download - Asian Development Bank

Asian Development Bank
19-Jan-2015
Treasury Department
Indicative Lending Rates for Loans under the LIBOR-Based Loan Facility
& Cap/Collar Premiums for Floating Rate Loans
Floating Rate a b c
Fixed Swap Rate a b c
6 month LIBOR/Euribor
(% per annum)
3 year
5 year
7 year
10 year
15 year
20 year
30 year
USD
0.35640
USD
0.984
1.379
1.639
1.886
2.116
2.233
2.325
JPY
0.14943
JPY
0.188
0.250
0.333
0.483
0.788
1.025
1.223
EURIBOR
0.15200
EURO
0.185
0.306
0.471
0.727
1.011
1.169
1.308
USD Cap
Strike
de
Foreign Exchange Rates
3 year
5 year
10 year
1 USD =
117.61
JPY
3.00%
0.27%
1.68%
7.20%
4.00%
0.13%
0.92%
4.54%
1 EURO =
1.157
USD
1 EURO=
136.04
5.00%
0.06%
0.49%
2.83%
JPY
c
JPY Cap d e
Strike
3 year
5 year
10 year
1.00%
0.06%
0.33%
3.24%
1.50%
0.05%
0.24%
2.58%
3.00%
0.02%
0.13%
1.62%
EURO Cap d e
Strike
3 year
5 year
10 year
3.00%
0.03%
0.33%
2.88%
4.00%
0.02%
0.22%
1.93%
5.00%
0.02%
0.16%
1.34%
Zero Cost Collar d e
a
3 year
5 year
10 year
Cap
Floor
Cap
Floor
Cap
Floor
USD
4.00%
0.52%
4.00%
1.06%
4.00%
2.00%
JPY
2.00%
0.08%
2.00%
0.15%
2.00%
0.50%
EURO
4.00%
0.10%
4.00%
0.28%
4.00%
0.78%
The following effective contractual spreads should be added to the above rates:
For all Sovereign LIBOR-Based Loans negotiated on or after 1 January 2014: 0.50% per annum
For Non-Sovereign Loans, the spread will depend on the credit and project risks of the loan.
b
Sovereign and sovereign-guaranteed loans for which loan negatiations are completed on or after 1 April 2012, the following maturity
premium should be added to the above rates:
Average Loan Maturity
Maturity Premium (per annum)
Less than or equal to 13 years
Greater than 13 years but up to 16 years
Greater than 16 years but up to 19 years
(The average loan maturity is subject to a limit of 19 years)
c
d
e
Nil
0.10%
0.20%
LIBORs, EURIBOR, and fixed swap rates are quoted on a two-day lag. Foreign exchange rates are quoted on a one-day lag.
Cap / collar updated periodically.
For different combinations of cap/floor, please send an email to [email protected].
DISCLAIMER OF WARRANTY AND LIMITATION OF LIABILITY
The ADB Indicative Lending Rates on ADB's web site is available to users free of charge. The information and data provided are indicative figures
and rates only. Transaction figures in respect of a borrower's particular loan will be advised by ADB as and when required. Although the information
provided on this site is obtained or compiled from sources we believe to be reliable, ADB cannot and does not guarantee the accuracy, validity,
timeliness, or completeness of any information or data made available for any particular purpose.
ADB provides no warranty or undertaking of any kind in respect to the information, data, and materials found on, or through, the ADB Indicative
Lending Rates. ADB accepts no responsibility for the accuracy of the information, data or materials posted to the ADB Indicative Lending Rates or
the information and data contained therein, or for any consequences arising from its use, and does not invite or accept reliance being placed on any
materials or information so provided.

Download Report