Peru

ISO: 
PEN
Currency: 
Peruvian Nuevo Sol
DAC 2006 Income Category: 
Lower Middle Income Country
Region: 
Latin America
Product capability: 
Non-deliverable products available
DAC 2006 Risk Category: 
Low
Financial data
Benchmark: 
6 months LIMABOR in PEN
Max Fixed Rate Tenor: 
15.00 yrs fixed
Source of data: 
ASBANC website Bloomberg codes are : PRBOPRBI Index PRBOPRB3 Index PRBOPRB6 Index PRBOPRB1 Index
Benchmark description: 
LIMABOR stands for Lima Interbank Offered Rate and is calculated by ASBANC (Asociación de Bancos del Perú)
Tenor availability: 
Available
Day count convention (benchmark): 
act/360
Day count convention (benchmark) source: 
confirmation
Day count convention (bonds): 
ACT/360
Day count convention (swap): 
ACT/360
Day count convention (swap) source: 
PSSWN (BB)