#InterestRateSwap

Yonhap Infomax Newsinfomaxkorea
2026-03-13

South Korea's interest rate swap (IRS) rates climbed across all tenors on March 13, with the 10-year rising 7.50bp to 3.6450%, driven by credit market weakness and futures rollover demand as cross-currency swap basis inversion widened

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2026-03-12

South Korea's interest rate swap (IRS) rates rose modestly on March 12 despite surging oil prices, as Bank of Korea officials' commitment to market stability limited losses, with the 1-year IRS rate up 2.50bp to 2.9825% while swap basis inversion narrowed across tenors.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2026-03-06

South Korea's interest rate swap (IRS) rates climbed on March 6, with the 1-year rate rising 0.75bp to 2.9425% and 3-5 year tenors gaining 3.75-4.25bp amid strong bidding activity, while CRS (SOFR) rates showed mixed movements as oil prices surged, according to market dealers.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2026-02-19

Nomura Securities maintains its 2-5 year curve flattener strategy for South Korean interest rate swaps, citing defensive positioning in the belly of the curve and attractive valuations, while highlighting ongoing financial stability concerns and a hawkish outlook from the Bank of Korea.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2026-02-13

NH Investment & Securities and Hana Securities executed South Korea's first simultaneous IRS and Treasury futures trade, a 10 billion won ($7.5 million) deal, marking a step toward more efficient capital management and aligning the domestic market with global trading practices.



en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2026-02-06

South Korea's interest rate swap (IRS) rates rose across all maturities on February 6, with market participants attributing the move to unwinding of existing positions rather than new bets, while swap basis inversion widened further.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2026-01-19

South Korea’s bond market is pricing in rate hike risks as the Bank of Korea ends its easing stance, with mid- to short-term bond swap spreads widening amid increased hedging and reduced foreign investor support.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2026-01-12

Global investment banks are split on South Korean government bond strategies amid the AI supercycle, with Citi seeing limited upside and Nomura maintaining a Korea-Taiwan pair trade as WGBI inclusion nears.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2026-01-08

Short-term interest rate swaps in South Korea rose as negotiable CD rates fell, driving strong short-end bids, while swap basis inversion widened in the short-term segment.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2026-01-07

South Korea's interest rate swap (IRS) rates declined across all maturities, with the 1-year IRS falling to 2.7300% and the 5-year to 3.1375%, as negotiable certificates of deposit (CDs) traded lower, while swap basis inversion narrowed amid shifting market sentiment.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2025-12-26

South Korea accelerates its transition from the Certificate of Deposit (CD) rate to the Korea Overnight Financing Repo Rate (KOFR) as the new short-term market benchmark, with regulators pushing for full adoption by 2026 and increased KOFR-based transactions in 2025.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2025-12-18

South Korea's interest rate swap (IRS) rates declined across all maturities on December 18, with short- to mid-term offers dominating and the swap basis inversion narrowing, reflecting a steepening curve in the Seoul bond market.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2025-12-12

Interest rate swap (IRS) rates in Seoul declined on December 12, with swaps outperforming the cash market; the 1-year IRS fell 4bp to 2.8225%, and swap basis inversion narrowed as both IRS and CRS (SOFR) rates dropped across maturities.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2025-12-08

South Korea’s interest rate swap (IRS) rates rose across all tenors, with short-term segments showing strong offer-side demand, while swap basis inversion widened in the 1-year segment.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2025-12-04

South Korea’s CD rate, a key short-term market benchmark, is under scrutiny for lagging market shifts and distorting signals, prompting calls for alternatives like KOFR as volatility rises.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2025-12-02

South Korea's interest rate swap (IRS) rates declined across most tenors on December 2, tracking gains in futures led by foreign investors, while swap basis inversion narrowed as CRS (SOFR) rates mostly fell.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2025-12-01

South Korea's interest rate swap (IRS) rates rose across all maturities, with both foreign and domestic institutions showing strong bid activity, while swap basis inversion trends diverged by tenor.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2025-11-28

South Korea’s bond market slumped as brokerages accelerated stop-loss selling after the Bank of Korea signaled a reduced dovish stance, driving yields higher and intensifying bearish sentiment amid weak year-end demand.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2025-11-21

South Korea’s interest rate swap (IRS) rates declined across all maturities on November 21, with the 5-year IRS falling to 2.9675% as the market tracked futures movements; CRS (SOFR) rates also mostly dropped, narrowing the swap basis inversion.

en.infomaxai.com/news/articleV

Yonhap Infomax Newsinfomaxkorea
2025-11-19

South Korea’s short-term bond swap spread has widened to its highest level in a year, driven by a surge in CD rates and relative strength in Monetary Stabilization Bonds, prompting increased buying interest in short-term IRS and signaling continued market volatility.

en.infomaxai.com/news/articleV

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