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EFTA Document EFTA01457308
Title Matchefta-efta01457308
Case Filesd-10-EFTA01457308Dept. of JusticeEFTA Document EFTA01457308
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Case File
sd-10-EFTA01457308Dept. of JusticeEFTA Document EFTA01457308
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001 101 '021 4031•041 .051'061 '07 '081 1991110I '111 1121 .13 14 • In the below table we have included indicative pricing (as of 4/28 close) for 1 and 2yr expiries, and 1.00%, 1.25% and 1.50% strikes. In addition, for the 1y CMS cap struck at 1.00%. we have included a terminal payout diagram and a chart showing the strike and breakeven level on the 30yr EUR Swap 1 year chart (Chart 2) Chart 1 (time series of European rates) ED 10yr Bund Yields (R1) • 30yr Bur4 Yields (L1) • 10yr Bill S
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Dept. of Justice
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sd-10-EFTA01457308
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