Credit Adjustment Spread Values For Risk Free Rates

Table of Credit Adjustment Spread values for Risk Free Rates

If you’re on a mobile device please rotate your screen to see the full table
	GBP	USD	CHF	YEN
Overnight	-0.0024	0.0064	-0.0551*	-0.0183*
1 week	0.0168	0.0383	-0.0705	-0.0198
1 month	0.0326	0.1144	-0.0571	-0.0292
2 months	0.0633	0.1845	-0.0231	-0.0044
3 months	0.1193	0.2616	0.0031	0.0083
6 months	0.2766	0.4282	0.0741	0.0580
12 months	0.4644	0.7151	0.2048	0.166
* Overnight CHF and YEN values refer to Spot/Next dates