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BIPRU 7.2.22R01/01/2007

Table: Interest rate and foreign currency swaps

This table belongs to BIPRU 7.2.21R

	Paying leg (which must be treated as a short position in a zero-specific-risk security)	Receiving leg (which must be treated as a long position in a zero-specific-risk security)
Receiving fixed and paying floating	Coupon equals the floating rate and maturity equals the reset date	Coupon equals the fixed rate of the swap and maturity equals the maturity of the swap
Paying fixed and receiving floating	Coupon equals the fixed rate of the swap and maturity equals the maturity of the swap	Coupon equals the floating rate and maturity equals the reset date
Paying floating and receiving floating	Coupon equals the floating rate and maturity equals the reset date	Coupon equals the floating rate and maturity equals the reset date