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A differential swap - also known as diff swap, index differential swap, cross currency interest rate swap or quanto swap - is a variation of an interest rate swap, distinguished by the fact that at least one (and possibly both) of the payment rates refers to a currency different from that of the notional principal.
00 Basis Differential Swap Year Month MCF ANR 2008 Dec 145,000 $1.
In addition, Callon recently entered into basis differential swaps that provide for a fixed price spread between the Midland and NYMEX prices for West Texas Intermediate oil.
All of the diesel differential and jet differential swaps, as well as the Gasoil Diff - Gasoil 50ppm FOB RDAM Barges vs.

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