24 June 2011

Asian Development Bank

Treasury Department

Indicative Lending Rates for Loans under the LIBOR-Based Loan Facility & Cap/Collar Premiums for Floating Rate Loans
Floating Rate
a b

Fixed Swap Rate

3 year 0.980 0.430 2.210

ab

USD JPY EURIBOR

6 month LIBOR/Euribor 0.39575 0.34156 1.77100

USD JPY EURO

5 year 1.790 0.560 2.640

7 year 2.430 0.780 2.970

10 year 3.040 1.160 3.300

15 year 3.550 1.630 3.650

20 year 3.740 1.880 3.750

30 year 3.890 2.030 3.680

USD Cap Strike 3.00% 5.00% 7.00%

cd

3 year 0.34% 0.12% 0.05%

cd

5 year 2.27% 0.95% 0.49%

10 year 10.92% 5.29% 2.85%

Foreign Exchange Rates

Strike

JPY Cap 3 year 0.25% 0.67% 1.50% 0.08% 3.00% 0.03% EURO Cap 3 year 3.00% 0.69% 5.00% 0.15% 7.00% 0.05%
de
cd

1 USD = 1 EURO = 1 EURO=

80.55 1.415 114.00

JPY USD JPY

5 year 1.83% 0.58% 0.36%

10 year 9.34% 4.39% 2.99%

Strike

5 year 2.57% 0.79% 0.31%

10 year 8.93% 3.30% 1.45%

Zero Cost Collar USD JPY EURO Zero Cost Collar USD JPY EURO Zero Cost Collar USD JPY EURO
a

3 year Cap 6.00% 3.00% 6.00% 5 year Cap 6.00% 3.00% 6.00% 10 year Cap 6.00% 3.00% 6.00%

Floor 0.43% 0.12% 1.31%

de

Floor 0.89% 0.29% 1.84%

de

Floor 2.01% 0.84% 2.46%

The following effective contractual spreads should be added to the above rates: -- For all Sovereign LIBOR-Based Loans negotiated from 01 October 2007 up to 30 June 2010: 0.20% per annum from 01 July 2010 up to 30 June 2011: 0.30% per annum on or after 01 July 2011: 0.40% per annum --For Non-Sovereign Loans: the spread will depend on the credit and project risks of the loan

b c d e

LIBOR, fixed swap rates and foreign exchange rates are quoted on a one day lag. quoted as a percent of the principal amount of the loan outstanding to which the cap/collar applies Cap/collar updated on a weekly basis, i.e., every Tuesday. For different combinations of cap/floor please contact LBL Help Desk at 632.632.5400

DISCLAIMER OF WARRANTY AND LIMITATION OF LIABILITY:

The ADB Indicative Lending Rates on ADB's web site is available to users free of charge. The information and data provided are indicative figures and rates only. Transaction figures in respect of a borrower's particular loan will be advised by ADB as and when required. Although the information provided on this site is obtained or compiled from sources we believe to be reliable, ADB cannot and does not guarantee the accuracy, validity, timeliness, or completeness of any information or data made available for any particular purpose. ADB provides no warranty or undertaking of any kind in respect to the information, data, and materials found on, or through, the ADB Indicative Lending Rates. ADB accepts no responsibility for the accuracy of the information, data or materials posted to the ADB Indicative Lending Rates or the information and data contained therein, or for any consequences arising from its use, and does not invite or accept reliance being placed on any materials or information so provided.