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