The purchase prices for the tendered notes were determined in relation to the EUR Interpolated Mid-Swap Rate, with the EUR 2026 Notes and EUR 2027 Notes being purchased at 100.701% and 100.905% of ...

The bank was seeking to change the Libor-linked mid-swap reset rate on the securities to a Sonia-linked mid-swap rate and adopt a median spread adjustment pricing methodology to reflect the economic ...

These are bets that increase demand for U.S. Treasuries that will push their yields lower and closer to those of a competing class of risk-free assets called interest rate swaps. Analysts said ...