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- Definition
Average monetary amount specified by the derivative asset(s) for the period presented. Expressed as an absolute value. No definition available.
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- Definition
Average monetary amount specified by the derivative liabilitly(ies) for the period presented. Expressed as an absolute value. No definition available.
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- Definition
Gain (loss) related to the early termination of interest rate swap or swaption contract. No definition available.
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- Definition
Net interest spread on interest rate swap and swaption agreements, at fair value. No definition available.
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- Definition
Gain (loss) related to the early termination of credit default swap contract. No definition available.
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- Definition
Amount received or paid for full settlement of the associated interest spread receivable/liability upon early termination of credit default swap contracts during the period presented. No definition available.
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- Definition
Notional amount of credit default swap positions terminated during the period presented. No definition available.
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- Definition
Number of credit default swaps positions terminated during the period presented. No definition available.
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- Definition
Amount paid for full settlement of the associated interest spread liability upon early termination of interest rate swap and swaption contracts during the period presented. No definition available.
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- Definition
Notional amount of interest rate swap or swaption positions terminated during the period presented. No definition available.
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- Definition
Number of interest rate swap or swaption positions terminated during the period presented. No definition available.
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- Details
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