The document outlines indicative transaction terms for a CMS Cap on a 30-year EUR CMS rate with a single look at expiry. It includes a table of terms such as strike rates, expiry, tail, ATMF, offer (mid) bps, and break-even rates. Additionally, it provides a terminal payout chart for 1% strike CMS Caps and a chart of EUR 30-year swap rates and breakeven for the 1-year CMS cap struck at 1.00%.
documents/vol00010-efta01457296-pdf.pdf
{"key_people":["Daniel"],"document_type":"tabular","reference_numbers":["DB-SDNY-0116780","SDNY_GM_00262964","EFTA01457296"]}