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Basis Swaps

A basis swap is an interest rate swap where there is an exchange of floating rate payments in the same or different currencies. It is a vital mechanism for the management of liability exposure.

ICAP’s highly-rated team of basis swap professionals broker single and cross currency basis swaps in the whole range of currencies and from the very front end out to 30 years. Euro/USD basis constitutes the bulk of our transactions, but we also offer markets in cable, Australian dollars, Swiss francs, yen and the Scandinavian currencies.

Customers using basis swaps need to be able to transact large amounts of risk quickly and subtly, and ICAP provides an unrivaled venue for that task.