Swap spread - Revision history

imported>Doug Williamson: Classify page.

2022-07-02T12:10:46Z

Classify page.

← Older revision		Revision as of 12:10, 2 July 2022
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	* [[Par yield]]		* [[Par yield]]
	* [[Swap spread risk]]		* [[Swap spread risk]]

			[[Category:Financial_products_and_markets]]

imported>Doug Williamson: Add link.

2016-11-12T13:00:39Z

Add link.

← Older revision		Revision as of 13:00, 12 November 2016
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	== See also ==		== See also ==
	* [[Par yield]]		* [[Par yield]]
			* [[Swap spread risk]]

imported>Doug Williamson: Spacing 15/8/13

2013-08-15T13:08:46Z

Spacing 15/8/13

← Older revision		Revision as of 13:08, 15 August 2013
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	The difference between the swap rate (also known as the par rate) and another market reference rate - for example the government bill rate - for fixed rate funds of the same maturity.		The difference between the swap rate (also known as the par rate) and another market reference rate - for example the government bill rate - for fixed rate funds of the same maturity.

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	Swap spread can also refer to a market maker’s bid-offer spread for swaps of a given maturity. In other words the difference between the market maker’s buying and selling prices.		Swap spread can also refer to a market maker’s bid-offer spread for swaps of a given maturity. In other words the difference between the market maker’s buying and selling prices.


	== See also ==		== See also ==
	* [[Par yield]]		* [[Par yield]]

imported>Doug Williamson: Removed reference to "risk free rate".

2013-08-12T12:30:57Z

Removed reference to "risk free rate".

← Older revision		Revision as of 12:30, 12 August 2013
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	The difference between the swap rate (also known as the par rate) and ~~the risk free~~ rate ~~of return~~ - for example the government bill rate - for fixed rate funds of the same maturity.		The difference between the swap rate (also known as the par rate) and another market reference rate - for example the government bill rate - for fixed rate funds of the same maturity.

			The size of the swap spread is driven by the size of general credit spreads and by the supply and demand for fixed rate funds.

			The swap spread usually increases when interest rates are lower, as borrowers demand more fixed rate funds in an attempt to fix their borrowing costs, so driving up the price of fixed rate funds.

	The size of the swap spread is driven by the size of general credit spreads and by the supply and demand for fixed rate funds. The swap spread usually increases when interest rates are lower, as borrowers demand more fixed rate funds in an attempt to fix their borrowing costs, so driving up the price of fixed rate funds.

	2.		2.
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	== See also ==		== See also ==
	* [[Par yield]]		* [[Par yield]]

imported>Administrator: CSV import

2012-10-23T14:20:49Z

CSV import

New page

1.
The difference between the swap rate (also known as the par rate) and the risk free rate of return - for example the government bill rate - for fixed rate funds of the same maturity.

The size of the swap spread is driven by the size of general credit spreads and by the supply and demand for fixed rate funds. The swap spread usually increases when interest rates are lower, as borrowers demand more fixed rate funds in an attempt to fix their borrowing costs, so driving up the price of fixed rate funds.

2.
Swap spread can also refer to a market maker’s bid-offer spread for swaps of a given maturity. In other words the difference between the market maker’s buying and selling prices.

== See also ==
* [[Par yield]]