The document outlines the determination of EUR-Annual Swap Rates for euro swap transactions with specified maturities. It details the sources for obtaining these rates, such as Bloomberg and Reuters screens, and the fallback procedures if the rates are not available on these platforms.
doj/DataSet10/EFTA01388257.pdf
{"document_type":"legal","key_locations":["London"],"document_subtype":"financial agreement","key_organizations":["Bloomberg","Reuters"],"reference_numbers":["DB-SDNY-0091719","SDNY_GM_00237903","EFTA01388257"]}