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
    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