EUR CMS 10 years definition
EUR CMS 10 years means the annual swap rate for euro swap transactions with a maturity of ten years, expressed as a percentage for a euro denominated interest swap transaction with a maturity of ten years and for which the relevant floating rate is 6 month EURIBOR, as noted by the Calculation Agent, calculated and published by the International Swap and Derivatives Association (ISDA) and appearing on the Reuters Screen Page ISDAFIX2 (or any successor page to that page) under the heading “EURIBOR BASIS” as of 11:00 a.m. Frankfurt