A basis rate swap (or basis swap) is a type of swap agreement in which two parties agree to swap variable interest rates based on different money market reference rates. The goal of a basis rate ...

Pricing for currency swaps is usually expressed as a benchmark overnight rate, such as the secured overnight financing rate (better known as SOFR), plus or minus a certain number of basis points.

Nicola Katie / Getty Images A zero basis risk swap (ZEBRA) is an interest rate swap agreement between a municipality and a financial intermediary. A swap is an agreement with two counterparties ...

Cross-currency basis swap spreads showed the cost to borrow dollars in exchange for yen reached 68 basis points on Friday, its highest since November 2011, while the premium against the euro ...

At the risk of boring our readership to death, TMM will attempt to an explanation at the weird goings on of the basis swap market... as a warning, this is a bit wonkish. For the uninitiated ...

Beyond that singular, historic day you can see how nearly every key money market- from unsecured to cross currency basis swaps - have been altered, negatively and permanently affected by these ...

But these advantages were not sufficient to overcome one big disadvantage for US borrowers that needed dollars as an end currency: the cost of the basis swap from euros to dollars. The cost of ...

Three-month cross-currency basis swaps, a derivative that reflects non-U.S. demand for dollars, shot to their strongest level for the euro and the pound since late 2023, while those for the ...

Basis Capital, an Australian hedge fund suing Goldman Sachs Group Inc. for $1 billion for losses related to credit default swaps, made the deal in Australia and can’t sue in the U.S., Goldman ...

However, they do affect cost basis for a shareholder. Applying this logic to token swaps, new coins resulting from token swaps do not create a taxable event. However, it is crucial that you ...

Stress in the European financial system is at 2008 levels, according to one market indicator the three-month euro basis swap. The basis, a financial derivative that allows two firms to exchange ...

A surge of yen-denominated bonds by foreign nationals and a perceived reduction in dollar supply are making it costlier to swap yen funds to the U.S. currency. Three-month basis swaps for dollar ...