EUR CMS 10Y definition
EUR CMS 10Y means EUR CMS 10Y swap rate (annually, 30/360) vs 6 months Euribor (semi- annually, Act/360), as quoted on the Reuters Screen ICESWAP2 Page (or any successor page thereto) at 11:00 am Frankfurt time.
EUR CMS 10Y means the annual swap rate expressed as a percentage for a EURIBOR interest rate swap transaction with a term equal to 10 years which appears on the Reuters screen ISDAFIX2 page at 11.00 am (CET) on the Interest Determination Date;