| InterestRate:FRA |
USD-LIBOR-BBA |
|
250.00 |
12/18/2013 |
USD |
| InterestRate:IRSwap:Inflation |
MXN-CPI |
FIXED |
210.00 |
2/26/2016 |
MXN |
| InterestRate:FRA |
CAD-BA-CDOR |
|
140.00 |
5/13/2013 |
CAD |
| InterestRate:IRSwap:Basis |
USD-Federal Funds-H.15 |
USD-LIBOR-BBA |
130.00 |
2/25/2015 |
USD |
| InterestRate:FRA |
CAD-BA-CDOR |
|
110.00 |
5/13/2013 |
CAD |
| InterestRate:CrossCurrency:FixedFixed |
FIXED |
FIXED |
106.00 |
12/15/2020 |
CAD |
| InterestRate:CrossCurrency:Basis |
CAD-BA-CDOR |
USD-LIBOR-BBA |
100.21 |
2/26/2019 |
CAD |
| InterestRate:IRSwap:OIS |
FIXED |
USD-Federal Funds-H.15-OIS-COMPOUND |
100.00 |
1/15/2016 |
USD |
| InterestRate:CrossCurrency:FixedFloat |
FIXED |
USD-LIBOR-BBA |
62.16 |
2/8/2016 |
CNY |
| InterestRate:IRSwap:FixedFloat |
FIXED |
USD-LIBOR-BBA |
50.00 |
2/13/2013 |
USD |
| InterestRate:CrossCurrency:FixedFloat |
USD-LIBOR-BBA |
FIXED |
25.00 |
6/26/2015 |
USD |
| InterestRate:Exotic |
NONE |
|
25.00 |
4/1/2023 |
USD |
| InterestRate:FRA |
USD-LIBOR-BBA |
|
20.00 |
5/13/2013 |
USD |
| NA |
FIXED |
MXN-TIIE-FX |
2.00 |
2/24/2014 |
MXN |
| InterestRate:Exotic |
|
|
0.04 |
1/2/2014 |
USD |
| InterestRate:IRSwap:FixedFixed |
FIXED |
FIXED |
0.00 |
2/26/2013 |
USD |