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25 Sep 2010 If an FX dealer quotes a currency rate - say USDCHF - as 0.9877 that means USD is the base currency and CHF the term If a client trades at the quoted rate, then the dealt currency is the one… Quote conventionsIn "ecns".

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19 Apr 2013 convention is to quote the spread against the non-USD leg. .. To price a cross-currency basis swap, we need the FX forward rate, as well as