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3
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Organization referenced in documents
Document Mentions (3)
EFTA01363472.pdf
1 mentionEFTA01363472
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
EFTA01385908.pdf
1 mentionEFTA01385908
%-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
EFTA01457184.pdf
1 mentionEFTA01457184
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
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