Foreign exchange swap: Revision history

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7 December 2021

16 April 2017

13 December 2016

6 December 2016

30 June 2016

8 June 2016

7 June 2016

6 June 2016

5 June 2016

17 January 2016

  • curprev 11:0211:02, 17 January 2016imported>Doug Williamson 3,711 bytes +353 Expand part about FX swap viewed as a simultaneous borrowing and deposit.

3 January 2016

  • curprev 15:3415:34, 3 January 2016imported>Doug Williamson 3,358 bytes +95 Expand section on uses. Source: ACT ICM Manual Ch 17 p15, Edition 9.
  • curprev 15:1615:16, 3 January 2016imported>Doug Williamson 3,263 bytes +424 Expand to dealing with the interest separately in an outright forward transaction. Source: ACT ICM Manual Edition 9, Chapter 18.
  • curprev 13:3413:34, 3 January 2016imported>Doug Williamson 2,839 bytes +453 Expand for alternative viewpoint: simultaneous borrowing and deposit. Source: BIS Quarterly Review, March 2008: http://www.bis.org/publ/qtrpdf/r_qt0803z.htm
  • curprev 13:0313:03, 3 January 2016imported>Doug Williamson 2,386 bytes +633 Explain reasons for favourable pricing, compared with outright spot and forward FX contracts.

17 December 2015

13 August 2015

29 November 2014

27 August 2013

28 June 2013

19 November 2012

  • curprev 17:1417:14, 19 November 2012imported>Doug Williamsonm 651 bytes −101 Amended wording to line up more closely with US statutory definitions as requested by John Grout in email to Doug Williamson of 17 Nov 2012.

23 October 2012