EUR CMS10Y definition
EUR CMS10Y means, in respect of each relevant Interest Period the annual swap rate for EUR swap transactions with a maturity of ten (10) years, expressed as a percentage, which appears on the Reuters Screen ISDAFIX2 Page (or any successor page to that page) under the heading “EURIBOR BASIS” and above the caption “11:00 a.m. FRANKFURT” as of 11 a.m. (Frankfurt time) on the relevant Interest Determination Date, as determined by the Calculation Agent.
EUR CMS10Y means, in respect of an Interest Period, the annual swap rate for euro swap transactions expressed as a percentage which is defined under and shall be determined by the Calculation Agent in accordance with the Floating Rate Option “EUR-ISDA-EURIBOR-Swap Rate-11:00” of the ISDA Definitions with a Designated Maturity of 10 years published daily on Reuters page ISDAFIX2 at 10:00 a.m. London Time.
EUR CMS10Y means, in respect of an Interest Period, the annual swap rate for euro swap transactions expressed as a percentage which is defined under and shall be determined by the Calculation Agent in accordance with the Floating Rate Option “EUR-ISDA-EURIBOR-Swap Rate-11:00”
More Definitions of EUR CMS10Y
EUR CMS10Y means the 10 Year Euro ISDA EURIBOR Swap Rate, which is further described in the 2006 ISDA Definitions under “EUR-ISDA- EURIBOR Swap Rate-11:00” (reference is to the Reuters Screen ISDAFIX2 Page under the heading “EURIBOR BASIS-EUR” and above the caption “11:00 AM FRANKFURT”) as of 11:00 a.m. Frankfurt time save that the Designated Maturity is 10 Years on each relevant day that such rate is published. The EUR CMS10Y rate is determined on the second TARGET Day prior to the start of any Interest Accrual Period.