Swap rates
Forex positions held until their Value Date
Instrument | Long | Short | Current Value | New Value | Base Currency Libid | Base Currency Libor | Traded Currency Libid | Traded Currency Libor |
|---|---|---|---|---|---|---|---|---|
| AUDUSD | -0.000352 | -0.000463 | 25-07-2008 | 28-07-2008 | 6.55% | 7.55% | 1.75% | 2.51% |
| EURUSD | -0.000200 | -0.000365 | 25-07-2008 | 28-07-2008 | 3.97% | 4.52% | 1.75% | 2.51% |
| GBPUSD | -0.000377 | -0.000568 | 25-07-2008 | 28-07-2008 | 4.75% | 5.31% | 1.75% | 2.51% |
| NZDUSD | -0.000349 | -0.000442 | 25-07-2008 | 28-07-2008 | 7.55% | 8.40% | 1.75% | 2.51% |
| USDAED | 0.000353 | -0.000553 | 28-07-2008 | 29-07-2008 | 1.75% | 2.51% | 3.75% | 4.95% |
| USDBHD | 0.000006 | -0.000010 | 28-07-2008 | 29-07-2008 | 1.75% | 2.51% | 1.55% | 2.35% |
| USDBRL | 0.001340 | 0.000990 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 10.06% | 11.86% |
| USDCAD | 0.000044 | 0.000002 | 24-07-2008 | 25-07-2008 | 1.75% | 2.51% | 2.59% | 3.29% |
| USDCHF | 0.000029 | -0.000075 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 1.58% | 2.28% |
| USDCNY | -0.000850 | -0.001574 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDCZK | 0.003630 | 0.001280 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 3.43% | 4.03% |
| USDDKK | 0.001348 | 0.000703 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 3.70% | 4.40% |
| USDDZD | -0.007787 | -0.014402 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDEEK | 0.002785 | 0.001487 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 4.30% | 5.10% |
| USDEGP | -0.000661 | -0.001224 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDHKD | -0.000007 | -0.000843 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.13% | 0.67% |
| USDHRK | 0.000578 | 0.000090 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 2.75% | 3.25% |
| USDHUF | 0.086200 | 0.057300 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 6.87% | 7.98% |
| USDIDR | 5.710000 | -0.770000 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 1.50% | 9.25% |
| USDILS | 0.000694 | 0.000276 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 3.46% | 4.13% |
| USDINR | 0.027700 | 0.023000 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 9.10% | 9.65% |
| USDIQD | -0.140000 | -0.270000 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDIRR | -1.150000 | -2.140000 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDISK | 0.092200 | 0.068600 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 15.25% | 16.00% |
| USDJOD | 0.000016 | -0.000016 | 28-07-2008 | 29-07-2008 | 1.75% | 2.51% | 1.74% | 2.53% |
| USDJPY | -0.009500 | -0.020000 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 0.18% | 0.80% |
| USDKRW | -0.125000 | -0.232000 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDKWD | -0.000002 | -0.000017 | 28-07-2008 | 29-07-2008 | 1.75% | 2.51% | 0.25% | 1.50% |
| USDLBP | -0.180000 | -0.350000 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDLTL | 0.000551 | -0.000415 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 0.25% | 4.75% |
| USDLVL | 0.000085 | 0.000025 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 3.20% | 4.00% |
| USDLYD | -0.000149 | -0.000275 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDMAD | -0.000910 | -0.001685 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDMXN | 0.005642 | 0.004283 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 7.75% | 8.26% |
| USDMYR | 0.000541 | 0.000191 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 3.22% | 3.75% |
| USDNOK | 0.001789 | 0.001257 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 5.29% | 6.19% |
| USDOMR | 0.000011 | -0.000008 | 28-07-2008 | 29-07-2008 | 1.75% | 2.51% | 1.75% | 2.75% |
| USDPHP | 0.009170 | -0.002790 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 1.75% | 4.25% |
| USDPLN | 0.000786 | 0.000548 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 5.33% | 6.33% |
| USDQAR | 0.002081 | -0.004065 | 28-07-2008 | 29-07-2008 | 1.75% | 2.51% | 4.45% | 5.45% |
| USDRON | 0.001589 | 0.000907 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 0.75% | 9.25% |
| USDRUB | 0.001625 | 0.000480 | 24-07-2008 | 25-07-2008 | 1.75% | 2.51% | 3.25% | 4.25% |
| USDSAR | 0.000204 | 0.000051 | 28-07-2008 | 29-07-2008 | 1.75% | 2.51% | 3.00% | 3.70% |
| USDSEK | 0.001572 | 0.000848 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 4.14% | 4.84% |
| USDSGD | -0.000094 | -0.000259 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.13% | 0.38% |
| USDSKK | 0.004360 | 0.001730 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 3.75% | 4.45% |
| USDSYP | -0.006300 | -0.011800 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDTHB | 0.004880 | 0.000940 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 2.85% | 3.50% |
| USDTND | -0.000048 | -0.000090 | 28-07-2008 | 29-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDTRY | 0.000509 | 0.000459 | 24-07-2008 | 25-07-2008 | 1.75% | 2.51% | 16.22% | 16.92% |
| USDTWD | -0.003790 | -0.007000 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDYER | -0.024800 | -0.046100 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDZAR | 0.006390 | 0.005527 | 25-07-2008 | 28-07-2008 | 1.75% | 2.51% | 11.19% | 12.09% |
| XAGUSD | 0.005463 | 0.001452 | 25-07-2008 | 28-07-2008 | -1.25% | 0.75% | 1.75% | 2.51% |
| XAUUSD | 0.232000 | 0.096300 | 25-07-2008 | 28-07-2008 | -0.50% | 0.50% | 1.75% | 2.51% |
