Epstein Index›Documents›EFTA01489420
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Epstein File EFTA01489420: Asset (DS10)

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A financial derivatives document detailing an interest rate swap transaction with a receiver swaption call valued at $10,000,000. The swap has a strike rate of 4.25%, uses 30/360 day count convention versus 3-month LIBOR, and has an expiration date of May 28, 2010. Deal number 5163369 is referenced.

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Loss Other P 1 RECEIVER SWAPTION CALL 1.00 N/A 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 05/28/2010 DEAL 5163369 Underlying **Asset**

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Source: U.S. Department of Justice

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