The document outlines various financial rate definitions related to United States Treasury securities and federal funds. It describes how rates are determined for different reset dates using mid-market yield-to-maturity and secondary market prices. It also includes a formula for calculating the USD-Federal Funds-H.15-OIS-COMPOUND rate.
doj/DataSet10/EFTA01388286.pdf
{"document_type":"legal","key_locations":["New York City"],"document_subtype":"financial rate definitions","key_organizations":["United States Treasury","Federal Reserve"],"reference_numbers":["DB-SDNY-0091760","SDNY_GM_00237944","EFTA01388286"]}