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SWIGV Spread
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EFTA00731266.pdf
1 mentionEFTA00731266
922 $ 9.890.619 $ 8,824.41 2.9915 3 month LIBOR us0003m $ 9.890.619 0.2844 Borrowing cost (LIBOR +75)' 0.9827 'on 95% ol notional -0.850% SWIGV Spread Gain/(Loss) DV01 Impact 1 month (carry) 1 year (carry) 27.0 $ 158.839 $ 151.760 73.888 26.0 $ 150.015 $ 142.936 65.064 25.0 141,191 $
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