Published on 22 Jan 2014 • USA (National/Federal) |
Currency | US Dollar (USD) | US Dollar (USD) | Euro (EUR) |
Floating Rate Indexes | USD LIBOR | USD LIBOR | EURIBOR |
Trade Start Type | Spot Starting (T+2) | IMM Start Date (next two quarterly IMM start dates) | Spot Starting (T+2) |
Optionality | No | No | No |
Dual Currencies | No | No | No |
Notional | Fixed Notional | Fixed Notional | Fixed Notional |
Tenors | 2, 3, 5, 7, 10, 12, 15, 20, 30 years | 2, 3, 5, 7, 10, 12, 15, 20, 30 years | 2, 3, 5, 7, 10, 15, 20, 30 years |