conventions

This page lists the repo templates the pinned release registers: one general-collateral (GC) repo template per major funding market.

Every table is printed from the template registry each time the documentation is built, in both languages, and the two printings must agree.

What each column means

Column	What it holds
Template	the registry code you book a repo with
Registry name	the name the registry files the template under

A GC repo template carries its market's currency, repo rate day count, calendar and business-day convention, the overnight index a floating repo resets on, and the price basis margin is computed on. How a coupon paid during the term is treated is a term of the trade. A specific repo on one bond trades at a spread to GC, which a market holds as a repo spread curve.

The catalog

General-collateral repo templates

Template	Registry name
EUR-GC-REPO	eur_gc_repo
GBP-GC-REPO	gbp_gc_repo
USD-GC-REPO	usd_gc_repo

Where these come from

The table comes from the template registry, filtered by family. The product is on Repo.