With more than 850 specialist advisers across a global network, ANZ is a trusted leader in the world’s financial markets and a leading provider of financial markets solutions in Asia.
We combine our local knowledge and regional representation to develop an understanding of the industries our clients operate in and provide insights into our clients’ strategic objectives. We use this understanding to deliver innovative solutions in foreign exchange, commodities, derivatives, fixed income, risk management and economic and market research.
We work closely with our expert teams in Asia and across our global network and provide corporate clients advisory services in foreign exchange, derivatives, fixed income and risk management.
ANZ offers a team of dealers, traders and operational staff who provide a range of products to service clients.
Our dynamic corporate and institutional sales and trading teams provide up-to-date market intelligence, advice, competitive pricing and timely execution of deals to our customers and in cooperation with experts in the ANZ network abroad all major and Asian currencies.
Forward exchange contracts
A forward exchange contract is a contract between two parties where one party contracts to sell and the other party contracts to buy a currency in exchange for another, on an agreed future date, at a rate of exchange fixed at the time the forward exchange contract is entered into.
- Contracts can be arranged to either buy or sell a foreign currency against your domestic currency, or against another foreign currency
- Available in all major currencies
- Available for any purpose such as trade, investment or other current commitments
For further explanation of product features, please speak to one of our dealers.
Interest rate products
ANZ has the expertise across a broad product spectrum in interest rate derivatives. Our product offerings include Interest Rate Swaps, Basis Swaps, and Forward Rate Agreements (FRAs).
Interest Rate Swap
Interest Rate Swaps are often used by firms to alter their exposure to interest-rate fluctuations, by swapping fixed-rate obligations for floating rate obligations, or vice versa. By swapping interest rates, a firm is able to alter its interest rate exposures and bring them in line with management's appetite for interest rate risk.
Basis swaps, an element of interest rate swaps, allow investors who are expecting a change in the relationships between interest rates, to position themselves for hedging or speculative purposes.
Forward Rate Agreement (FRA)
FRA is an over-the-counter contract between two parties that determines the rate of interest, or the currency exchange rate, to be paid or received on an obligation beginning at a future date. The contract determines the rates to be used along with the termination date and notional value. On this type of agreement, only the differential is paid on the notional amount of the contract.
Contact us to know more about Interest rate products.