The document provides details on the fair value of interest rate swaps as of December 31, 2014 and 2013. It includes balance sheet classifications, notional amounts, and fair value movements for derivatives not designated as hedges. The document also outlines the maturities of interest rate swaps and the nature of the interest rate swap agreements.
documents/vol00010-efta01367063-pdf.pdf
{"document_date":"2014-12-31","document_type":"tabular","reference_numbers":["DB-SDNY-0058591","SDNY_GM_00204775","EFTA01367063"]}