The document outlines various financial rate definitions and methodologies for determining rates on reset dates. It includes definitions for USD-TIBOR-Reference Banks, USD-Treasury Rate-T500, USD-Treasury Rate-ICAP BrokerTcc, and USD-Treasury Rate-SwapMarker99. These definitions describe how rates are calculated based on quotations from reference banks, mid-market yields, and secondary market prices.
doj/DataSet10/EFTA01388285.pdf
{"document_type":"legal","key_locations":["New York City","Tokyo"],"document_subtype":"financial rate definitions","key_organizations":["Reference Banks","ICAP","Reuters"],"reference_numbers":["DB-SDNY-0091759","SDNY_GM_00237943","EFTA01388285"]}