SMSN 966.0 -2.1772% TYT 2522.0 0.0% SMSD 806.0 0.2488% SMSN 966.0 0.625% RIGD 58.4 1.7422% RIGD 58.4 1.7422% SHEL 2439.0 0.1848% AZN 10124.0 -1.2678% BHP 1751.0 0.2577% HSBA 789.0 0.165% ULVR 4806.0 1.2003% CYPC 40.6 0.0% RIO 4398.0 1.0338% LLPC 1.5295 -99.0% DGED 109.66 0.1187% BP 359.4 1.4538% SBID 92.6 3.118% DGE 2071.0 -0.3369% GSK 1336.5 -0.6689% REL 3939.0 0.613%
SMSN 966.0 -2.1772% TYT 2522.0 0.0% SMSD 806.0 0.2488% SMSN 966.0 0.625% RIGD 58.4 1.7422% RIGD 58.4 1.7422% SHEL 2439.0 0.1848% AZN 10124.0 -1.2678% BHP 1751.0 0.2577% HSBA 789.0 0.165% ULVR 4806.0 1.2003% CYPC 40.6 0.0% RIO 4398.0 1.0338% LLPC 1.5295 -99.0% DGED 109.66 0.1187% BP 359.4 1.4538% SBID 92.6 3.118% DGE 2071.0 -0.3369% GSK 1336.5 -0.6689% REL 3939.0 0.613%

Zero Basis Risk Swap (ZEBRA)

Updated on August 29, 2023

A zero-basis risk swap (ZEBRA), also synonymised as ?perfect swap?, or ?actual rate swap? is an interest rate swap agreement between a municipality (agrees to receive a floating (variable) interest rate on an identified amount of principal from the intermediary) and a financial intermediary (receives a fixed rate of interest)

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