# OTF Rate Card

**AFS Interest OTF rate card Repo:**

-Repo’sGC a maximum of 2 basis points over the nominal value of the transaction peryear

-Repo’snon-GC a maximum of 5 basis points over the nominal value of the transactionper year

- Repo’sSpecials a maximum of 10 basis points over the nominal value of the transactionper year

**·**

Interest rates derivatives:

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 non-G11 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 nomina lvalue of the fixed leg per year

- Forward Rate Agreements non-G11 currencies a maximum of 2 basis point over the nominal value of the fixed leg per year

Forex Exchange (FX):

Forex Exchange (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 non-G11 currencies a maximum of €100, – per €1mio nominal value

- FX forwards non-G11 currencies up to one month a maximum of €25, – per €1mionominal value

- FX forwards non-G11 currencies up to three month a maximum of €50, – per €1mionominal value

- FX forwards non-G11 currencies up to one year a maximum of €100, – per €1mionominal value

- FX forwards non-G11 currencies over one year a maximum of €250, – per €1mionominal value

**Money Market debt securities:**

- Treasury-Bills in G11 currency, minimum single A rated, a maximum of 4 cent spread over thenominal value of the transaction

- Treasury-Bills in non-G11 currency, minimum single A rated, a maximum of 6 cent spread over the nominal value of the transaction

- Treasury-Bills in G11 currency, lower than single A rated, a maximum of 6 cent spread over the nominal value of the transaction

- Treasury-Bills in non-G11 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 non-G11 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 non-G11 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 4cent spread over the nominal value of the transaction

- Bonds (maturity < 1 year) in non-G11 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 non-G11 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 non-G11 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 non-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 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 non-G11 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 non-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 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 non-G11 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 non-G11 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 non-G11 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 non-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 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 non-G11 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 non-G11 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.