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.:

• CNH/USD, AUD/USD, CAD/USD, DKK/EUR, DKK/USD, EUR/USD, GBP/USD, JPY/USD, NOK/EUR, SEK/EUR, PLN/EUR, TRY/USD, ZAR/USD
  
  

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