14 мар. 2022 г. · The basis is quoted on the non-USD leg of the swap. “Paying” the basis would mean borrowing the other currency versus lending US dollars, ...

5 июл. 2024 г. · The basis is quoted on the non-USD leg of the swap. “Paying” the basis would mean borrowing the other currency versus lending US dollars.

17 авг. 2024 г. · The only extra catch in a basis swap is : if your currency is in high demand, you will pay me slightly less interest than my rate (that difference is the basis)

7 февр. 2024 г. · You do this if you think USD has a higher interest rate and that the exchange rate will not move into unfavourable territory during the trade.

23 авг. 2023 г. · So if there is positive basis, it costs more EUR to buy dollars (20bps more) and if there is negative basis, then it costs 20bps of EUR less to ...

12 дек. 2023 г. · So through the swap you have essentially borrowed EUR. The US LIBOR + 80bps interest payments you make are cancelled out by the swap (as you are ...

3 авг. 2024 г. · For this Kaplan example of cross currency basis swap, they are calculating the first settlement interest payments using the MRR's at the swap initiation.

25 июл. 2024 г. · Since you are in a cross currency basis, this "premium" should be paid. Your settlement/coupon whatever should be in the currency that most ...

22 нояб. 2021 г. · When a question says: " Eurodollar swap is being quoted at a -20 bps", does it mean that the Euro is trading at a +ve or -ve cross-currency basis?

28 авг. 2024 г. · All relating to cross currency swaps: Take a pay fixed USD, receive float EUR example. If EURIBOR increases, all else equal, value doesn't change.