Cross Currency Spread (CCIRS)

The Cross-Currency Swap is a transactions where two parties agreed to exchange future interest payments against other based interest and principal denominated in two different currencies. Transactions can vary a lot and can include variable, fixed interest rates, or both.


Data-Bond service includes currency spread information from many currency-pairs.

As curve building is a complex process, including many different rate classes and rates, most of our clients are using Advanced Rates Service to use our ready-to-use curves.


Currency Spread are availabe from many currency pairs e.g.:



Notice that All rates are unbiased and non-position influenced.