All material subject to strictly enforced copyright laws. © 2022 Euromoney Institutional Investor PLC group
Derivatives

Basis Swap

Basis Swap p (mids), week end'g 16/11/01
JN/$ EU/$ GB/$
1yr= -1.87 1yr= 0.75 1yr= -0.5
2yr= -3.75 2yr= -0.25 2yr= -0.75
3yr= -5.5 3yr= -1.25 3yr= -0.87
4yr= -7.12 4yr= -2.12 4yr= -1
5yr= -9.12 5yr= -2.5 5yr= -1.25
6yr= -11 6yr= -2.62 6yr= -1.62
7yr= 12.5 7yr= -2.62 7yr= -2.25
8yr= 13.75 8yr= -2.62 8yr= -2.75
9yr= 15 9yr= -2.62 9yr= -3.25
10yr= -16.25 10yr= -2.62 10yr= -3.75
15yr= -21.75 15yr= -0.37 15yr= -5.25
20yr= -25.5 20yr= 1.62 20yr= -5.75


We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree