Basis SwapsA basis swap constitutes an interest rate swap whereby there is exchange of floating rate payments in the same or different currencies. It is vital mechanism for the management of liability exposure.
The highly-rated London team of basis swap professionals broke single and cross currency basis swaps in the whole range of currencies and from the very front end out to 30 years. Euro/dollar basis constitutes the bulk of our transactions, but we offer markets in cable, Australian dollars, Swiss francs, yen, and the Scandinavian currencies as well.
Customers using basis swaps need to be able to shift large amounts of risk quickly and subtly, and ICAP provides an unrivalled venue for that task.