Table of Credit Adjustment Spread (CAS) values for Risk Free Rates

If viewing this table on a mobile device please turn your device to landscape mode.

 

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

 

 

CAS value for Allied Irish Bank (GB) / AIB (NI) Base rate 

 

 

0.05