Mexican 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: Mexican Peso (MXN)
Floating Rate Indexes: 28 day MXN-TIIE-Banxico Index
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