FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea product image in hero

FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea

FinPricing
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Volume
100K
records
Data Quality
100%
market quotes
Avail. Format
.json
File
Coverage
59
Countries

Data Dictionary

Product Attributes
Attribute Type Example Mapping
tenor
5 years

Description

Cross currency swap differs from single currency swaps in that the interest rate payments on the two legs are in different currencies. At inception of the trade, the notional principal amounts in the two currencies are usually set to be fair given the spot exchange rate. Contrary to single currency swap, there is an exchange of principals at inception and maturity, or even in each period of the swap. Cross currency swaps are powerful instruments to transfer assets or liabilities from one currency to another. The market charges for this is a liquidity premium – the cross-currency basis spread. Thus, the market quoted cross-currency basis spreads usually relative to a liquidity benchmark. For a cross currency trade between one currency and another currency. If there is a higher demand for the currency, the party lending the dollar will ask for a premium. This premium is referred to as the cross currency basis. In general, the cross currency basis is a measure of the dollar shortage in the market. The more negative the basis is, the more severe the shortage. Cross currency basis is an important element of currency management. To price a cross-currency product, the cross-currency basis spread has to be taken into account by adjusting either discounting or forecasting curves. For domestic currency investor, negative basis can work in their favor when they hedge currency exposures. For foreign investors, however, the basis can increase their hedging cost.

Country Coverage

Asia (3)
Hong Kong
Japan
Korea (Republic of)
Europe (51)
Albania
Andorra
Austria
Belarus
Belgium
Bosnia and Herzegovina
Bulgaria
Croatia
Czech Republic
Denmark
Estonia
Faroe Islands
Finland
France
Germany
Gibraltar
Greece
Guernsey
Holy See
Hungary
Iceland
Ireland
Isle of Man
Italy
Jersey
Latvia
Liechtenstein
Lithuania
Luxembourg
Macedonia (the former Yugoslav Republic of)
Malta
Moldova (Republic of)
Monaco
Montenegro
Netherlands
Norway
Poland
Portugal
Romania
Russian Federation
San Marino
Serbia
Slovakia
Slovenia
Spain
Svalbard and Jan Mayen
Sweden
Switzerland
Ukraine
United Kingdom
Åland Islands
North America (3)
Canada
Mexico
United States of America
Oceania (2)
Australia
New Zealand

Volume

100,000 records

Pricing

Free sample available
FinPricing has not published pricing information for this product yet. You can request detailed pricing information below.

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Quality

Self-reported by the provider
100%
market quotes

Delivery

Methods
Streaming API
Feed API
Frequency
daily
Format
.json

Use Cases

Investing
Risk Management
Currency Valuation
Portfolio Management
Wealth Management

Categories

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Frequently asked questions

What is FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea?

Cross currency basis is an important element of currency management. To price a cross-currency product, the cross-currency basis spread has to be taken into account by adjusting either discounting or forecasting curves.

What is FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea used for?

This product has 5 key use cases. FinPricing recommends using the data for Investing, Risk Management, Currency Valuation, Portfolio Management, and Wealth Management. Global businesses and organizations buy Forex Data from FinPricing to fuel their analytics and enrichment.

Who can use FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Forex Data. Get in touch with FinPricing to see what their data can do for your business and find out which integrations they provide.

Which countries does FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea cover?

This product includes data covering 59 countries like USA, Japan, Germany, United Kingdom, and France. FinPricing is headquartered in Canada.

How much does FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea cost?

Pricing information for FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea is available by getting in contact with FinPricing. Connect with FinPricing to get a quote and arrange custom pricing models based on your data requirements.

How can I get FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea?

Businesses can buy Forex Data from FinPricing and get the data via Streaming API and Feed API. Depending on your data requirements and subscription budget, FinPricing can deliver this product in .json format.

What is the data quality of FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea?

FinPricing has reported that this product has the following quality and accuracy assurances: 100% market quotes. You can compare and assess the data quality of FinPricing using Datarade’s data marketplace.

What are similar products to FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea?

This product has 3 related products. These alternatives include Foreign Exchange Rates FX Data 175 currencies 20+ Years History, InfoTrie Currency Data - FOREX Data and Cryptocurrency Market Data Globally, and CoinAPI: Crypto Trade Data Trade-by-Trade Data Real-Time & Historical Trading data 350+ Exchanges CEX & DEX. You can compare the best Forex Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request