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Corpus: 1990-03-17 – 2025-12-01

March 2015

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Results by Dataset3 total

Set 10

3

3 results for “"Libor/Tsy Change"”

EFTA01457217Set 10

2015-03-271p158w

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Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 100 Current Yield 737 421 Total Change in Yield 85 Current Price 100.4 103.2 Repricings -50 Default Rate

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457217.pdf

EFTA01385974Set 10

2015-03-271p159w

Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 100 Current Yield 737 421 Total Change in Yield 85 Current Price 100.4 103.2 Repricings -50 Default Rate

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01385974.pdf

EFTA01362044Set 10

2016-09-041p285w

Coupon 440 Change in Price -462 -107 -53 -60 Libor/Tsy Change 18 Current Yield 701 409 Total Change in Yield 53 Current Price 95.8 104.3 Repricings -50 Default Rate

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01362044.pdf