A swap quote of libor/fixed 5 year swap at 85/95 over 5 year treasury

1.	A swap quote of libor/fixed 5 year swap at 85/95 over 5 year treasury by a bank means that
Answer» Explanation: A SWAP quote of LIBOR/fixed 5 year swap at 85/95 over 5 year treasury by a BANK means that the bank is willing to PAY 5 year treasury+ 85 basis points and receive Libor. The bank is willing to receive 5 year treasury +95 basis points and pay LIBOR. Hope it will HELP yu

A swap quote of libor/fixed 5 year swap at 85/95 over 5 year treasury by a bank means that

Answer»

Explanation:

A SWAP quote of LIBOR/fixed 5 year swap at 85/95 over 5 year treasury by a BANK means that the bank is willing to PAY 5 year treasury+ 85 basis points and receive Libor. The bank is willing to receive 5 year treasury +95 basis points and pay LIBOR.

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A swap quote of libor/fixed 5 year swap at 85/95 over 5 year treasury by a bank means that

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