Say today is 13rd Dec 2022, For a spot staring swap, its settlement date would be 15th Dec 2022 assuming the settlment offset is 2 days.

What is the settlement date for a one year forward starting swap trade ? is the settlement date 13rd Dec 2023 or 15th Dec 2023 ?

  • $\begingroup$ 15th - it's based on the effective date (settlement date). $\endgroup$
    – AKdemy
    Dec 16, 2022 at 7:58


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