Swaps

Swaps -- Outstanding Transactions

• % Indexador (Index Percentage)

• Account Number

• Ativo banco ate a data (Bank Outstanding Amount)

• Ativo cliente ate a data (Customer Outstanding Amount)

• Data Registro (Transaction Date)

• Indexador (Index)

• Inicio (Initial Date)

• IR (Income Tax)

• Operacao No. (Operation Number)

• Paridade Inicial (Initial FX Rate)

• Prazo (Tenor)

• Principal

• Produto (Product)

• Sub-Produto (Sub-Product)

• Taxa (Bank Rate)

• Valor Base (Reference Amount)

• Valor Estimado Bruto (Transaction Result)

• Valor Estimado Liquido (Result After Income Tax)

• Vencimento (Maturity Date)

Swaps -- Settled Transactions

• % Indexador (Index Percentage)

• Account Number

• Ativo banco (Bank Settlement Amount)

• Ativo cliente (Customer Settlement Amount)

• Data Registro (Transaction Date)

• Indexador (Index)

• Inicio (Initial Date)

• IR (Income Tax)

• Liquidacao (Maturity Date for Early Termination Transaction)

• Operacao No. (Operation Number)

• Paridade Inicial (Initial FX Rate)

• Prazo (Original Tenor)

• Prazo Recompra (Transaction Tenor -- to Early Termination Date)

• Principal

• Produto (Product)

• Resultado Bruto (Transaction Result)

• Resultado Liquido (Result After Income Tax)

• Sub-Produto (Sub-Product)

• Taxa (Bank Rate)

• Valor Base (Reference Amount)

• Valor Liquidacao (Customer Settlement Amount -- Early Termination)

• Vencimento (Maturity Date)