Yield Curve Swaps CF lastSwp
| #AccrStart | #AccrEnd | #Fixing | #FixingStart | #FixingEnd | #Index | #AdjIndex | #PmtDate | #Amount | #Type | #Leg | #Dir | #Ccy | #AccrDC | #AccrDays | #AccrTime | #Gearing | #Spread | #Rate | #Notional | #InLegCF | #Details | #Counter |
| 01-Apr-2022 | 01-Jul-2022 | | | | | | 01-Jul-2022 | 0 | FixedRate | 1 | REC | LEG1CCY | 30/360 (US) | 90 | 0.25 | | | 0 | 1 | 1 | Variant#56 | 1 |
| 01-Apr-2022 | 01-Jul-2022 | 30-Mar-2022 | 01-Apr-2022 | 01-Jul-2022 | 0.004416235918922108 | 0.004416235918922108 | 01-Jul-2022 | -0.001116326301727533 | Ibor | 2 | PAY | LEG2CCY | Actual/360 | 91 | 0.2527777777777778 | 1 | 0 | 0.004416235918922108 | 1 | 1 | Variant#57 | 2 |
| 01-Jul-2022 | 03-Oct-2022 | | | | | | 03-Oct-2022 | 0 | FixedRate | 1 | REC | LEG1CCY | 30/360 (US) | 92 | 0.2555555555555555 | | | 0 | 1 | 2 | Variant#58 | 3 |
| 01-Jul-2022 | 03-Oct-2022 | 29-Jun-2022 | 01-Jul-2022 | 03-Oct-2022 | 0.003827583072967196 | 0.003827583072967196 | 03-Oct-2022 | -0.0009994244690525456 | Ibor | 2 | PAY | LEG2CCY | Actual/360 | 94 | 0.2611111111111111 | 1 | 0 | 0.003827583072967196 | 1 | 2 | Variant#59 | 4 |
| 03-Oct-2022 | 03-Jan-2023 | | | | | | 03-Jan-2023 | 0 | FixedRate | 1 | REC | LEG1CCY | 30/360 (US) | 90 | 0.25 | | | 0 | 1 | 3 | Variant#60 | 5 |
| 03-Oct-2022 | 03-Jan-2023 | 29-Sep-2022 | 03-Oct-2022 | 03-Jan-2023 | 0.004468817135008917 | 0.004468817135008917 | 03-Jan-2023 | -0.00114203104561339 | Ibor | 2 | PAY | LEG2CCY | Actual/360 | 92 | 0.2555555555555555 | 1 | 0 | 0.004468817135008917 | 1 | 3 | Variant#61 | 6 |
| 03-Jan-2023 | 03-Apr-2023 | | | | | | 03-Apr-2023 | 0 | FixedRate | 1 | REC | LEG1CCY | 30/360 (US) | 90 | 0.25 | | | 0 | 1 | 4 | Variant#62 | 7 |
| 03-Jan-2023 | 03-Apr-2023 | 29-Dec-2022 | 03-Jan-2023 | 03-Apr-2023 | 0.007086090057074834 | 0.007086090057074834 | 03-Apr-2023 | -0.001771522514268709 | Ibor | 2 | PAY | LEG2CCY | Actual/360 | 90 | 0.25 | 1 | 0 | 0.007086090057074834 | 1 | 4 | Variant#63 | 8 |
| 03-Apr-2023 | 03-Jul-2023 | | | | | | 03-Jul-2023 | 0 | FixedRate | 1 | REC | LEG1CCY | 30/360 (US) | 90 | 0.25 | | | 0 | 1 | 5 | Variant#64 | 9 |
| 03-Apr-2023 | 03-Jul-2023 | 30-Mar-2023 | 03-Apr-2023 | 03-Jul-2023 | 0.01182265210992407 | 0.01182265210992407 | 03-Jul-2023 | -0.002988503727786362 | Ibor | 2 | PAY | LEG2CCY | Actual/360 | 91 | 0.2527777777777778 | 1 | 0 | 0.01182265210992407 | 1 | 5 | Variant#65 | 10 |
| 03-Jul-2023 | 02-Oct-2023 | | | | | | 02-Oct-2023 | 0 | FixedRate | 1 | REC | LEG1CCY | 30/360 (US) | 89 | 0.2472222222222222 | | | 0 | 1 | 6 | Variant#66 | 11 |
| 03-Jul-2023 | 02-Oct-2023 | 29-Jun-2023 | 03-Jul-2023 | 03-Oct-2023 | 0.01615034051720467 | 0.01615034051720467 | 02-Oct-2023 | -0.004082447186293403 | Ibor | 2 | PAY | LEG2CCY | Actual/360 | 91 | 0.2527777777777778 | 1 | 0 | 0.01615034051720467 | 1 | 6 | Variant#67 | 12 |
| 02-Oct-2023 | 02-Jan-2024 | | | | | | 02-Jan-2024 | 0 | FixedRate | 1 | REC | LEG1CCY | 30/360 (US) | 90 | 0.25 | | | 0 | 1 | 7 | Variant#68 | 13 |
| 02-Oct-2023 | 02-Jan-2024 | 28-Sep-2023 | 02-Oct-2023 | 02-Jan-2024 | 0.01753623204156782 | 0.01753623204156782 | 02-Jan-2024 | -0.004481481521733999 | Ibor | 2 | PAY | LEG2CCY | Actual/360 | 92 | 0.2555555555555555 | 1 | 0 | 0.01753623204156782 | 1 | 7 | Variant#69 | 14 |
| 02-Jan-2024 | 02-Apr-2024 | | | | | | 02-Apr-2024 | 0 | FixedRate | 1 | REC | LEG1CCY | 30/360 (US) | 90 | 0.25 | | | 0 | 1 | 8 | Variant#70 | 15 |
| 02-Jan-2024 | 02-Apr-2024 | 28-Dec-2023 | 02-Jan-2024 | 02-Apr-2024 | 0.0138815052935446 | 0.0138815052935446 | 02-Apr-2024 | -0.003508936060312662 | Ibor | 2 | PAY | LEG2CCY | Actual/360 | 91 | 0.2527777777777778 | 1 | 0 | 0.0138815052935446 | 1 | 8 | Variant#71 | 16 |
