| Indicative Interest Rate Swaps |
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Updated: |
10-07-30
18:07 |
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| Currency |
1 year |
2 years |
3 years |
4 years |
5 years |
| EUR |
1,033 |
1,423 |
1,657 |
1,908 |
2,147 |
| USD |
0,497 |
0,734 |
1,064 |
1,425 |
1,775 |
| GBP |
0,865 |
1,406 |
1,780 |
2,137 |
2,439 |
| JPY |
0,440 |
0,450 |
0,479 |
0,520 |
0,585 |
| NOK |
2,760 |
3,143 |
3,303 |
3,427 |
3,543 |
| SEK |
1,411 |
1,814 |
2,108 |
2,320 |
2,519 |
| DKK |
1,647 |
1,766 |
1,988 |
2,214 |
2,418 |
| AUD |
4,883 |
4,937 |
5,000 |
5,207 |
5,310 |
| CHF |
- |
0,643 |
0,878 |
1,083 |
1,273 |
| PLN |
4,173 |
4,630 |
4,877 |
5,048 |
5,175 |
| MXN |
5,093 |
5,397 |
5,703 |
5,967 |
6,240 |
| CAD |
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1,569 |
1,923 |
2,232 |
2,483 |
| RUB |
4,850 |
5,600 |
6,080 |
6,490 |
6,850 |
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| Federal Reserve USD SWAP FIX |
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| 3Y |
1,08 |
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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 |
0,2625 |
0,2500 |
0,2250 |
0,1975 |
0,1725 |
| JPY |
0,1700 |
0,1050 |
0,0375 |
-0,0100 |
-0,0475 |
| NOK |
0,0725 |
0,0850 |
0,0775 |
0,0775 |
0,0725 |
| SEK |
0,2325 |
0,2650 |
0,2725 |
0,2850 |
0,3150 |
| DKK |
-0,2375 |
-0,1850 |
-0,1525 |
-0,1200 |
-0,1050 |
| AUD |
0,5150 |
0,5700 |
0,5875 |
0,6025 |
0,6050 |
| CHF |
0,1600 |
0,1150 |
0,0575 |
0,0075 |
-0,0375 |
| PLN |
-0,9000 |
-1,0200 |
-1,1000 |
-0,9500 |
-0,9200 |
| Swap against
USD |
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| CAD |
0,0750 |
0,1150 |
0,1450 |
0,1550 |
0,1700 |
| MXN |
0,7100 |
0,6000 |
0,5600 |
0,5500 |
0,5500 |
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| Short Term
Interest Rates |
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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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