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