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Interest rates / United States housing bubble / Interest rate swap / Libor / Swap / Notional amount / Derivative / Interest rate derivative / Forward rate agreement / Financial economics / Economics / Finance


December 5, 2012 Explanation of LIBOR Review Data The following LIBOR Review tables provide an aggregate summary based on a subset of Interest Rate derivative transactions (IRS) that have been registered in DTCC Derivat
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Document Date: 2013-11-11 11:51:18

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Company

Barclays Capital BNP Paribas Bank of America / Goldman Sachs & Co / Paired Trade / Societe Generale UBS AG Wells Fargo Bank / HSBC / Morgan Stanley / The Royal Bank of Scotland Group / DTCC Derivatives Repository Ltd / Unpaired Trade / Merrill Lynch Citibank Credit Suisse Deutsche Bank AG / Royal Bank of Canada / Interactive Data Corporation / /

Currency

USD / /

IndustryTerm

sub-products / insurance / /

Organization

Bank of Canada / /

Position

Dealer / Page Non-Dealer / /

PublishedMedium

the LIBOR Review / /

URL

www.interactivedata.com / /

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