1 duplicate copy in the archive
EFTA Document EFTA01457296
Title Matchefta-efta01457296
Case Filesd-10-EFTA01457296Dept. of JusticeEFTA Document EFTA01457296
Unknown1p
Case File
sd-10-EFTA01457296Dept. of JusticeEFTA Document EFTA01457296
Other
Indicative Transaction Terms: Client buys: CMS Cap on 30y EUR CMS rate, Single Look at Expiry Terminal Payout: Notional ' max (Terminal CMS rate - strike, 0) Currency Strike 1. Expiry Tail ATMF 0 Offer (mid) bps I 26 Break Even 1. UR EUR EUR EUR EUR EUR 00% 1.00% 1.25% 1.25% 1.50% 1.50% 1y 2y 1y 2y 1y 2y Cisf 30y 30y 30y 30y 30y 94% 1.07% 0.94% 1.07% 0.94% 1.07% .... (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) 26% 1.46% 1.41% 1.59% 1.60%
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01457296
Pages
1
Persons
0
Integrity
Loading document viewer...
Forum Discussions
This document was digitized, indexed, and cross-referenced with 1,800+ persons in the Epstein files. 100% free, donor-supported, and independent. Donors see no ads.
Support This ProjectSupported by 1,550+ people worldwide
Annotations powered by Hypothesis. Select any text on this page to annotate or highlight it.