Operation: Coupon Swaps
Operation Type: TBA
Settlement Dates: December 14, 2020 (Class A), December 16, 2020 (Class B), December 21, 2020 (Class C)
Total Amount (millions): $20
DATE | SELL | BUY | AMOUNT | SETTLEMENT DATE | |
Operation 1 | 12/1/2020 | FNCL 2.5 | FNCL 3.0 | $5 million | 12/14/2020 |
Operation 2 | 12/1/2020 | FNCI 2.0 | FNCI 2.5 | $5 million | 12/16/2020 |
Operation 3 | 12/3/2020 | G2SF 2.5 | G2SF 2.0 | $5 million | 12/21/2020 |
Operation 4 | 12/3/2020 | FNCL 2.0 | FNCL 3.0 | $5 million | 12/14/2020 |