Anyone know how to test the valuation of a treasury repo?

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Value the underlying collateral and confirm the contract value with the counterparty.

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Investing in a fund that does repos isn’t the same as a repo. If it’s a fund you just value the ownership in the fund. It should also be worth noting market value of a repo is only a footnote disclosure because the contract value of the repo is what’s reported on the balance sheet. Also, since repos are on treasury positions with little volatility there is little valuation risk with these.

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