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ap Rates: 9.00% 8.00% 7.00% 6.00% 5.00% 4.00% 3.00% 2.00% 1.00% Al 514 0 010 4) \O* nc, foe, itt„.0-‘ +04 43.;\ +04 s cp Source: Bloomberg Mao; Payout comtitgaill OII tuissat Tito cookitimi ID) M %of Rofiere me Spot 120 Indicative Transaction Terms: Notional: USD 10mm Expiry: 1 Year
nc, foe, itt„.0-‘ +04 43.;\ +04 s cp Source: Bloomberg Mao; Payout comtitgaill OII tuissat Tito cookit
cookitimi ID) M %of Rofiere me Spot 120 Indicative Transaction Terms: Notional: USD 10mm Expiry: 1 Year Payout: SPX 90% Put subject to l0y USD CMS rate > ATMF + 40bps at expiry (ISDAFIX3) Offer: 1.00% Vanilla ref: 4.00% Ref SPc1: 2069 Ref l0y ATMF: 2.265% (this is vanilla swap forward ref
S %a 441., cid o sk +04 43A, 4," tit Source: Bloomberg Indicative Transaction Terms: Notional: USD 10
o sk +04 43A, 4," tit Source: Bloomberg Indicative Transaction Terms: Notional: USD 10mm Expiry: 1 Year Payout: SPX 90% Put subject to l0y USD CMS rate > ATMF + 40bps at expiry (ISDAFIX3) Offer: 1.00% Vanilla ref: 4.00% Ref SPc1: 2069 Ref 10y ATMF: 2.265% (this is vanilla swap forward ref
& \`>< CFA' ‘1%-3A +134 ‘464. Pqc 0C‘ Source: Bloomberg Indicative Transaction Terms: Notional: USD 10
%-3A +134 ‘464. Pqc 0C‘ Source: Bloomberg Indicative Transaction Terms: Notional: USD 10mm Expiry: 1 Year Payout: SPX 90% Put subject to l0y USD CMS rate > ATMF + 40bps at expiry (ISDAFIX3) Offer: 1.00% Vanilla ref: 4.00% Ref SPc1: 2069 Ref l0y ATMF: 2.265% (this is vanilla swap forward ref
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