Colombian Peso Interest Rate Swap: Basis

The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
   
Currency: Colombian Peso (COP)
Floating Rate Indexes: Tasa de cambio del peso colombiano (TRM)
Stated Termination Date Range: As negotiated between the parties
Spot & Forward starting, and broken dates (bespoke tenors)
Optionality: No
Dual Currencies: No
Conditional Notional Amounts: No

Colombian Peso Interest Rate Swap: Fixed-to-Floating

The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
   
Currency: Colombian Peso (COP)
Floating Rate Indexes: Tasa de cambio del pero colombiano (TRM)
Stated Start Date Range: As negotiated between the parties
Spot & Forward starting, and broken dates (bespoke tenors)
Optionality: No
Dual Currencies: No
Conditional Notional Amounts: No

Colombian Peso Interest Rate Swap: Forward Rate Agreement

The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
   
Currency: Colombian Peso (COP)
Floating Rate Indexes: Tasa de Cambio del peso colombiano (TRM)
Stated Termination Date Range: As negotiated between the parties
Optionality: No
Dual Currencies: No
Conditional Notional Amounts: No

Euro EURIBOR Interest Rate Swap: Basis

The terms and conditions of the swap as established by the DCO in its rules or bylaws are incorporated by reference herein and are the terms and conditions of the swap. The swaps have the following characteristics:
   
Currency: Euro (EUR)
Floating Rate Indexes: EURIBOR/EURIBOR
EURIBOR/SONIAS
Stated Termination Date Range: 28 days to 50 years
Spot & Forward starting, and broken dates (bespoke tenors)
Optionality: No
Dual Currencies: No
Conditional Notional Amounts: No

Euro EURIBOR Interest Rate Swap: Fixed-to-Floating

The terms and conditions of the swap as established by the DCO in its rules or bylaws are incorporated by reference herein and are the terms and conditions of the swap. The swaps have the following characteristics:
   
Currency: Euro (EUR)
Floating Rate Indexes: EURIBOR
Stated Start Date Range: 28 days to 50 years
Spot & Forward starting, and broken dates (bespoke tenors)
Optionality: No
Dual Currencies: No
Conditional Notional Amounts: No

Euro EURIBOR Interest Rate Swap: Forward Rate Agreement

The terms and conditions of the swap as established by the DCO in its rules or bylaws are incorporated by reference herein and are the terms and conditions of the swap. The swaps have the following characteristics:
   
Currency: Euro (EUR)
Floating Rate Indexes: EURIBOR
Stated Termination Date Range: 3 days to 3 years
Optionality: No
Dual Currencies: No
Conditional Notional Amounts: No

Euro EURIBOR Interest Rate Swap: Market Agreed Coupon

The terms and conditions of the swap as established by the DCO in its rules or bylaws are incorporated by reference herein and are the terms and conditions of the swap. The swaps have the following characteristics:
   
Currency: Euro
Fixed Coupon:

http://www.sifma.org/services/standard-forms-and-documentation/swaps/

Floating Rate Indexes: EURIBOR
Tenors: 1y, 2yrs, 3yrs, 5yrs, 7yrs, 10yrs, 15 yrs, 20 yrs, 30yrs
Effective Dates: IMM dates (3rd Weds of March, June, September, December)

Euro EURIBOR Interest Rate Swap: Overnight Index

The terms and conditions of the swap as established by the DCO in its rules or bylaws are incorporated by reference herein and are the terms and conditions of the swap. The swaps have the following characteristics:
   
Currency: Euro (EUR) (“EONIAS”)
Floating Rate Indexes: EURIBOR
Stated Termination Date Range: 7 days to 50 years
Spot & Forward starting, and broken dates (bespoke tenors)
Optionality: No
Dual Currencies: No
Conditional Notional Amounts: No

GBP LIBOR Interest Rate Swap: Basis

The terms and conditions of the swap as established by the DCO in its rules or bylaws are incorporated by reference herein and are the terms and conditions of the swap. The swaps have the following characteristics:
   
Currency: Sterling (GBP)
Floating Rate Indexes: LIBOR/LIBOR
LIBOR/SONIAS
Stated Termination Date Range: 28 days to 50 years
Spot & Forward starting, and broken dates (bespoke tenors)
Optionality: No
Dual Currencies: No
Conditional Notional Amounts: No

GBP LIBOR Interest Rate Swap: Fixed-to-Floating

The terms and conditions of the swap as established by the DCO in its rules or bylaws are incorporated by reference herein and are the terms and conditions of the swap. The swaps have the following characteristics:
   
Currency: Sterling (GBP)
Floating Rate Indexes: LIBOR
Stated Start Date Range: 28 days to 50 years
Spot & Forward starting, and broken dates (bespoke tenors)
Optionality: No
Dual Currencies: No
Conditional Notional Amounts: No