Drop

Filed Under: d by
Drop
Term used in dollar roll transactions. Signifies the variance in the selling price of an MBS (mortgage backed pass through) and the predetermined price that is required to be paid for its re-purchase at a future date.

Recommended for you:

  1. Dollar Roll
  2. Drop Lock
  3. Variable Rate CDs
  4. Portfolio Variance
Home / Glossary / d / Drop