Case File
efta-01388338DOJ Data Set 10OtherEFTA01388338
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01388338
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
Effective Date:
May 24, 2018
Termination Date:
Floating Rate Payer Payment Date
Fixing Date:
May 22, 2020, subject to adjustment in accordance
with the Following Business Day Convention
Business Days:
New York
Banking Day for Fixing Date:
US Government Securities Business Day
Fixed Amounts:
Fixed Amount Payer:
Counterparty
Fixed Amount:
USD 103,500.
Fixed Amount Payer Payment Date:
May 24, 2018, subject to adjustment in accordance
with the Following Business Day Convention
Floating Amounts:
Floating Rate Payer:
DBAG
Floating Rate Payer Payment Dates:
Two (2) Business Days following the Fixing Date
Floating Rate:
A rate calculated in accordance with the following
formula:
[MAX[0: ((FRO 1) - [FRO 2)) - Strike Swap Rate)))
Where:
"FRO1" means a rate determined by reference to
Floating Rate Option USD-ICESWAP1-Swap Rate
with a Designated Maturity of 10 years, provided that
in the definition of the relevant Floating Rate Option
and in the fallback Floating Rate Option referred to in
such definition (all as set out in the 2006 ISDA
Definitions) the phrase "Reset Date" shall be replaced
by "Fixing Date"
PRO 2" means a rate determined by reference to
Floating Rate Option USD-ICESWAP1-Swap Rate
with a Designated Maturity of 2 years, provided that
in the definition of the relevant Floating Rate Option
and in the fallback Floating Rate Option referred to in
such definition (all as set out in the 2006 ISDA
Definitions) the phrase "Reset Date" shall be replaced
by "Fixing Date"
"MAX' followed by a series of rates inside brackets,
means whichever is the greater of the rates
separated by a semi-colon inside those brackets
"Strike Swap Rate' means, 0.07%
NG310526M
2
CONFIDENTIAL - PURSUANT TO FED. R. CRI M. P. 6(e)
DB-SDNY-0091832
CONFIDENTIAL
SDNY_GM_00238016
EFTA01388338
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