Management Report 2020
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Swap
Management Report 2020
Interest rate¹
SLC
Agrícola
Decrease of
Balance on 12/31/2020
50%
Decrease of
25%
Probable sce-
nario
Increase of 25% Increase of 50%
Swap VC x CDI + PRɲ
Swap VC x CDI + PRɲ
Swap VC x CDI + PRɲ
Assets: 0.81% a.a.
Liabilities: CDI + 0.85% a.a.
Assets: 0.81% a.a.
Liabilities: CDI + 0.85% a.a.
6,370
(115)
(145)
(175)
(205)
(236)
6,370
(115)
(145)
(175)
(205)
(236)
Swap VC x CDI + PRɲ
Swap VC x CDI + PRɲ
Swap VC x CDI + PRɲ
Assets: 1.11% a.a.
Liabilities: CDI + 0.75% a.a.
Assets: 1.11% a.a.
Liabilities: CDI + 0.75% a.a.
Assets: 1.55% a.a.
Liabilities: CDI + 2.17% a.a.
Assets: 2.05% a.a.
Liabilities: CDI + 1.99% a.a.
2,085
(35)
(45)
(55)
(65)
(75)
12,511
(213)
(272)
(332)
(391)
(450)
2,299
(72)
(83)
(94)
(105)
(115)
401
(12)
(14)
(16)
(17)
(19)
Swap VC x CDI + PRɲ
Swap VC x CDI + PRɲ
Assets: 4.37 % a.a.
Liabilities: CDI + 0.5%
10,056
(146)
(194)
(241)
(289)
(337)
Assets: 0.95 % a.a.
51,751
(1,045)
Liabilities: CDI +1.07%
(1,291)
(1,537)
(1,783)
(2,029)
Assets: 6.28 % a.a.
Swap VC x CDI + PRɲ
13,610
(204)
Liabilities: CDI + 0.55%
(269)
(333)
(398)
(463)
Assets: 1.25% a.a.
Swap VC x CDI + PRɲ
8,654
(246)
(288)
Liabilities: CDI +1.90% a.a.
(329)
(370)
(411)
Swap VC x IPCA +
PRɲ
Swap of R$ 240MM
(Assets Pré / Liabilities
2,993
(84)
(98)
(112)
(126)
(141)
CDI+Pré)
Swap VC x IPCA +
PRɲ
Swap of R$ 240MM
(Assets Pré / Liabilities
2,997
(84)
(98)
(112)
(127)
(141)
CDI+Pré)
Swap PRÉ x CDI +
Assets: 1.45% a.a.
PRɲ
1,697
(51)
Liabilities: CDI + 2.05% a.a.
(59)
(67)
(75)
(83)
Interest earnings
bank deposits
1. Average annual rates.
CDB and Debentures
2. Amounts refer to the calculation of the adjustment of the transaction on December 31, 2020.
100.88%
1,069,003
10,243
15,364
20,486
25,607
30,729
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