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 | -0.000040 | -0.000073 | 09-06-2009 | 10-06-2009 | 2.44% | 3.19% | -0.05% | 0.61% |
| EURUSD | 0.000015 | -0.000038 | 08-06-2009 | 09-06-2009 | 0.23% | 0.91% | -0.05% | 0.61% |
| GBPUSD | 0.000023 | -0.000035 | 08-06-2009 | 09-06-2009 | 0.11% | 0.73% | -0.05% | 0.61% |
| NZDUSD | -0.000026 | -0.000053 | 08-06-2009 | 09-06-2009 | 2.09% | 2.95% | -0.05% | 0.61% |
| USDBRL | 0.000510 | 0.000420 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 8.46% | 9.27% |
| USDCAD | 0.000061 | -0.000096 | 05-06-2009 | 08-06-2009 | -0.05% | 0.61% | -0.43% | 0.61% |
| USDCHF | 0.000009 | -0.000030 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.40% | 0.25% |
| USDCNY | 0.000058 | -0.000165 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDCZK | 0.001160 | 0.000290 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 1.17% | 2.15% |
| USDDZD | 0.000001 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDEEK | 0.002006 | 0.001190 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 4.50% | 6.50% |
| USDEGP | 0.000048 | -0.000135 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDHKD | 0.000094 | -0.000202 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.33% | 0.39% |
| USDHRK | 0.000188 | -0.000052 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 0.25% | 1.25% |
| USDHUF | 0.059100 | 0.042000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 8.10% | 10.47% |
| USDIDR | 2.350000 | 2.030000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 8.55% | 9.10% |
| USDILS | 0.000087 | -0.000082 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.13% | 0.74% |
| USDINR | 0.000100 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 3.95% | 4.55% |
| USDIQD | 0.010000 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDISK | 0.041600 | -0.081600 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -26.23% | 13.62% |
| USDJPY | 0.001100 | -0.002500 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.31% | 0.34% |
| USDKRW | 0.011000 | -0.030000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDLBP | 0.010000 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDLTL | 0.000156 | 0.000009 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 0.75% | 2.25% |
| USDLVL | 0.000227 | 0.000154 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 11.75% | 16.25% |
| USDLYD | 0.000000 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDMAD | 0.000001 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDMXN | 0.002475 | 0.001686 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 5.21% | 6.70% |
| USDMYR | 0.000001 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 2.95% | 3.52% |
| USDNOK | 0.000400 | 0.000071 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 1.02% | 2.24% |
| USDPHP | 0.000010 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 3.75% | 6.75% |
| USDPLN | 0.000370 | 0.000189 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 2.76% | 4.14% |
| USDRON | 0.000932 | 0.000566 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 7.49% | 11.26% |
| USDRUB | 0.018278 | 0.014922 | 05-06-2009 | 08-06-2009 | -0.05% | 0.61% | 6.45% | 7.10% |
| USDSEK | 0.000263 | -0.000126 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 0.02% | 1.19% |
| USDSGD | 0.000075 | -0.000082 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -1.43% | 1.82% |
| USDSKK | 0.001340 | 0.000400 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 1.25% | 2.05% |
| USDSYP | 0.000100 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDTHB | 0.000290 | -0.000830 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDTND | 0.000001 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDTRY | 0.001303 | 0.000936 | 05-06-2009 | 08-06-2009 | -0.05% | 0.61% | 7.93% | 10.13% |
| USDTWD | 0.000010 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDYER | 0.000100 | 0.000000 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | -0.26% | 0.26% |
| USDZAR | 0.001873 | 0.001463 | 08-06-2009 | 09-06-2009 | -0.05% | 0.61% | 7.30% | 8.50% |
| XAGUSD | 0.000763 | -0.000825 | 08-06-2009 | 09-06-2009 | -1.12% | 1.82% | -0.05% | 0.61% |
| XAUUSD | 0.033800 | -0.024300 | 08-06-2009 | 09-06-2009 | -0.63% | 0.84% | -0.05% | 0.61% |