Illegal Activity
none
Blackmail
none
Date
Unknown
Document Type
other
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
This document defines various interest rate calculation methods for Yen-denominated financial instruments, referencing Bloomberg and Reuters pages. It specifies how rates are determined based on different benchmarks like BBSFI, FRASETT, LIBOR, and TIBOR.
Metadata
- Subject
- —
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0091731, SDNY GM_00237915
- Date
- —
Financial Information
Transactions:
- swap rate for Yen swap transactions
- deposits in Yen
- overnight unsecured call loan rate
- loans in Yen
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flow
Organizations 3
BloombergReutersReference Banks
Locations 5
TokyoLondonEuropeanTokyo Banking DaysLondon Banking Days
Text Analysis
- Tone
- Professional
- Purpose
- This document defines various interest rate calculation methods for Yen-denominated financial instruments.
- Significance
- The document provides detailed definitions of various interest rate benchmarks used in financial contracts, which is important for understanding the terms and conditions of these contracts.
File Info
- File Name
- EFTA01388265.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:43:26.471462
- DOJ Source
- View on DOJ