Strategy | 7/29/16 Rates and Caps on LibertyMark SE 10 | How large of a percentage increase is that? (over 6/29/16 rates and caps) |
Two-Year Pt-to-Pt | 75% Par. Rate | 15.38% |
Two-Year Risk Control Pt-to-Pt | 107% Par. Rate | 7.00% |
One-Year Annual Pt-to-Pt | 6.10% Cap | 8.93% |
One-Year Pt-to-Pt Inversion | 9.30% Cap | 13.41% |