Category: Interest Rates

USD 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: U.S. Dollar
Floating Rate Indexes: LIBOR/LIBOR
LIBOR/Fed Funds
LIBOR/OIS
Including Spread over Treasuries
LIBOR/MXN-TIIE-Banxico (MXN IRS Benchmark)
LIBOR/ICP (CLP IRS Benchmark)
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

USD 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: U.S. Dollar (USD)
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

USD LIBOR 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: U.S. Dollar
Floating Rate Indexes: LIBOR
Stated Termination Date Range: 3 days to 3 years
Optionality: No
Dual Currencies: No
Conditional Notional Amounts: No

USD LIBOR 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: U.S.Dollar
Fixed Coupon:

http://www.sifma.org/services/standard-forms-and-documentation/swaps/
Floating Rate Indexes: LIBOR
Tenors: 1y, 2yrs, 3yrs, 5yrs, 7yrs, 10yrs, 15 yrs, 20 yrs, 30yrs
Effective Dates: IMM dates (3rd Weds of March, June, September, December)

USD LIBOR 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: U.S. Dollar (USD) (“OIS”)
Floating Rate Indexes: LIBOR
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