XCCY_EURUSD_5Y · EUR/USD 5Y Cross-Currency Swap
Fx · Cross currency swap
Overview
EUR/USD 5Y Cross-Currency Swap — fx instrument, base currency EUR, tenor 5Y.
Specification
How this instrument is defined
- Near leg
- EUR, ESTR
- Far leg
- USD, SOFR
- Mtm reset
- Yes
Risk factors
The market variables that move this product
EURUSD_SPOT
USDEUR_BASIS
EUR_SWAP_CURVE
USD_SWAP_CURVE
At a glance
- Code
- XCCY_EURUSD_5Y
- Asset class
- Fx
- Type
- Cross currency swap
- Base currency
- EUR
- Tenor
- 5Y
- Exotic
- No
- Status
- Active
Trades referencing this product
| Ref | Desk | Counterparty | Direction | Notional | Status | Trade date |
|---|---|---|---|---|---|---|
| MOS-T-00019 | Foreign Exchange | Nestle | Receive | $150,000,000 | Booked | 17 Jun 2026 |