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Equity swap

A swap exchanging the return on a stock, basket or index for a floating financing rate, used for synthetic exposure, hedging and cross-border access.

An investor receiving the equity leg gains and loses as the shares do, including dividends at an agreed rate, while paying a funding spread. No shares are bought, so there is no settlement, no custody and often no local tax or registration to handle.

This makes equity swaps the standard route into markets with foreign ownership restrictions or heavy registration requirements, and a convenient way for hedge funds to express short exposure where borrow is difficult.

Costs to check are the financing spread, the dividend pass-through percentage, and reset frequency. Tax treatment of the synthetic dividend differs from an actual dividend in many jurisdictions and has been the subject of significant regulatory attention.

Related: total-return-swap, contract-for-difference, short-selling, prime-broker, dividend, counterparty-risk

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Bid-ask spread in an order bookSell orders stacked above buy orders with a gap between the best of each.SELLERS (asks)50.0690050.051,40050.0460050.011,10050.002,30049.99800spread = 0.03BUYERS (bids)
The bid-ask spread. Buy orders sit below, sell orders above, and the gap between the best bid (50.01) and best ask (50.04) is the spread you pay to cross. Bar length shows the size resting at each price.

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