CMS Spread definition
CMS Spread means, in respect of each applicable Calculation Day during an applicable Interest Period, CMS30 minus CMS2, PROVIDED THAT:
CMS Spread means, in respect of each Calculation Day during an Interest Period, CMS30 minus CMS2, PROVIDED THAT:
CMS Spread means, for any Interest Determination Date, the 30-Year CMS Rate minus the 5-Year CMS Rate.
More Definitions of CMS Spread
CMS Spread means, in respect of any day, a percentage calculated by the Calculation Agent equal to (i) the 30-Year EUR CMS Rate for such day minus
CMS Spread means, in respect of any day, a percentage calculated by the Calculation Agent equal to
CMS Spread means the resultant figure of the following formula: (EUR CMS 10 years - EUR CMS 2 years);
CMS Spread means [currency][maturity1] – [currency][maturity2];
CMS Spread means a rate determined in accordance with the following formula:
CMS Spread means the rate, determined by the Calculation Agent, in accordance with the following formula :