Operation: Coupon Swaps
Operation Type: TBA
Settlement Dates: June 11, 2020 (Class A), June 17, 2020 (Class B), June 22, 2020 (Class C)
Total Amount (millions): $20
DATE | SELL | BUY | AMOUNT | SETTLEMENT DATE | |
Operation 1 | 5/26/2020 | FNCL 3.0 | FNCL 2.5 | $5 million | 6/11/2020 |
Operation 2 | 5/26/2020 | FNCI 3.0 | FNCI 2.5 | $5 million | 6/17/2020 |
Operation 3 | 5/27/2020 | G2SF 2.5 | G2SF 3.5 | $5 million | 6/22/2020 |
Operation 4 | 5/27/2020 | FNCL 3.5 | FNCL 4.0 | $5 million | 6/11/2020 |