Dataset
Sort DOJ Status 2 results for “"Settlement Rate"”
Settlement
Rate
) where a Swaption is deemed to be
exercised pursuant to the provisions of Section 13.7 (Automatic Exercise) or Section 13.8 (Fallback
Exercise ...
Settlement
Rate
will be:
(a) if the ISDA
Settlement
Matrix applies and an applicable
Settlement
Rate
is specified in
the ISDA
Settlement
Matrix, the par swap
rate
for swaps
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388302.pdf
December 2025