Short Term Interest Rate Swaps

Short-term interest rate swaps (IRS) cover maturities up to 2-years. ICAP is an acknowledged leader in the brokering of short-term IRS and we are consistently ranked in first place by Risk Magazine in US dollars, euro, Japanese yen, Sterling, Swiss francs and Canadian dollars.

Through i-Swap, ICAP now offers full electronic broking of all euro swaps, which is the biggest OTC derivatives market in the world. The platform is fully supported by major market-makers and is open to all dealers that have access to a clearing house for interest rate derivatives.

Other banks will continue to have access to the market through ICAP’s voice brokers.

ICAP has designated desks to cover specific currencies and maturity bands enabling us to offer a broking service across the range of international currencies. In many markets prices are also distributed by i-Swap.

Click here for more information on ICAP’s i-Swap platform.

Additional Information

Contact Details

  • Bangkok: + 66 2256 0885
  • Copenhagen: + 45 77 88 7616
  • Frankfurt: + 49 69 2 09 61
  • Hong Kong: + 852 2526 3991
  • Jakarta: + 6221 522 0371
  • Kuala Lumpur: + 603 2161 5830
  • Manila: + 632 888 0202
  • Mexico: + 1 212 815 9390
  • Mumbai: + 91 22 2288 4470
  • New York: + 1 212 815 6788
  • Seoul: + 82 2311 7611
  • Shanghai: + 86 21 3861 7800
  • Singapore: + 65 6329 9307
  • Sydney: + 612 9777 0851
  • Wellington: + 64 4 499 0009
  • i-Swap: + 44 (0)20 7000 5180