This is the closest I was able to find; it's a Risk.net article from '03: http://www.risk.net/risk-magazine/feature/1498135/revealed-g... Short answer: it was a 15-20yr CCS in about $10bio notional; the upfront payment…
This is the closest I was able to find; it's a Risk.net article from '03: http://www.risk.net/risk-magazine/feature/1498135/revealed-g... Short answer: it was a 15-20yr CCS in about $10bio notional; the upfront payment…