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Short rebate

The interest a short seller receives on the cash proceeds posted as collateral for borrowed shares, net of the lending fee. A negative rebate means the seller pays.

Short sale proceeds sit with the lender as collateral and earn interest. The lender returns most of that interest to the short seller as the rebate, keeping a spread that represents the borrow fee.

If the market rate is 5% and the borrow fee is 0.5%, the rebate is about 4.5% and the short seller earns it. If the borrow fee is 8%, the rebate is negative 3% and the short seller pays that rate on the position.

The rebate is why short positions are not free to hold and why the economics change completely with the level of interest rates. In a zero-rate environment shorting cost the borrow fee outright; at 5% short rates, general collateral shorts earn a meaningful carry. See stock-loan-fee.

Related: stock-loan-fee, securities-lending, hard-to-borrow, short-selling, federal-funds-rate, carry-trade

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Contango and backwardationTwo futures curves against contract expiry: one rising above spot, one falling below it.The same commodity, priced for delivery at different dates.78.0076.0074.0072.0070.00Futures pricespot+1m+2m+3m+4m+5m+6mMonths until the contract expiresspot price74.00CONTANGOlater contracts cost more than spotBACKWARDATIONlater contracts cost less than spot
Contango and backwardation. A futures curve shows what buyers will pay for delivery in one month, two months and so on. When later contracts cost more than the spot price the curve is in contango; when they cost less it is in backwardation.

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