Repo-Style Transaction Calculator

Remarks:

Haircut must be input.
You can input par value to calculate the reference price of the repo-style transaction or input the reference price to calculate par value. Please note that if you choose more than one bond, the system still only provides one par value of the bonds and therefore you should provide par value of the others.
The previous day reference yield of a government bond indicates the weighted average yield of the previous day transactions on TPEx. If there is no transaction record on the previous business day, the reference yield will be the theoretical yield on the TPEx bond fair price list. The previous day reference yield of other bonds indicates the weighted average yield on the TPEx EBTS corporate bond yield/per-hundred-price list.
The reference collateral value is the dirty price calculated on the basis of the previous day reference yield.
Adjusted Collateral Value = Reference Collateral Value * (1- Haircut (%))
The reference price of a repo-style transaction is equal to the sum of the adjusted collateral value.
“After-Tax” denotes the collateral value calculated after deducting accrued interest tax. “Pre-Tax” denotes the collateral value calculated before deducting accrued interest tax.
The service is only available between 8:30 to 18:00.
The calculator does not include when-issued bond.