IRS_EUR_5Y · EUR 5Y Interest Rate Swap
Rates · Interest rate swap
Overview
EUR 5Y Interest Rate Swap — rates instrument, base currency EUR, tenor 5Y.
Specification
How this instrument is defined
- Pay leg
- FIXED, 1Y, 30/360
- Receive leg
- FLOAT, ESTR, 3M
- Clearing
- LCH
Risk factors
The market variables that move this product
EUR_SWAP_CURVE
ESTR
At a glance
- Code
- IRS_EUR_5Y
- Asset class
- Rates
- Type
- Interest rate swap
- Base currency
- EUR
- Tenor
- 5Y
- Exotic
- No
- Status
- Active
Trades referencing this product
| Ref | Desk | Counterparty | Direction | Notional | Status | Trade date |
|---|---|---|---|---|---|---|
| MOS-T-00003 | Rates Trading | BNP Paribas | Pay | €200,000,000 | Booked | 07 Jul 2026 |