EFTA01388282.txt Text dataset_10 View on DOJ

Illegal Activity
none
Blackmail
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Date
Unknown
Document Type
other
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
This document defines various methods for calculating interest rates, specifically focusing on floating rate options like USD-Federal Funds-Reference Dealers, USD-FFCB-DISCO, and different variations of USD-LIBOR. It outlines the procedures for determining rates based on data from sources like Bloomberg, Reuters, and Reference Banks.
Metadata
Subject
Sender
Recipients
Document ID
DB-SDNY-0091756, SDNY GM_00237940
Date
Relationships 3
Entity 1RelationshipEntity 2Description
Reference Banks business London interbank market Reference Banks offer deposits in U.S. Dollars to prime banks in the London interbank market.
Calculation Agent business Reference Banks The Calculation Agent requests rate quotations from the Reference Banks.
major banks in New York City business European banks Major banks in New York City provide loans in U.S. Dollars to leading European banks.
Financial Information
Assets:
  • Federal funds
  • FFCB Discount Notes
Transactions:
  • deposits in U.S. Dollars
  • loans in U.S. Dollars
Public Knowledge
Context
These are standard financial definitions.
Raw Analysis JSON click to expand
Themes
Financial transactions/money flow
Organizations 4
BloombergReutersFederal Fami Credit BanksFFCB Funding Corporation Consolidated Systemwide Discount Note Selling Group
Locations 3
New York CityLondonEurope
Financial Entities 2
Reference Banksmajor banks in New York City
Text Analysis
Tone
technical
Purpose
To define various methods for determining interest rates for financial instruments.
Significance
This document defines the calculation methods for various floating rate options, which is important for understanding how interest rates are determined in financial contracts.
File Info
File Name
EFTA01388282.txt
Dataset
dataset_10
Type
Text
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43:09.342981
DOJ Source
View on DOJ