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the swap menu

Total return, price return, basket, index, quanto, compo, dividend and funded swaps: what each one pays, and when you'd pick it.

concept note

every equity swap has two legs

One side pays the equity leg: what a stock, basket or index did. The other pays the funding leg: a rate on the notional. Everything on this page is a variation on what goes into each leg, and when it gets paid.

think of it like this
one kitchen, many dishes

A restaurant with one kitchen can serve the same ingredients many ways. The ingredients here are always a stock's return and a funding rate. A total return swap serves both, with dividends included. A price return swap leaves the dividends out. A quanto serves a Hong Kong dish on a US-dollar plate. Picking a swap means picking the dish that matches what you actually want to eat.

the menu

SwapYou receive (as the long)You payUse it whenIn one line
Total return swap (single stock) price move + dividends SOFR/HIBOR + spread you want leveraged or off-balance-sheet exposure to one name renting a single stock
Price return swap price move only a lower rate, since the dealer keeps the dividends dividends are awkward (tax, forecasting) or irrelevant the stock without its income
Portfolio / basket swap the basket's total return funding on the whole basket, reset monthly running a whole long/short book synthetically at a prime broker renting a whole portfolio under one agreement
Index swap an index's total return funding + spread you want index exposure without quarterly futures rolls a future with no expiry and an explicit rate
Fixed-rate funding swap equity return a fixed rate agreed today you want to remove funding-rate uncertainty for the term a fixed-rate mortgage instead of a variable one
Quanto swap a foreign stock's return, paid in your currency at a fixed FX rate funding in your currency you want HK stock performance with no USD/HKD risk a Hong Kong stock on a US-dollar plate
Compo (cross-currency) swap a foreign stock's return converted at the spot FX rate funding, usually in your currency you want the stock and the currency exposure a foreign stock, with the currency move included
Dividend swap dividends actually paid a fixed dividend amount agreed today trading or hedging dividends on their own betting on the income, not the price
Funded swap / note the equity return the whole notional, up front the buyer can't hold derivatives but can hold a note paying for the flat in full, but through a contract

how i'd choose

Start from the question which risks do I want? Only the price: price return swap. Price plus dividends: total return swap. The foreign stock without the currency: quanto. The currency as well: compo.

Then ask which costs can I control? Floating funding is cheaper on day one but uncertain; fixed funding costs a little more and is certain. A basket swap saves paperwork and nets margin across names; single-name swaps give cleaner pricing per name.

why the quanto needs a correlation

If a HK stock tends to fall when the HKD weakens, the dealer paying you a fixed-FX USD return loses twice in the same scenario. So quanto pricing adjusts the stock's expected drift by −ρ · σstock · σFX. With the HKD pegged, σFX is tiny, so the adjustment is small. For a JPY or KRW stock it can matter a lot.

in one line each
  • Every equity swap is an equity leg against a funding leg.
  • The variations change what's inside each leg: dividends, currency, fixed or floating.
  • Pick by the risks you want to keep, then by the costs you want to control.
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rates fetched 2026-09-18 10:58 · sources and method