Mid-Swap Yield definition
Mid-Swap Yield. 2019 Notes: 1.654% 2024 Notes: 2.125% Spread to Mid-Swap Yield: 2019 Notes: +55 basis points 2024 Notes: +87 basis points Settlement Date (T+5): May 30, 2012 CUSIP/ISIN: 2019 Notes: 718172 AQ2/XS0787510618 2024 Notes: 718172 AR0/XS0787527349 Listing: Application will be made to list the 2019 Notes and the 2024 Notes on the New York Stock Exchange.
Examples of Mid-Swap Yield in a sentence
Benchmark Mid-Swap Maturity: 10-year Benchmark Mid-Swap Yield: 1.615% Spread to Mid-Swap: 120 basis points Benchmark Government Security: DBR 1.50% due February 15, 2023 Benchmark Government Security Yield 1.363% Spread to Benchmark Government Security: 145.2 basis points Yield to Maturity (annual): 2.815% Interest Payment Date: May 19 of each year, beginning on May 19, 2014.