| Indicative Interest Rate Swaps |
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Updated: |
12-05-16
13:07 |
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| Currency |
1 year |
2 years |
3 years |
4 years |
5 years |
| EUR |
0,681 |
0,991 |
1,073 |
1,208 |
1,368 |
| USD |
0,623 |
0,686 |
0,784 |
0,934 |
1,133 |
| GBP |
1,121 |
1,411 |
1,434 |
1,501 |
1,590 |
| JPY |
0,363 |
0,367 |
0,376 |
0,402 |
0,442 |
| NOK |
2,367 |
2,697 |
2,783 |
2,887 |
2,983 |
| SEK |
1,908 |
1,807 |
1,818 |
1,860 |
1,930 |
| DKK |
1,125 |
1,089 |
1,168 |
1,298 |
1,451 |
| AUD |
3,314 |
3,308 |
3,381 |
3,588 |
3,703 |
| CHF |
- |
0,175 |
0,232 |
0,315 |
0,430 |
| PLN |
5,180 |
5,009 |
4,965 |
4,955 |
4,960 |
| MXN |
4,758 |
4,875 |
5,129 |
5,367 |
5,609 |
| CAD |
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1,565 |
1,643 |
1,724 |
1,812 |
| RUB |
7,340 |
7,445 |
7,535 |
7,655 |
7,775 |
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| Federal Reserve USD SWAP FIX |
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| 3Y |
0,74 |
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| Indicative
Basis Swaps |
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| Basis Swap -
ICAP |
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| Swap against EUR |
1 year |
2 years |
3 years |
4 years |
5 years |
| GBP |
0,4250 |
0,4925 |
0,5125 |
0,4950 |
0,4675 |
| JPY |
0,3600 |
0,1475 |
-0,0200 |
-0,1650 |
-0,2800 |
| NOK |
0,2575 |
0,2975 |
0,3225 |
0,3075 |
0,2775 |
| SEK |
0,3650 |
0,4575 |
0,4900 |
0,4875 |
0,4800 |
| DKK |
-0,2075 |
-0,1675 |
-0,1350 |
-0,0825 |
-0,0775 |
| AUD |
0,9500 |
0,9775 |
0,9700 |
0,9400 |
0,8975 |
| CHF |
0,4100 |
0,3275 |
0,2300 |
0,1250 |
0,0450 |
| PLN |
-0,4800 |
-0,8300 |
-0,9200 |
-0,9300 |
-0,9400 |
| Swap against
USD |
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| CAD |
0,0875 |
0,1100 |
0,1250 |
0,1400 |
0,1550 |
| MXN |
1,2300 |
1,1300 |
1,1400 |
1,1300 |
1,1100 |
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| Short Term
Interest Rates |
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| Short Term
Interest Rates |
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1 month |
2 months |
3 months |
6 months |
12 months |
| EUR |
0,3500 |
0,4300 |
0,6600 |
0,9200 |
1,2500 |
| USD |
0,4400 |
0,3700 |
0,3900 |
1,2300 |
1,6400 |
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| Y |
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| Source: |
Thomson Reuters |
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| Method: |
The long term rates are the average of the last
three quoted prices at 13.00 CET |
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All rates
are clean market rates without VTCoF or PolRisk. |
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| Please observe
that the above rates are indicative only and will be updated on a daily
basis. |
| Consequently,
the rates do not constitute an offer or commitment from Volvo Treasury. |
| Volvo
Treasury does not make any representations or warranties, express or
implied, |
| with respect to
the data in the table above, or the quality or fitness thereof. |
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| Corporate
Services, Volvo Treasury AB |
+46 31 80 74 50 |
custmail@volvo.com |
| Volvo Tresury North America |
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uscustmail@volvo.com |
| Volvo Treasury
Asia |
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support.vta.customer@volvo.com |
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