Colombia

ISO: 
COP
Currency: 
Colombian Peso
DAC 2006 Income Category: 
Lower Middle Income Country
Region: 
Latin America
Product capability: 
Non-deliverable products available
DAC 2006 Risk Category: 
Medium
Financial data
Benchmark: 
180-day DTF
Max Fixed Rate Tenor: 
15.00 yrs fixed
Source of data: 
Bloomberg. The codes are: DTF Rate Index DTF 180 Index DTF360 Index
Benchmark description: 
Depósito a Término Fijo - DTF rates are calculated as the weighted averages of the interest rates on Certificates of Deposits offered by Colombian banks and financial institutions.
Tenor availability: 
Available
Day count convention (benchmark): 
act/360
Day count convention (bonds): 
nl/365
Day count convention (swap): 
act/360
Day count convention (swap) source: 
CLSWU (BB)