Illegal Activity
none
Blackmail
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Date
Unknown
Document Type
Legal Document
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
This document defines various methods for calculating Yen swap rates, referencing Reuters and Bloomberg data sources and the role of Reference Banks. It outlines specific procedures for determining rates based on different timeframes and data availability.
Metadata
- Subject
- Swap Rate Definitions
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0091733
- Date
- —
Relationships 3
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Reuters Screen ISDAFIX I Page | Financial | Swap Rate | Defines how swap rates are determined based on Reuters Screen ISDAFIX I Page. |
| Reuters Screen 17143 Page | Financial | Swap Rate | Defines how swap rates are determined based on Reuters Screen 17143 Page. |
| Reference Banks | Financial | Calculation Agent | Reference Banks provide swap rate quotations to the Calculation Agent. |
Financial Information
Transactions:
- Yen swap transactions
- fixed-for-floating Yen interest rate swap transaction
Media & Journalist References
- Reuters Screen ISDAFIX I Page
- Reuters Screen 17143 Page
Public Knowledge
- Context
- These are technical definitions related to financial instruments.
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flow
Organizations 3
ReutersBloombergReference Banks
Locations 1
Tokyo
Text Analysis
- Tone
- Technical
- Purpose
- To define various swap rate calculation methods for financial transactions.
- Significance
- Provides detailed definitions for different Yen swap rate calculation methodologies, referencing specific Reuters and Bloomberg pages and the role of Reference Banks.
File Info
- File Name
- EFTA01388267.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:43:47.055393
- DOJ Source
- View on DOJ