Basis Swap
Definition
A swap whose cash settlement price is calculated based on the basis between a futures contract and the spot price of the underlying commodity or a closely related commodity on a specified date.
Related Terms Other terms related to 'Basis Swap' starting with the letter 'B' Bull, Boiler Room, Basis Grade, Buyer s Call, Broker Association Browse by Letter » A B C D E F G H I J K L M N O P Q R S T U V W Y Z
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