Repo Interest & Haircut Calculator
Repo interest on a financed bond position with haircut — cash borrowed, interest due and implied leverage.
Formula
The haircut is the lender's buffer — a 2% haircut lets a trader lever a bond book up to 50×, which is exactly how basis-trade unwinds become systemic. RBI's LAF repo (India) and tri-party (US) both follow this same arithmetic.
Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.
Disclaimer: This tool is for general informational and estimation purposes only and is not professional financial, tax, accounting or legal advice. All figures are estimates — verify with a qualified professional before making decisions. Read the full disclaimer.
Need repo interest & haircut calculator results fast? Analysts, founders, traders and finance professionals use the Repo Interest & Haircut Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.
About Repo Interest & Haircut Calculator
Repo interest on a financed bond position with haircut — cash borrowed, interest due and implied leverage. The haircut is the lender's buffer — a 2% haircut lets a trader lever a bond book up to 50×, which is exactly how basis-trade unwinds become systemic. RBI's LAF repo (India) and tri-party (US) both follow this same arithmetic. The governing relationship is cash = MV × (1 − h); interest = cash × r × t/basis. The Repo Interest & Haircut Calculator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.
How to use Repo Interest & Haircut Calculator
- 1Enter Collateral market value (currency), Haircut (%), Repo rate (%), Term (days), Day basis into the Repo Interest & Haircut Calculator.
- 2The result is computed automatically using cash = MV × (1 − h); interest = cash × r × t/basis — there is no button to press.
- 3Change any input to model a different scenario, then copy or share the result.
Why use Repo Interest & Haircut Calculator?
- ✓Computes repo interest & haircut calculator instantly with the correct formula — no spreadsheet needed
- ✓100% free and unlimited, with no sign-up, login or paywall
- ✓Runs entirely in your browser, so the figures you enter stay private
- ✓Shows the formula, a live worked example and references so you can defend the number
Frequently asked questions
What is the formula behind the Repo Interest & Haircut Calculator?+
Repo Interest & Haircut Calculator uses cash = MV × (1 − h); interest = cash × r × t/basis. The haircut is the lender's buffer — a 2% haircut lets a trader lever a bond book up to 50×, which is exactly how basis-trade unwinds become systemic. The tool substitutes your actual inputs into this relationship and shows the worked example step by step.
What inputs does the Repo Interest & Haircut Calculator need?+
Enter Collateral market value (currency), Haircut (%), Repo rate (%), Term (days), Day basis and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.
Is the Repo Interest & Haircut Calculator free, and is my data private?+
Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.
What should I watch out for when using the Repo Interest & Haircut Calculator?+
RBI's LAF repo (India) and tri-party (US) both follow this same arithmetic.
What is the Repo Interest & Haircut Calculator based on?+
The method follows authoritative sources: ICMA — repo market best practice guide. The formula and references are shown on the page so you can verify and cite the result.
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