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What is the net term funding rate conversion of the following hedged item after a Pay Fix/Receive Float Swap is purchased: Hedged Item: Floating Rate
What is the net term funding rate conversion of the following hedged item after a Pay Fix/Receive Float Swap is purchased: Hedged Item: Floating Rate Deposit: WSJ Prime - 3.25% Spread Receive Fix Swap Rate: Five Year Fixed Swap Rate = 5.79% Receive Float Swap Rate: WSJ Prime (5.25%) O O O 0.62% O 1.50% O 2.54% O 3.53% 4.53%
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