USD CMS 2y definition
USD CMS 2y means the rate for fixed float interest rate swaps in USD for a period of 2 years which appears on the Reuters Page ISDAFIX1 as of 11 am New York time on each calendar day. In case a calendar day is not a Business Day, the relevant rate is the rate displayed on the ISDAFIX1 page on the Business Day immediately prior to such calendar day.
USD CMS 2y means, in respect of the relevant Calculation Period, the USD-ISDA-Swap Rate with a maturity of two (2) years, expressed as a percentage, which appears on the Reuters Screen ICESWAP1 Page (or any successor page to that page) as of 11:00 a.m. (New York City time) on the relevant Interest Determination Date, as determined by the Calculation Agent.
USD CMS 2y means the rate for fixed float interest rate swaps in USD for a period of 2 years which appears on the
More Definitions of USD CMS 2y
USD CMS 2y means USD 2 YR Swap Rate (quoted on an semi- annually, 30/360 day basis) versus 3 month USD Libor (quoted on a quarterly, Act/360 basis) as quoted on Reuters Page
USD CMS 2y means the rate for fixed-for-floating interest rate swaps in USD with a maturity of 2 years, expressed as a percentage, which appears on the Reuters Page ICESWAP1 as of 11 am New York time on the Floating Rate Payer Determination Date;
USD CMS 2y means, in respect of each calendar day falling within an Interest Accrual Period, the rate for USD swaps with a maturity of 2 years, expressed as a percentage, which
USD CMS 2y means the mid-market annual swap rate expressed as a percentage for a U.S. Dollar interest rate swap transaction with a term equal to 2 years which appears on the Reuters Screen ISDAFIX1 Page as published at 11.00am New York City time two Business Days prior to the start of the relevant Interest Period as determined by the Calculation Agent in its absolute discretion,
USD CMS 2y means the USD-ISDA-Swap Rate with a designated maturity of 2 years, expressed as a percentage, as determined by ICE Benchmark Administration Limited as at the Specified Time, on the relevant Interest Determination Date, as published on the Relevant Screen Page (or such other page that may replace that page on that service or a successor service), subject to the fall back provisions in paragraph 3 below.