Swap spread
id:
swap-spread-304-567941
title:
Swap spread
text:
Swap spreads are the difference between the swap rate and a corresponding government bond yield with the same maturity. For example, if the current market rate for a five-year swap is 1.35 percent and the current yield on the five-year Treasury note is 1.33 percent, the five-year swap spread would be 0.02 percentage points, or 2 basis points. Often, fixed income prices will be quoted in "SWAPS +", wherein the swap rate is added to a given number of basis points. The swap rate there is simply the
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wiki
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encyclopedia
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original url:
https://en.wikipedia.org/wiki/Swap_spread
date created:
date modified:
2024-02-23T09:59:18Z
main entity:
{"identifier":"Q7653787","url":"https://www.wikidata.org/entity/Q7653787"}
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13
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13