Fixed Rate and Floating Rate Swaps

On April 25, 1999, you receive an order to pay 10,000 USD at a 10% fixed rate and a 30/360 Day Count Basis, and receive 10,000 USD at a floating rate set to LIBOR (initial rate of 10%) and an Actual/360 Day Count Basis. The swap has a commencement date of April 27, 1999, and a term of 180 days.

Page Field Field Value

Deal Detail page

 

 

 

Unit

US001

 

Deal ID

TSWAP1

 

Instrument Type

IRSWAP

 

Transaction Date

04/23/1999

 

Instrument Base Type

Interest Rate Swap

Interest Rate Swap Details

 

 

 

Commencement Date

04/27/1999

 

Term

180

 

Maturity Date

10/24/1999

 

Swap Principals

Don't Swap

 

Forward Rate Options

Not a Forward Rate Agreement

 

Pay (group box)

 

 

Rate Type

Fixed

 

Rate

10.0

 

Interest Calculation

Interest Bearing

 

Day/Count Basis

30/360.

 

Notional Amount

1,000,000.00

 

Currency

USD

 

Receive (group box)

 

 

Rate Type

Floating

 

Rate

10.0

 

Interest Calculation

Interest Bearing

 

Day Count Basis

Actual/360

 

Notional Amount

1,000,000.00

 

Currency

USD

 

Reset Index

LIBOR

Interest Dates and Calculation

 

 

 

Repeat Interest Dates

Selected

 

Pay (group box)

 

 

Interest Frequency

Semi-Annual

 

Business Day Convention

Modified Following

 

Receive (group box)

 

 

Interest Frequency

Quarterly

 

Reset Frequency

Quarterly

 

Reset Rate Index Tenor

3 Month

 

Business Day Convention

Modified Following

 

Interest Calculation Pay

Day Counted Interest

Use Nominal Dates

 

Interest Calculation Receive

Day Counted Interest

Use Nominal Dates

 

Interest Date Rule — Pay

Backwards from Maturity Date

 

Interest Date Rule — Receive

Backwards from Maturity Date

 

Pay +/- Date Rules (group box)

 

 

Payment Date

Business Days-Paid in Arrears

 

Receive +/- Date Rules (group box)

 

 

Payment Date

Business Days-Paid in Arrears

 

+/-Payment Days

0

 

Reset Date

Set in Advance

 

+/-Payment Days

0

 

Accounting Treatment

Held to Maturity

 

Counterparty

TRBNK

 

Issuer

TRBNK

 

Guarantor

TRBNK

 

Description

180 Days to 1999-10-24 Pay USD 1.0m. @ 10% Receive USD 1.0m. @ LIBOR

 

Deal Status

Matured

Page Field Field Value

Settlement Instructions page

   

Payment Information

   
 

Our Settle Thru SetID

SHARE

 

Our Settle Thru Bank

TRBNK

 

Our Settle Thru Account

CHCK

 

Counterparty's Instructions

TRBKS

 

Payment Method

System Check

Receipt Information

   
 

Our Settle Into SetID

SHARE

 

Our Settle Into Bank

USBNK

 

Our Settle Into Account

CHCK

 

Our Settlement Instructions

TUS4P

Page Field Field Value

Interest and Payment Dates page

 

 

 

Leg

Type

Period End Date

Reset Date

Payment Date

Amount

Principal Balance

Rate Set

Rate

Interest Payment

Receive

Interest

07/27/1999

04/27/1999

07/27/1999

25,666.67

1,000,000.00

Selected

10.5

25,666.67

 

Leg

Type

Period End Date

Reset Date

Payment Date

Amount

Principal Balance

Rate Set

Rate

Interest Payment

Pay

Interest

10/24/1999

(blank)

10/25/1999

–49,166.67

–1,000,000.00

Selected

10.0

–49,166.67

 

Leg

Type

Period End Date

Reset Date

Payment Date

Amount

Principal Balance

Rate Set

Rate

Interest Payment

Receive

Interest

10/24/1999

07/27/1999

10/25/1999

25,555.56

1,000,000.00

Selected

10.0

25,555.56