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OTF rate card
AFS Interest B.V. OTF rate card
Repo:
Repo’s GC a maximum of 2 basis points over the nominal value of the transaction per year
Repo’s nonGC a maximum of 5 basis points over the nominal value of the transaction per year
Repo’s Specials a maximum of 10 basis points over the nominal value of the transaction per year
Interest rates derivatives:
Interest Rate Swaps G11 currencies a maximum of 1 basis point over the nominal value of the fixed leg per year
Interest Rate Swaps nonG11 currencies a maximum of 2 basis point over the nominal value of the fixed leg per year
Forward Rate Agreements G11 currencies a maximum of 1 basis point over the nominal value of the fixed leg per year
Forward Rate Agreements nonG11 currencies a maximum of 2 basis point over the nominal value of the fixed leg per year
FX:
FX spot G11 currencies a maximum of €50, – per €1mio nominal value
FX forwards G11 currencies up to one month a maximum of €10, – per €1mio nominal value
FX forwards G11 currencies up to three month a maximum of €25, – per €1mio nominal value
FX forwards G11 currencies up to one year a maximum of €50, – per €1mio nominal value
FX forwards G11 currencies over one year a maximum of €100, – per €1mio nominal value
FX spot nonG11 currencies a maximum of €100, – per €1mio nominal value
FX forwards nonG11 currencies up to one month a maximum of €25, – per €1mio nominal value
FX forwards nonG11 currencies up to three month a maximum of €50, – per €1mio nominal value
FX forwards nonG11 currencies up to one year a maximum of €100, – per €1mio nominal value
FX forwards nonG11 currencies over one year a maximum of €250, – per €1mio nominal value
Money Market) debt securities:
TreasuryBills in G11 currency, minimum single A rated, a maximum of 4 cent spread over the nominal value of the transaction
TreasuryBills in nonG11 currency, minimum single A rated, a maximum of 6 cent spread over the nominal value of the transaction
TreasuryBills in G11 currency, lower than single A rated, a maximum of 6 cent spread over the nominal value of the transaction
TreasuryBills in nonG11 currency, lower than single A rated, a maximum of 10 cent spread over the nominal value of the transaction
Commercial Paper & Certificate of Deposit in G11 currency, minimum single A rated, a maximum of 5 cent spread over the nominal value of the transaction
Commercial Paper & Certificate of Deposit in nonG11 currency, minimum single A rated, a maximum of 8 cent spread over the nominal value of the transaction
Commercial Paper & Certificate of Deposit in G11 currency, lower than single A rated, a maximum of 8 cent spread over the nominal value of the transaction
Commercial Paper & Certificate of Deposit in nonG11 currency, lower than single A rated, a maximum of 12 cent spread over the nominal value of the transaction
Bonds (maturity < 1 year) in G11 currency, minimum single A rated, a maximum of 4 cent spread over the nominal value of the transaction
Bonds (maturity < 1 year) in nonG11 currency, minimum single A rated, a maximum of 6 cent spread over the nominal value of the transaction
Bonds (maturity < 1 year) in G11 currency, lower than single A rated, a maximum of 8 cent spread over the nominal value of the transaction
Bonds (maturity < 1 year) in nonG11 currency, lower than single A rated, a maximum of 10 cent spread over the nominal value of the transaction
Capital Market (maturity > 1year) debt securities:
Government Bonds in G11 currency, minimum single A rated, a maximum of 3 basis points spread over the nominal value of the transaction per year
Government Bonds in nonG11 currency, minimum single A rated, a maximum of 4 basis points spread over the nominal value of the transaction per year
Government Bonds in G11 currency, lower than single A rated, a maximum of 5 basis points spread over the nominal value of the transaction per year
Government Bonds in nonG11 currency, lower than single A rated, a maximum of 6 basis points spread over the nominal value of the transaction per year
SSA Bonds in G11 currency, minimum single A rated, a maximum of 3 basis points spread over the nominal value of the transaction per year
SSA Bonds in nonG11 currency, minimum single A rated, a maximum of 4 basis points spread over the nominal value of the transaction per year
SSA Bonds in G11 currency, lower than single A rated, a maximum of 6 basis points spread over the nominal value of the transaction per year
SSA Bonds in nonG11 currency, lower than single A rated, a maximum of 8 basis points spread over the nominal value of the transaction per year
Covered Bonds in G11 currency, minimum single A rated, a maximum of 4 basis points spread over the nominal value of the transaction per year
Covered Bonds in nonG11 currency, minimum single A rated, a maximum of 5 basis points spread over the nominal value of the transaction per year
Covered Bonds in G11 currency, lower than single A rated, a maximum of 8 basis points spread over the nominal value of the transaction per year
Covered Bonds in nonG11 currency, lower than single A rated, a maximum of 10 basis points spread over the nominal value of the transaction per year
Financials Bonds in G11 currency, minimum single A rated, a maximum of 5 basis points spread over the nominal value of the transaction per year
Financials Bonds in nonG11 currency, minimum single A rated, a maximum of 6 basis points spread over the nominal value of the transaction per year
Financials Bonds in G11 currency, lower than single A rated, a maximum of 8 basis points spread over the nominal value of the transaction per year
Financials Bonds in nonG11 currency, lower than single A rated, a maximum of 10 basis points spread over the nominal value of the transaction per year
Corporate Bonds in G11 currency, minimum single A rated, a maximum of 5 basis points spread over the nominal value of the transaction per year
Corporate Bonds in nonG11 currency, minimum single A rated, a maximum of 7.5 basis points spread over the nominal value of the transaction per year
Corporate Bonds in G11 currency, lower than single A rated, a maximum of 10 basis points spread over the nominal value of the transaction per year
Corporate Bonds in nonG11 currency, lower than single A rated, a maximum of 15 basis points spread over the nominal value of the transaction per year
Illiquid bonds (junk bonds, issue size under €200mio, 10% or more from the issue size) tailored spreads