USD LIBOR Interest Rate Swap: Basis

    The terms and conditions of the swap as established by the DCO in its rules or bylaws are incorporated by reference herein and are the terms and conditions of the swap. The swaps have the following characteristics:

    Currency: U.S. Dollar
    Floating Rate Indexes: LIBOR/LIBOR
    LIBOR/Fed Funds
    Including Spread over Treasuries
    LIBOR/MXN-TIIE-Banxico (MXN IRS Benchmark)
    LIBOR/ICP (CLP IRS Benchmark)
    Stated Termination Date Range: 28 days to 50 years
    Spot & Forward starting, and broken dates (bespoke tenors)
    Optionality: No
    Dual Currencies: No
    Conditional Notional Amounts: No