The document contains two tables. The first table shows the Terminal Reference Swap Rate (CMS) and corresponding Terminal Payout as a percentage of notional. The second table provides historical data on 30-year EUR swap rates from June 2014 to March 2015, indicating a downward trend. The document also includes key information about the breakeven and strike price for a 1v CMS cap.
documents/vol00010-efta01457310-pdf.pdf
{"title":"30yr EUR Swaps and Breakeven for 1v CMS Cap","key_people":["Daniel Sabba"],"document_type":"tabular","document_subtype":"financial data","key_organizations":["Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0116804","SDNY_GM_00262988","EFTA01457310"]}