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LEGAL

 

As Alternative Reference Rates (ARR) encontram-se disponíveis ao público e são reconhecidas por reguladores, participantes de mercado e associações internacionais, tais como a International Swaps and Derivatives Association (ISDA).

The Alternative Reference Rates (ARR) are public and are recognized by the regulators, market participants and international associations such as the International Swaps and Derivatives Association (ISDA).

Para cada moeda a respetiva taxa indexante | For each currency the respective indexing rate:

Currency

Day count convention

Account interest rates

Margin financing rates

AED

ACT/360

Central Bank of United Arab Emirates (CBUAE) repo rate

AUD

ACT/365

Australian Overnight Index Average (AONIA)

CAD

ACT/365

Canadian Overnight Repo Rate Average (CORRA)

CHF

ACT/360

Swiss National Bank (SNB) policy rate

Swiss Average Rate Overnight (SARON)

CNH

ACT/360

Chinese Offshore Yuan Hong Kong Interbank Offered Rate (CNH HIBOR)

CZK

ACT/360

Czech Overnight Index Average (CZEONIA)

DKK

ACT/360

Danmarks Nationalbank current-account rate

EUR

ACT/360

European Central Bank (ECB) deposit facility rate

Euro Short-Term Rate (ESTR)

GBP

ACT/365

Sterling Overnight Index Average (SONIA)

HKD

ACT/365

Hong Kong Overnight Index Average (HONIA)

HUF

ACT/360

Hungarian Overnight Index Average (HUFONIA)

ILS

ACT/360

Bank of Israel (BoI) rate

JPY

ACT/360

Tokyo Overnight Average Rate (TONAR)

MXN

ACT/360

The Equilibrium Interest Rate (TIIE) Overnight

NOK

ACT/360

Norwegian Overnight Weighted Average (NOWA)

NZD

ACT/365

Reserve Bank of New Zealand (RBNZ) Official Cash Rate (OCR)

PLN

ACT/360

Poland Overnight Index Average (POLONIA)

RON

ACT/360

National Bank of Romania deposit rate

RUB

ACT/360

Ruble Overnight Index Average (RUONIA)

SAR

ACT/360

Central Bank of Saudi Arabia (SAMA) reverse repo rate

SEK

ACT/360

Swedish Short-Term Rate (SWESTR)

SGD

ACT/365

Singapore Overnight Rate Average (SORA)

THB

ACT/365

Thai Overnight Rate (THOR)

TRY

ACT/360

Turkish Lira Reference Rate (TLREF)

USD

ACT/360

Secured Overnight Financing Rate (SOFR)

ZAR

ACT/365

South Africa Benchmark Overnight Rate (SABOR)