Swap Rates
| Forex Cross | Value Dates | Swap Points | ||
|---|---|---|---|---|
| From | To | Short Positions | Long Positions | |
| AUDCAD | 08-Aug-2008 | 11-Aug-2008 | -0.000391 | -0.000277 |
| AUDJPY | 08-Aug-2008 | 11-Aug-2008 | -0.0628 | -0.0519 |
| AUDNZD | 08-Aug-2008 | 11-Aug-2008 | 0.000003 | 0.000154 |
| AUDUSD | 08-Aug-2008 | 11-Aug-2008 | -0.000434 | -0.000334 |
| CADCHF | 08-Aug-2008 | 11-Aug-2008 | -0.000149 | -0.000037 |
| CADJPY | 08-Aug-2008 | 11-Aug-2008 | -0.0285 | -0.0168 |
| CHFJPY | 08-Aug-2008 | 11-Aug-2008 | -0.0193 | -0.0083 |
| CHFNOK | 08-Aug-2008 | 11-Aug-2008 | 0.001225 | 0.001891 |
| EURAUD | 08-Aug-2008 | 11-Aug-2008 | 0.000322 | 0.000511 |
| EURCAD | 08-Aug-2008 | 11-Aug-2008 | -0.000248 | -0.000078 |
| EURCHF | 08-Aug-2008 | 11-Aug-2008 | -0.000398 | -0.000228 |
| EURCZK | 08-Aug-2008 | 11-Aug-2008 | -0.00234 | 0.00068 |
| EURDKK | 08-Aug-2008 | 11-Aug-2008 | -0.000167 | 0.000602 |
| EURGBP | 08-Aug-2008 | 11-Aug-2008 | 0.000004 | 0.000088 |
| EURJPY | 08-Aug-2008 | 11-Aug-2008 | -0.0625 | -0.0457 |
| EURNOK | 08-Aug-2008 | 11-Aug-2008 | 0.000588 | 0.00151 |
| EURSEK | 08-Aug-2008 | 11-Aug-2008 | -0.000384 | 0.000667 |
| EURUSD | 08-Aug-2008 | 11-Aug-2008 | -0.000336 | -0.000186 |
| GBPAUD | 08-Aug-2008 | 11-Aug-2008 | 0.000291 | 0.000558 |
| GBPCAD | 08-Aug-2008 | 11-Aug-2008 | -0.000425 | -0.000211 |
| GBPCHF | 08-Aug-2008 | 11-Aug-2008 | -0.000615 | -0.000403 |
| GBPDKK | 08-Aug-2008 | 11-Aug-2008 | -0.000739 | 0.000254 |
| GBPJPY | 08-Aug-2008 | 11-Aug-2008 | -0.0916 | -0.0707 |
| GBPNOK | 08-Aug-2008 | 11-Aug-2008 | 0.000182 | 0.001348 |
| GBPNZD | 08-Aug-2008 | 11-Aug-2008 | 0.000523 | 0.000811 |
| GBPSEK | 08-Aug-2008 | 11-Aug-2008 | -0.001121 | 0.000131 |
| GBPSGD | 08-Aug-2008 | 11-Aug-2008 | -0.001157 | -0.000824 |
| GBPUSD | 08-Aug-2008 | 11-Aug-2008 | -0.000538 | -0.000345 |
| NOKSEK | 08-Aug-2008 | 11-Aug-2008 | -0.000203 | -0.000066 |
| NZDCAD | 08-Aug-2008 | 11-Aug-2008 | -0.000336 | -0.000237 |
| NZDCHF | 08-Aug-2008 | 11-Aug-2008 | -0.000411 | -0.000323 |
| NZDJPY | 08-Aug-2008 | 11-Aug-2008 | -0.0532 | -0.0448 |
| NZDUSD | 08-Aug-2008 | 11-Aug-2008 | -0.00039 | -0.000301 |
| USDCAD | 07-Aug-2008 | 08-Aug-2008 | 0.000005 | 0.000047 |
| USDCHF | 08-Aug-2008 | 11-Aug-2008 | -0.000071 | 0.000029 |
| USDCZK | 08-Aug-2008 | 11-Aug-2008 | 0.00123 | 0.00302 |
| USDDKK | 08-Aug-2008 | 11-Aug-2008 | 0.000719 | 0.001226 |
| USDJPY | 08-Aug-2008 | 11-Aug-2008 | -0.022 | -0.0113 |
| USDNOK | 08-Aug-2008 | 11-Aug-2008 | 0.001269 | 0.001817 |
| USDSEK | 08-Aug-2008 | 11-Aug-2008 | 0.000809 | 0.001453 |
| USDSGD | 08-Aug-2008 | 11-Aug-2008 | -0.000277 | -0.000106 |
| NOKJPY | 08-Aug-2008 | 11-Aug-2008 | -0.01073 | -0.00792 |
| USDPLN | 08-Aug-2008 | 11-Aug-2008 | 0.000543 | 0.000788 |
| SGDJPY | 08-Aug-2008 | 11-Aug-2008 | -0.0058 | 0.0039 |
| USDZAR | 08-Aug-2008 | 11-Aug-2008 | 0.005302 | 0.006287 |
| CHFSEK | 08-Aug-2008 | 11-Aug-2008 | 0.000864 | 0.001471 |
| CHFDKK | 08-Aug-2008 | 11-Aug-2008 | 0.00074 | 0.001257 |
| EURPLN | 08-Aug-2008 | 11-Aug-2008 | 0.000277 | 0.000643 |
| USDHKD | 08-Aug-2008 | 11-Aug-2008 | -0.000885 | -0.000027 |
| USDKRW | 08-Aug-2008 | 11-Aug-2008 | -0.245 | -0.136 |
| USDMYR | 08-Aug-2008 | 11-Aug-2008 | 0.000163 | 0.000517 |
| USDMXN | 08-Aug-2008 | 11-Aug-2008 | 0.003966 | 0.005312 |
| USDPHP | 08-Aug-2008 | 11-Aug-2008 | 0.00138 | 0.01332 |
| USDSAR | 11-Aug-2008 | 12-Aug-2008 | -0.000108 | 0.000078 |
| USDTHB | 08-Aug-2008 | 11-Aug-2008 | 0.00064 | 0.00461 |
| USDTWD | 08-Aug-2008 | 11-Aug-2008 | -0.00739 | -0.00412 |
| USDEGP | 08-Aug-2008 | 11-Aug-2008 | -0.00127 | -0.000709 |
| USDIDR | 08-Aug-2008 | 11-Aug-2008 | 4.65 | 5.7 |
| USDJOD | 11-Aug-2008 | 12-Aug-2008 | -0.000016 | 0.000016 |
| USDKWD | 11-Aug-2008 | 12-Aug-2008 | -0.000018 | -0.000005 |
| USDMAD | 08-Aug-2008 | 11-Aug-2008 | -0.001775 | -0.00099 |
| USDOMR | 11-Aug-2008 | 12-Aug-2008 | -0.000017 | 0.000004 |
| USDQAR | 11-Aug-2008 | 12-Aug-2008 | -0.00275 | 0.00065 |
| USDAED | 11-Aug-2008 | 12-Aug-2008 | -0.001001 | 0.000501 |
| USDBHD | 11-Aug-2008 | 12-Aug-2008 | -0.000011 | 0.000005 |
| NOKDKK | 08-Aug-2008 | 11-Aug-2008 | -0.000141 | -0.000039 |
| SEKDKK | 08-Aug-2008 | 11-Aug-2008 | -0.000031 | 0.000058 |
| EURHUF | 08-Aug-2008 | 11-Aug-2008 | 0.0753 | 0.1094 |
| EURNZD | 08-Aug-2008 | 11-Aug-2008 | 0.000575 | 0.000832 |
| EURZAR | 08-Aug-2008 | 11-Aug-2008 | 0.006171 | 0.007726 |
| USDBRL | 08-Aug-2008 | 11-Aug-2008 | 0.00105 | 0.00141 |
| USDHUF | 08-Aug-2008 | 11-Aug-2008 | 0.0761 | 0.097 |
| USDINR | 08-Aug-2008 | 11-Aug-2008 | 0.0221 | 0.027 |
| USDISK | 08-Aug-2008 | 11-Aug-2008 | 0.077 | 0.0982 |
| USDCNY | 08-Aug-2008 | 11-Aug-2008 | -0.001644 | -0.000916 |
| SEKJPY | 08-Aug-2008 | 11-Aug-2008 | -0.00725 | -0.00495 |
| EURMXN | 08-Aug-2008 | 11-Aug-2008 | 0.004017 | 0.005442 |
| ISKDKK | 08-Aug-2008 | 11-Aug-2008 | -0.000064 | -0.000046 |
| CADDKK | 08-Aug-2008 | 11-Aug-2008 | 0.000187 | 0.000812 |
| AUDDKK | 08-Aug-2008 | 11-Aug-2008 | -0.001208 | -0.000702 |
| NZDDKK | 08-Aug-2008 | 11-Aug-2008 | -0.001134 | -0.000743 |
| PLNJPY | 08-Aug-2008 | 11-Aug-2008 | -0.02717 | -0.02073 |
| PLNDKK | 08-Aug-2008 | 11-Aug-2008 | -0.000487 | -0.000163 |
| HKDDKK | 08-Aug-2008 | 11-Aug-2008 | 0.000097 | 0.000189 |
| SGDDKK | 08-Aug-2008 | 11-Aug-2008 | 0.00094 | 0.001448 |
| DKKJPY | 08-Aug-2008 | 11-Aug-2008 | -0.00923 | -0.00626 |
| USDILS | 08-Aug-2008 | 11-Aug-2008 | 0.00031 | 0.000755 |
| EURSGD | 08-Aug-2008 | 11-Aug-2008 | -0.000807 | -0.000534 |
| EUREGP | 08-Aug-2008 | 11-Aug-2008 | -0.00332 | -0.002562 |
| GBPEGP | 08-Aug-2008 | 11-Aug-2008 | -0.004732 | -0.003742 |
| AUDCHF | 08-Aug-2008 | 11-Aug-2008 | -0.000495 | -0.00036 |
| GBPZAR | 08-Aug-2008 | 11-Aug-2008 | 0.007215 | 0.009096 |
| AUDHKD | 08-Aug-2008 | 11-Aug-2008 | -0.00386 | -0.003017 |
| GBPHKD | 08-Aug-2008 | 11-Aug-2008 | -0.005197 | -0.0034 |
| NZDNOK | 08-Aug-2008 | 11-Aug-2008 | -0.000973 | -0.000443 |
| SEKCAD | 08-Aug-2008 | 11-Aug-2008 | -0.000032 | -0.000011 |
| EURHKD | 08-Aug-2008 | 11-Aug-2008 | -0.00347 | -0.002134 |
| CADNOK | 08-Aug-2008 | 11-Aug-2008 | 0.000837 | 0.001403 |
| CHFPLN | 08-Aug-2008 | 11-Aug-2008 | 0.000547 | 0.000775 |
| GBPHUF | 08-Aug-2008 | 11-Aug-2008 | 0.0807 | 0.1214 |
| EURISK | 08-Aug-2008 | 11-Aug-2008 | 0.0981 | 0.1309 |
| USDLTL | 08-Aug-2008 | 11-Aug-2008 | 0.000238 | 0.000538 |
| EURLTL | 08-Aug-2008 | 11-Aug-2008 | -0.000205 | 0.000214 |
| USDEEK | 08-Aug-2008 | 11-Aug-2008 | 0.001256 | 0.003366 |
| EUREEK | 08-Aug-2008 | 11-Aug-2008 | -0.000652 | 0.002399 |
| USDHRK | 08-Aug-2008 | 11-Aug-2008 | -0.000144 | 0.000542 |
| EURHRK | 08-Aug-2008 | 11-Aug-2008 | -0.001419 | -0.000456 |
| USDLVL | 08-Aug-2008 | 11-Aug-2008 | 0.000006 | 0.000074 |
| EURLVL | 08-Aug-2008 | 11-Aug-2008 | -0.000106 | -0.000012 |
| USDSKK | 08-Aug-2008 | 11-Aug-2008 | 0.00114 | 0.00465 |
| EURSKK | 08-Aug-2008 | 11-Aug-2008 | -0.00354 | 0.00188 |
| USDDZD | 08-Aug-2008 | 11-Aug-2008 | -0.014802 | -0.008263 |
| USDIRR | 08-Aug-2008 | 11-Aug-2008 | -2.25 | -1.25 |
| USDIQD | 08-Aug-2008 | 11-Aug-2008 | -0.29 | -0.16 |
| USDLBP | 08-Aug-2008 | 11-Aug-2008 | -0.36 | -0.2 |
| USDLYD | 08-Aug-2008 | 11-Aug-2008 | -0.000288 | -0.000161 |
| USDSYP | 08-Aug-2008 | 11-Aug-2008 | -0.0122 | -0.0067 |
| USDTND | 08-Aug-2008 | 11-Aug-2008 | -0.000283 | -0.000157 |
| USDYER | 08-Aug-2008 | 11-Aug-2008 | -0.0478 | -0.0266 |
| EURAED | 11-Aug-2008 | 12-Aug-2008 | -0.000136 | 0.000149 |
| EURBHD | 11-Aug-2008 | 12-Aug-2008 | -0.00005 | -0.000026 |
| EURJOD | 11-Aug-2008 | 12-Aug-2008 | -0.000086 | -0.000041 |
| EURKWD | 11-Aug-2008 | 12-Aug-2008 | -0.000051 | -0.000031 |
| EUROMR | 11-Aug-2008 | 12-Aug-2008 | -0.00006 | -0.000028 |
| EURQAR | 11-Aug-2008 | 12-Aug-2008 | -0.000871 | -0.000389 |
| EURSAR | 11-Aug-2008 | 12-Aug-2008 | -0.000486 | -0.000226 |
| EURIQD | 08-Aug-2008 | 11-Aug-2008 | -0.76 | -0.57 |
| EURLBP | 08-Aug-2008 | 11-Aug-2008 | -0.94412 | -0.728744 |
| XAUUSD | 08-Aug-2008 | 11-Aug-2008 | 0.1002 | 0.23 |
| XAGUSD | 08-Aug-2008 | 11-Aug-2008 | 0.001537 | 0.005363 |
| NZDSGD | 08-Aug-2008 | 11-Aug-2008 | -0.000673 | -0.000509 |
| GBPPLN | 08-Aug-2008 | 11-Aug-2008 | 0.00013 | 0.000666 |
| HKDJPY | 08-Aug-2008 | 11-Aug-2008 | -0.00204 | -0.00053 |
| USDRUB | 07-Aug-2008 | 08-Aug-2008 | 0.000739 | 0.001893 |
| AUDCZK | 08-Aug-2008 | 11-Aug-2008 | -0.00496 | -0.00304 |
| AUDHUF | 08-Aug-2008 | 11-Aug-2008 | 0.0099 | 0.0306 |
| AUDPLN | 08-Aug-2008 | 11-Aug-2008 | -0.000324 | -0.000093 |
| AUDSGD | 08-Aug-2008 | 11-Aug-2008 | -0.000792 | -0.000618 |
| AUDTHB | 08-Aug-2008 | 11-Aug-2008 | -0.013 | -0.0092 |
| CHFCZK | 08-Aug-2008 | 11-Aug-2008 | 0.0014 | 0.00322 |
| CHFHUF | 08-Aug-2008 | 11-Aug-2008 | 0.0711 | 0.0951 |
| CHFZAR | 08-Aug-2008 | 11-Aug-2008 | 0.005138 | 0.00613 |
| DKKCZK | 08-Aug-2008 | 11-Aug-2008 | -0.00036 | 0.00005 |
| DKKHUF | 08-Aug-2008 | 11-Aug-2008 | 0.0093 | 0.0149 |
| DKKTHB | 08-Aug-2008 | 11-Aug-2008 | -0.0012 | -0.0002 |
| DKKZAR | 08-Aug-2008 | 11-Aug-2008 | 0.000784 | 0.001028 |
| EURTHB | 08-Aug-2008 | 11-Aug-2008 | -0.007633 | -0.002212 |
| GBPCZK | 08-Aug-2008 | 11-Aug-2008 | -0.00445 | -0.00075 |
| GBPTHB | 08-Aug-2008 | 11-Aug-2008 | -0.013104 | -0.006046 |
| NZDCZK | 08-Aug-2008 | 11-Aug-2008 | -0.00469 | -0.00338 |
| NZDHUF | 08-Aug-2008 | 11-Aug-2008 | -0.0018 | 0.0155 |
| NZDPLN | 08-Aug-2008 | 11-Aug-2008 | -0.000365 | -0.000176 |
| NZDSEK | 08-Aug-2008 | 11-Aug-2008 | -0.001625 | -0.001078 |
| NZDTHB | 08-Aug-2008 | 11-Aug-2008 | -0.011588 | -0.008666 |
| THBJPY | 08-Aug-2008 | 11-Aug-2008 | -0.000911 | -0.000566 |
| EURTRY | 08-Aug-2008 | 11-Aug-2008 | 0.001747 | 0.002063 |
| USDTRY | 07-Aug-2008 | 08-Aug-2008 | 0.000441 | 0.000515 |
| GBPAED | 11-Aug-2008 | 12-Aug-2008 | -0.0003 | 0.0001 |
| GBPKWD | 11-Aug-2008 | 12-Aug-2008 | -0.0001 | 0 |
| GBPMXN | 08-Aug-2008 | 11-Aug-2008 | 0.004 | 0.0059 |
| XAUEUR | 08-Aug-2008 | 11-Aug-2008 | 0.1673 | 0.2436 |
| XAUJPY | 08-Aug-2008 | 11-Aug-2008 | -2.91 | 10.18 |
| XAGEUR | 08-Aug-2008 | 11-Aug-2008 | 0.0029 | 0.0054 |
| XAGJPY | 08-Aug-2008 | 11-Aug-2008 | -0.0927 | 0.3054 |
| XAUAUD | 08-Aug-2008 | 11-Aug-2008 | 0.5335 | 0.6791 |
| PLNSEK | 08-Aug-2008 | 11-Aug-2008 | -0.000545 | -0.000208 |
| XAGAUD | 08-Aug-2008 | 11-Aug-2008 | 0.0097 | 0.0139 |
| ZARJPY | 08-Aug-2008 | 11-Aug-2008 | -0.0144 | -0.0125 |
| TRYDKK | 08-Aug-2008 | 11-Aug-2008 | -0.004789 | -0.003927 |
| XAGHKD | 08-Aug-2008 | 11-Aug-2008 | 0.004582 | 0.034763 |
| XAUHKD | 08-Aug-2008 | 11-Aug-2008 | 0.3874 | 1.4166 |
| AUDTRY | 08-Aug-2008 | 11-Aug-2008 | 0.000739 | 0.000944 |
| CADTRY | 07-Aug-2008 | 08-Aug-2008 | 0.000398 | 0.000468 |
| CHFTRY | 08-Aug-2008 | 11-Aug-2008 | 0.001275 | 0.001474 |
| CHFSGD | 08-Aug-2008 | 11-Aug-2008 | -0.000244 | -0.000077 |
| GBPTRY | 08-Aug-2008 | 11-Aug-2008 | 0.002082 | 0.002488 |
| NZDTRY | 08-Aug-2008 | 11-Aug-2008 | 0.000533 | 0.000695 |
| NZDZAR | 08-Aug-2008 | 11-Aug-2008 | 0.00105 | 0.001804 |
| CHFTHB | 08-Aug-2008 | 11-Aug-2008 | 0.0011 | 0.0047 |
| MXNJPY | 08-Aug-2008 | 11-Aug-2008 | -0.0075 | -0.0064 |
| TRYJPY | 08-Aug-2008 | 11-Aug-2008 | -0.1378 | -0.1211 |
| AUDZAR | 08-Aug-2008 | 11-Aug-2008 | 0.001727 | 0.002683 |
| CADPLN | 08-Aug-2008 | 11-Aug-2008 | 0.000372 | 0.000626 |
| CADMXN | 08-Aug-2008 | 11-Aug-2008 | 0.003481 | 0.004441 |
| CHFSKK | 08-Aug-2008 | 11-Aug-2008 | 0.00228 | 0.00454 |
| GBPSKK | 08-Aug-2008 | 11-Aug-2008 | -0.00656 | 0.00044 |
| SGDHKD | 08-Aug-2008 | 11-Aug-2008 | 0.000079 | 0.000832 |
| AUDSEK | 08-Aug-2008 | 11-Aug-2008 | -0.001658 | -0.001008 |
| USDRON | 08-Aug-2008 | 11-Aug-2008 | 0.001202 | 0.001803 |
| EURRON | 08-Aug-2008 | 11-Aug-2008 | 0.001262 | 0.002212 |
| GBPILS | 08-Aug-2008 | 11-Aug-2008 | -0.000909 | -0.000112 |
| EEKDKK | 08-Aug-2008 | 11-Aug-2008 | -0.00008 | 0.00003 |
| HRKDKK | 08-Aug-2008 | 11-Aug-2008 | 0.000051 | 0.000224 |
| ILSDKK | 08-Aug-2008 | 11-Aug-2008 | -0.000064 | 0.000134 |
| LTLDKK | 08-Aug-2008 | 11-Aug-2008 | -0.000163 | 0.000172 |
| LVLDKK | 08-Aug-2008 | 11-Aug-2008 | 0.000044 | 0.001809 |
| ISKJPY | 08-Aug-2008 | 11-Aug-2008 | -0.00192 | -0.00154 |
| MXNDKK | 08-Aug-2008 | 11-Aug-2008 | -0.000178 | -0.000116 |
| NZDMXN | 08-Aug-2008 | 11-Aug-2008 | -0.00051 | 0.000271 |
| AUDNOK | 08-Aug-2008 | 11-Aug-2008 | -0.000958 | -0.000287 |
| CHFMXN | 08-Aug-2008 | 11-Aug-2008 | 0.004212 | 0.005124 |
| AUDMXN | 08-Aug-2008 | 11-Aug-2008 | -0.000117 | 0.000872 |
| EURRUB | 08-Aug-2008 | 11-Aug-2008 | -0.002613 | 0.002248 |
| SARDKK | 11-Aug-2008 | 12-Aug-2008 | 0.000044 | 0.000117 |
| SKKDKK | 08-Aug-2008 | 11-Aug-2008 | -0.000017 | 0.000021 |
| XAGDKK | 08-Aug-2008 | 11-Aug-2008 | 0.020728 | 0.040796 |
| XAUDKK | 08-Aug-2008 | 11-Aug-2008 | 1.1911 | 1.9025 |
