Swap Spread
1. The difference between the negotiated and fixed rate of a swap. The spread is determined by characteristics of market supply and creditor worthiness.

2. The difference between the swap rate and the lending rate offered through other investment vehicles with comparable characteristics.

Investopedia Says:
Similar to equity spreads, the swap spread adjusts for every contract and the different participating parties.

Related Terms:
Quality Spread Differential - QSD
Spread
Swap
Swap Dealer

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