NYC Quarterly Bond Update: General Obligation, DASNY, and NYW Interest Rate Exchange Agreements

This is a dataset of General Obligation, Dormitory Authority of the State of New York, and the New York City Municipal Water Finance Authority Interest Rate Exchange Agreements.

This data set provides information on interest rate exchange agreements.

Note: Mark-to-Market Values are calculated by a third-party swap adviser.

City Government Office of the Comptroller Dataset d334-62hi 8 fields
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Dataset fields
Showing 50 real records
NYC GO
Issuer: NYC GO • Transaction Number And Type: 5: Synthetic Fixed • Counterparty: U.S. Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
5: Synthetic Fixed
Counterparty
U.S. Bank, N.A.
Notional Amount
54850000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-2225120
Data As Of
2022-06-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 8: Synthetic Fixed • Counterparty: Wells Fargo Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
8: Synthetic Fixed
Counterparty
Wells Fargo Bank, N.A.
Notional Amount
350000000
Trade Date
2003-07-01T00:00:00.000
Termination Date
2031-08-01T00:00:00.000
Mark To Market Value
-17230653
Data As Of
2022-06-30T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Bank of America
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Bank of America
Notional Amount
160400000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-38171309
Data As Of
2022-06-30T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
240600000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-25447540
Data As Of
2022-06-30T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D3: Synthetic Fixed • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
DASNY
Transaction Number And Type
D3: Synthetic Fixed
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
80680000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-16245067
Data As Of
2022-03-31T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D4: Synthetic Fixed • Counterparty: JPMorgan Chase Bank, NA
Issuer
DASNY
Transaction Number And Type
D4: Synthetic Fixed
Counterparty
JPMorgan Chase Bank, NA
Notional Amount
44820000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-9024568
Data As Of
2022-03-31T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 5: Synthetic Fixed • Counterparty: U.S. Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
5: Synthetic Fixed
Counterparty
U.S. Bank, N.A.
Notional Amount
54850000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-2478965
Data As Of
2022-03-31T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 8: Synthetic Fixed • Counterparty: Wells Fargo Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
8: Synthetic Fixed
Counterparty
Wells Fargo Bank, N.A.
Notional Amount
350000000
Trade Date
2003-07-01T00:00:00.000
Termination Date
2031-08-01T00:00:00.000
Mark To Market Value
-22245742
Data As Of
2022-03-31T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Bank of America
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Bank of America
Notional Amount
160400000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-52728696
Data As Of
2022-03-31T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
240600000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-35152464
Data As Of
2022-03-31T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D3: Synthetic Fixed • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
DASNY
Transaction Number And Type
D3: Synthetic Fixed
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
80680000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-21430133
Data As Of
2021-12-31T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D4: Synthetic Fixed • Counterparty: JPMorgan Chase Bank, NA
Issuer
DASNY
Transaction Number And Type
D4: Synthetic Fixed
Counterparty
JPMorgan Chase Bank, NA
Notional Amount
44820000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-11905012
Data As Of
2021-12-31T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 5: Synthetic Fixed • Counterparty: U.S. Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
5: Synthetic Fixed
Counterparty
U.S. Bank, N.A.
Notional Amount
54850000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-4333349
Data As Of
2021-12-31T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 8: Synthetic Fixed • Counterparty: Wells Fargo Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
8: Synthetic Fixed
Counterparty
Wells Fargo Bank, N.A.
Notional Amount
350000000
Trade Date
2003-07-01T00:00:00.000
Termination Date
2031-08-01T00:00:00.000
Mark To Market Value
-46466490
Data As Of
2021-12-31T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
240600000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-71542253
Data As Of
2021-12-31T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Bank of America
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Bank of America
Notional Amount
160400000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-47694835
Data As Of
2021-12-31T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D3: Synthetic Fixed • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
DASNY
Transaction Number And Type
D3: Synthetic Fixed
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
80680000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-22294851
Data As Of
2021-09-30T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D4: Synthetic Fixed • Counterparty: JPMorgan Chase Bank, NA
Issuer
DASNY
Transaction Number And Type
D4: Synthetic Fixed
Counterparty
JPMorgan Chase Bank, NA
Notional Amount
44820000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-12385389
Data As Of
2021-09-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 5: Synthetic Fixed • Counterparty: U.S. Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
5: Synthetic Fixed
Counterparty
U.S. Bank, N.A.
Notional Amount
66175000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-4612650
Data As Of
2021-09-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 8: Synthetic Fixed • Counterparty: Wells Fargo Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
8: Synthetic Fixed
Counterparty
Wells Fargo Bank, N.A.
Notional Amount
350000000
Trade Date
2003-07-01T00:00:00.000
Termination Date
2031-08-01T00:00:00.000
Mark To Market Value
-49966887
Data As Of
2021-09-30T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
240600000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-71542253
Data As Of
2021-09-30T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Bank of America
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Bank of America
Notional Amount
160400000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-47694835
Data As Of
2021-09-30T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D3: Synthetic Fixed • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
DASNY
Transaction Number And Type
D3: Synthetic Fixed
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
80680000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-22693395
Data As Of
2021-06-30T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D4: Synthetic Fixed • Counterparty: JPMorgan Chase Bank, NA
Issuer
DASNY
Transaction Number And Type
D4: Synthetic Fixed
Counterparty
JPMorgan Chase Bank, NA
Notional Amount
44820000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-12606790
Data As Of
2021-06-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 5: Synthetic Fixed • Counterparty: U.S. Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
5: Synthetic Fixed
Counterparty
U.S. Bank, N.A.
Notional Amount
66175000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-5678514
Data As Of
2021-06-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 8: Synthetic Fixed • Counterparty: Wells Fargo Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
8: Synthetic Fixed
Counterparty
Wells Fargo Bank, N.A.
Notional Amount
350000000
Trade Date
2003-07-01T00:00:00.000
Termination Date
2031-08-01T00:00:00.000
Mark To Market Value
-56672478
Data As Of
2021-06-30T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Bank of America
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Bank of America
Notional Amount
160400000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-49817270
Data As Of
2021-06-30T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
240600000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-74725905
Data As Of
2021-06-30T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D3: Synthetic Fixed • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
DASNY
Transaction Number And Type
D3: Synthetic Fixed
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
80680000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-20333078
Data As Of
2021-03-31T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D4: Synthetic Fixed • Counterparty: JPMorgan Chase Bank, NA
Issuer
DASNY
Transaction Number And Type
D4: Synthetic Fixed
Counterparty
JPMorgan Chase Bank, NA
Notional Amount
44820000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-11295574
Data As Of
2021-03-31T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 5: Synthetic Fixed • Counterparty: U.S. Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
5: Synthetic Fixed
Counterparty
U.S. Bank, N.A.
Notional Amount
66175000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-5568060
Data As Of
2021-03-31T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 8: Synthetic Fixed • Counterparty: Wells Fargo Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
8: Synthetic Fixed
Counterparty
Wells Fargo Bank, N.A.
Notional Amount
350000000
Trade Date
2003-07-01T00:00:00.000
Termination Date
2031-08-01T00:00:00.000
Mark To Market Value
-51427012
Data As Of
2021-03-31T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Bank of America
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Bank of America
Notional Amount
160400000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-44445292
Data As Of
2021-03-31T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
240600000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-66667939
Data As Of
2021-03-31T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D3: Synthetic Fixed • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
DASNY
Transaction Number And Type
D3: Synthetic Fixed
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
80680000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-27224744
Data As Of
2020-12-31T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D4: Synthetic Fixed • Counterparty: JPMorgan Chase Bank, NA
Issuer
DASNY
Transaction Number And Type
D4: Synthetic Fixed
Counterparty
JPMorgan Chase Bank, NA
Notional Amount
44820000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-15124078
Data As Of
2020-12-31T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 5: Synthetic Fixed • Counterparty: U.S. Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
5: Synthetic Fixed
Counterparty
U.S. Bank, N.A.
Notional Amount
66175000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-7077291
Data As Of
2020-12-31T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 8: Synthetic Fixed • Counterparty: Wells Fargo Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
8: Synthetic Fixed
Counterparty
Wells Fargo Bank, N.A.
Notional Amount
350000000
Trade Date
2003-07-01T00:00:00.000
Termination Date
2031-08-01T00:00:00.000
Mark To Market Value
-68620122
Data As Of
2020-12-31T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
240600000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-88790959
Data As Of
2020-12-31T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Bank of America
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Bank of America
Notional Amount
160400000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-59193973
Data As Of
2020-12-31T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D3: Synthetic Fixed • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
DASNY
Transaction Number And Type
D3: Synthetic Fixed
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
80680000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-24395657
Data As Of
2019-09-30T00:00:00.000
DASNY
Issuer: DASNY • Transaction Number And Type: D4: Synthetic Fixed • Counterparty: JPMorgan Chase Bank, NA
Issuer
DASNY
Transaction Number And Type
D4: Synthetic Fixed
Counterparty
JPMorgan Chase Bank, NA
Notional Amount
44820000
Trade Date
2005-06-01T00:00:00.000
Termination Date
2039-05-15T00:00:00.000
Mark To Market Value
-13552445
Data As Of
2019-09-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 1: Synthetic Fixed • Counterparty: JPMorgan Chase Bank, NA
Issuer
NYC GO
Transaction Number And Type
1: Synthetic Fixed
Counterparty
JPMorgan Chase Bank, NA
Notional Amount
42157500
Trade Date
2002-10-30T00:00:00.000
Termination Date
2020-08-01T00:00:00.000
Mark To Market Value
-952521
Data As Of
2019-09-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 2: Synthetic Fixed • Counterparty: Merrill Lynch Capital Services Inc.
Issuer
NYC GO
Transaction Number And Type
2: Synthetic Fixed
Counterparty
Merrill Lynch Capital Services Inc.
Notional Amount
14052500
Trade Date
2002-10-30T00:00:00.000
Termination Date
2020-08-01T00:00:00.000
Mark To Market Value
-317507
Data As Of
2019-09-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 3: Synthetic Fixed • Counterparty: U.S. Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
3: Synthetic Fixed
Counterparty
U.S. Bank, N.A.
Notional Amount
14052500
Trade Date
2002-10-30T00:00:00.000
Termination Date
2020-08-01T00:00:00.000
Mark To Market Value
-317507
Data As Of
2019-09-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 4: Synthetic Fixed • Counterparty: U.S. Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
4: Synthetic Fixed
Counterparty
U.S. Bank, N.A.
Notional Amount
14052500
Trade Date
2002-10-30T00:00:00.000
Termination Date
2020-08-01T00:00:00.000
Mark To Market Value
-317514
Data As Of
2019-09-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 5: Synthetic Fixed • Counterparty: U.S. Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
5: Synthetic Fixed
Counterparty
U.S. Bank, N.A.
Notional Amount
76775000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-7060642
Data As Of
2019-09-30T00:00:00.000
NYC GO
Issuer: NYC GO • Transaction Number And Type: 8: Synthetic Fixed • Counterparty: Wells Fargo Bank, N.A.
Issuer
NYC GO
Transaction Number And Type
8: Synthetic Fixed
Counterparty
Wells Fargo Bank, N.A.
Notional Amount
350000000
Trade Date
2003-07-01T00:00:00.000
Termination Date
2031-08-01T00:00:00.000
Mark To Market Value
-58038083
Data As Of
2019-09-30T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Goldman Sachs Mitsui Marine DP
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Goldman Sachs Mitsui Marine DP
Notional Amount
240600000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-78860824
Data As Of
2019-09-30T00:00:00.000
NYW
Issuer: NYW • Transaction Number And Type: Synthetic Fixed Rate • Counterparty: Bank of America
Issuer
NYW
Transaction Number And Type
Synthetic Fixed Rate
Counterparty
Bank of America
Notional Amount
160400000
Trade Date
2007-10-26T00:00:00.000
Termination Date
2036-06-15T00:00:00.000
Mark To Market Value
-52573883
Data As Of
2019-09-30T00:00:00.000