Currency: | Sterling |
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) |
GBP 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:
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