~/tools/reverse-repo
Reverse Repo Yield Calculator
Exact occupation days and net yield from the trading calendar — see why Thursdays and pre-holiday sessions pay extra days of interest.
Occupation days = natural days from first settlement (incl.) to expiry settlement (excl.) — that is why short terms traded on Thursdays or two sessions before long holidays earn weekend/holiday interest. Commission is charged on turnover (0.001% for 1-day etc.; some brokers discount). Calendar data per the 2025-12-22 exchange notice.
Results are for reference only — not investment advice.