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| treasury :: derivatives |
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IRS and FRA
Indicative RM Interest Rate Swap (IRS) & Forward Rate Agreement (FRA)
Derivatives3-Jul-09
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IRS
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FRA
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TENOR
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RATES
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TERM
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RATES
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1 YEAR | 2.30/2.20 | 3 X 6 | 2.20/2.10 |
2 YEARS | 2.70/2.60 | 3 X 9 | 2.20/2.10 |
3 YEARS | 3.10/3.00 | 6 X 9 | 2.20/2.10 |
4 YEARS | 3.45/3.35 | 6 X 12 | 2.45/2.35 |
5 YEARS | 3.80/3.70 | Odd Date | PleaseCall |
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Last update : 3-Jul-09 at 8:26:25 AM
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