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
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
-3922501
Data As Of
2026-03-31T00:00:00.000
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
-2179059
Data As Of
2026-03-31T00:00:00.000
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
11550000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-74042
Data As Of
2026-03-31T00:00:00.000
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
-3618257
Data As Of
2025-12-31T00:00:00.000
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
-2010043
Data As Of
2025-12-31T00:00:00.000
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
11550000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-199341
Data As Of
2025-12-31T00:00:00.000
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
-4155805
Data As Of
2025-06-30T00:00:00.000
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
-2308664
Data As Of
2025-06-30T00:00:00.000
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
20375000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-339876
Data As Of
2025-06-30T00:00:00.000
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
-6839534
Data As Of
2024-09-30T00:00:00.000
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
-3799546
Data As Of
2024-09-30T00:00:00.000
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
20375000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-331566
Data As Of
2024-09-30T00:00:00.000
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
-5765963
Data As Of
2023-12-31T00:00:00.000
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
-3203147
Data As Of
2023-12-31T00:00:00.000
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
31950000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-665294
Data As Of
2023-12-31T00:00:00.000
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
-15243727
Data As Of
2023-12-31T00:00:00.000
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
-22865591
Data As Of
2023-12-31T00:00:00.000
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
-5624982
Data As Of
2023-12-04T00:00:00.000
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
-3124826
Data As Of
2023-12-04T00:00:00.000
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
43450000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-689171
Data As Of
2023-12-04T00:00:00.000
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
-22327745
Data As Of
2023-12-04T00:00:00.000
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
-14885163
Data As Of
2023-12-04T00:00:00.000
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
-2508924
Data As Of
2023-09-30T00:00:00.000
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
-1393775
Data As Of
2023-09-30T00:00:00.000
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
31950000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-193378
Data As Of
2023-09-30T00:00:00.000
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
-11703117
Data As Of
2023-09-30T00:00:00.000
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
-7802078
Data As Of
2023-09-30T00:00:00.000
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
-8395485
Data As Of
2023-07-06T00:00:00.000
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
-4663916
Data As Of
2023-07-06T00:00:00.000
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
43450000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-711743
Data As Of
2023-07-06T00:00:00.000
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
-29051316
Data As Of
2023-07-06T00:00:00.000
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
-19367544
Data As Of
2023-07-06T00:00:00.000
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
-5624982
Data As Of
2023-06-30T00:00:00.000
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
-3124826
Data As Of
2023-06-30T00:00:00.000
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
43450000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-689171
Data As Of
2023-06-30T00:00:00.000
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
-22327745
Data As Of
2023-06-30T00:00:00.000
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
-14885163
Data As Of
2023-06-30T00:00:00.000
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
-5992705
Data As Of
2023-04-24T00:00:00.000
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
-3329107
Data As Of
2023-04-24T00:00:00.000
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
43450000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-1011879
Data As Of
2023-04-24T00:00:00.000
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
-23934934
Data As Of
2023-04-24T00:00:00.000
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
-15956622
Data As Of
2023-04-24T00:00:00.000
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
-6754751
Data As Of
2022-09-30T00:00:00.000
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
-3752444
Data As Of
2022-09-30T00:00:00.000
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
43450000
Trade Date
2003-01-09T00:00:00.000
Termination Date
2026-08-01T00:00:00.000
Mark To Market Value
-824235
Data As Of
2022-09-30T00:00:00.000
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
-2779704
Data As Of
2022-09-30T00:00:00.000
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
-24178483
Data As Of
2022-09-30T00:00:00.000
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
-16118989
Data As Of
2022-09-30T00:00:00.000
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
-10567878
Data As Of
2022-06-30T00:00:00.000
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
-5870739
Data As Of
2022-06-30T00:00:00.000