Month: September 2016
Brazilian Real Interest Rate Swap: Basis
The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
| Currency: | Brazilian Real (BRL) |
| Floating Rate Indexes: | CETIP CDI Rate |
| Stated Termination Date Range: | As negotiated between the parties Spot & Forward starting, and broken dates (bespoke tenors) |
| Optionality: | No |
| Dual Currencies: | No |
| Conditional Notional Amounts: | No |
Brazilian Real Interest Rate Swap: Fixed-to-Floating
The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
| Currency: | Brazilian Real (BRL) |
| Floating Rate Indexes: | CETIP CDI Rate |
| Stated Start Date Range: | As negotiated between the parties Spot & Forward starting, and broken dates (bespoke tenors) |
| Optionality: | No |
| Dual Currencies: | No |
| Conditional Notional Amounts: | No |
Brazilian Real Interest Rate Swap: Forward Rate Agreement
The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
| Currency: | Brazilian Real (BRL) |
| Floating Rate Indexes: | CETIP CDI Rate |
| Stated Termination Date Range: | As negotiated between the parties |
| Optionality: | No |
| Dual Currencies: | No |
| Conditional Notional Amounts: | No |
Chilean Peso Inflation-Protected Interest Rate Forward
The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
| Currency: | Chilean Peso (CLP) |
| Floating Rate Indexes: | Unidad de Fomento (UF) |
| Settlement Currency: | U.S. Dollar (USD) |
| Stated Termination Date Range: | As negotiated between the parties Spot & Forward starting, and broken dates (bespoke tenors) |
| Optionality: | No |
| Dual Currencies: | No |
| Conditional Notional Amounts: | No |
Chilean Peso Inflation-Protected Interest Rate Swap
The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
| Currency: | Chilean Peso (CLP) |
| Floating Rate Indexes: | Unidad de Fomento (UF) |
| Stated Start Date Range: | As negotiated between the parties Spot & Forward starting, and broken dates (bespoke tenors) |
| Optionality: | No |
| Dual Currencies: | No |
| Conditional Notional Amounts: | No |
Chilean Peso Interest Rate Swap: Basis
The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
| Currency: | Chilean Peso (CLP) |
| Floating Rate Indexes: | SOFR/Indice Camara Promedio |
| Stated Termination Date Range: | As negotiated between the parties Spot & Forward starting, and broken dates (bespoke tenors) |
| Optionality: | No |
| Dual Currencies: | No |
| Conditional Notional Amounts: | No |
Chilean Peso Interest Rate Swap: Fixed-to-Floating
The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
| Currency: | Chilean Peso (CLP) |
| Floating Rate Indexes: | Indice Camara Promedio |
| Stated Start Date Range: | As negotiated between the parties Spot & Forward starting, and broken dates (bespoke tenors) |
| Optionality: | No |
| Dual Currencies: | No |
| Conditional Notional Amounts: | No |
Chilean Peso Interest Rate Swap: Forward Rate Agreement
The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
| Currency: | Chilean Peso (CLP) |
| Floating Rate Indexes: | Indice Camara Promedio |
| Stated Termination Date Range: | As negotiated between the parties |
| Optionality: | No |
| Dual Currencies: | No |
| Conditional Notional Amounts: | No |
Colombian Peso Inflation-Protected Interest Rate Forward
The terms and conditions of the swaps incorporate by reference such credit and other terms as the parties may establish through their pre-existing bilateral agreement. The swaps have the following characteristics:
| Currency: | Colombian Peso |
| Floating Rate Indexes: | Unidad de valor real |
| Settlement Currency: | U.S. Dollar (USD) |
| Stated Termination Date Range: | As negotiated between the parties Spot & Forward starting, and broken dates (bespoke tenors) |
| Optionality: | No |
| Dual Currencies: | No |
| Conditional Notional Amounts: | No |
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