Forex : 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 |
|---|---|---|---|---|---|---|---|---|
| AEDUSD | 0.000100 | 0.000004 | 19-05-2008 | 20-05-2008 | 3.75% | 4.95% | 1.92% | 2.68% |
| AUDUSD | -0.000293 | -0.000425 | 16-05-2008 | 19-05-2008 | 6.45% | 7.45% | 1.92% | 2.68% |
| CADUSD | 0.000002 | -0.000038 | 15-05-2008 | 16-05-2008 | 2.64% | 3.26% | 1.92% | 2.68% |
| CHFUSD | 0.000084 | -0.000013 | 16-05-2008 | 19-05-2008 | 1.45% | 2.15% | 1.92% | 2.68% |
| CZKUSD | -0.000004 | -0.000011 | 16-05-2008 | 19-05-2008 | 3.45% | 4.05% | 1.92% | 2.68% |
| DKKUSD | -0.000025 | -0.000046 | 16-05-2008 | 19-05-2008 | 3.70% | 4.45% | 1.92% | 2.68% |
| EURUSD | -0.000137 | -0.000288 | 16-05-2008 | 19-05-2008 | 3.72% | 4.29% | 1.92% | 2.68% |
| GBPUSD | -0.000343 | -0.000534 | 16-05-2008 | 19-05-2008 | 4.72% | 5.42% | 1.92% | 2.68% |
| HKDUSD | 0.000018 | 0.000006 | 16-05-2008 | 19-05-2008 | 0.65% | 1.40% | 1.92% | 2.68% |
| HRKUSD | 0.000029 | 0.000007 | 16-05-2008 | 19-05-2008 | 1.04% | 1.55% | 1.92% | 2.68% |
| HUFUSD | -0.000003 | -0.000004 | 16-05-2008 | 19-05-2008 | 7.74% | 8.94% | 1.92% | 2.68% |
| ILSUSD | -0.000003 | -0.000038 | 16-05-2008 | 19-05-2008 | 2.81% | 3.48% | 1.92% | 2.68% |
| ISKUSD | 0.000022 | -0.000001 | 16-05-2008 | 19-05-2008 | 15.25% | 16.00% | 1.92% | 2.68% |
| JPYUSD | 0.000002 | 0.000001 | 16-05-2008 | 19-05-2008 | 0.00% | 0.70% | 1.92% | 2.68% |
| MXNUSD | -0.000037 | -0.000051 | 16-05-2008 | 19-05-2008 | 7.24% | 7.75% | 1.92% | 2.68% |
| MYRUSD | -0.000019 | -0.000063 | 16-05-2008 | 20-05-2008 | 3.23% | 3.76% | 1.92% | 2.68% |
| NOKUSD | -0.000047 | -0.000068 | 16-05-2008 | 19-05-2008 | 5.63% | 6.50% | 1.92% | 2.68% |
| NZDUSD | -0.000304 | -0.000476 | 16-05-2008 | 19-05-2008 | 7.75% | 8.60% | 1.92% | 2.68% |
| PLNUSD | -0.000073 | -0.000159 | 16-05-2008 | 19-05-2008 | 5.20% | 6.00% | 1.92% | 2.68% |
| RONUSD | -0.000183 | -0.000294 | 16-05-2008 | 19-05-2008 | 0.75% | 10.25% | 1.92% | 2.68% |
| RUBUSD | -0.000000 | -0.000002 | 15-05-2008 | 16-05-2008 | 2.75% | 4.00% | 1.92% | 2.68% |
| SEKUSD | -0.000018 | -0.000035 | 16-05-2008 | 19-05-2008 | 3.98% | 4.68% | 1.92% | 2.68% |
| SGDUSD | 0.000202 | 0.000094 | 16-05-2008 | 20-05-2008 | -0.19% | 0.35% | 1.92% | 2.68% |
| SKKUSD | 0.000004 | -0.000012 | 16-05-2008 | 19-05-2008 | 1.75% | 4.75% | 1.92% | 2.68% |
| THBUSD | -0.000001 | -0.000005 | 16-05-2008 | 20-05-2008 | 2.90% | 3.48% | 1.92% | 2.68% |
| TRYUSD | -0.000270 | -0.000304 | 15-05-2008 | 16-05-2008 | 14.87% | 15.60% | 1.92% | 2.68% |
| USDAED | -0.000049 | -0.001351 | 19-05-2008 | 20-05-2008 | 1.92% | 2.68% | 3.75% | 4.95% |
| USDAUD | 0.000487 | 0.000336 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 6.45% | 7.45% |
| USDBHD | 0.000002 | -0.000015 | 19-05-2008 | 20-05-2008 | 1.92% | 2.68% | 1.25% | 2.10% |
| USDBRL | 0.001200 | 0.000840 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 8.75% | 10.48% |
| USDCAD | 0.000038 | -0.000002 | 15-05-2008 | 16-05-2008 | 1.92% | 2.68% | 2.64% | 3.26% |
| USDCHF | 0.000014 | -0.000093 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 1.45% | 2.15% |
| USDCNY | -0.000970 | -0.001712 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDCZK | 0.002750 | 0.000940 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 3.45% | 4.05% |
| USDDKK | 0.001066 | 0.000569 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 3.70% | 4.45% |
| USDDZD | -0.008794 | -0.015502 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDEEK | 0.002672 | 0.001276 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 4.20% | 5.10% |
| USDEGP | -0.000742 | -0.001309 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDEUR | 0.000120 | 0.000057 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 3.72% | 4.29% |
| USDGBP | 0.000141 | 0.000090 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 4.72% | 5.42% |
| USDHKD | -0.000350 | -0.001124 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 0.65% | 1.40% |
| USDHRK | -0.000142 | -0.000637 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 1.04% | 1.55% |
| USDHUF | 0.094500 | 0.069800 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 7.74% | 8.94% |
| USDIDR | 5.300000 | -0.920000 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 1.50% | 8.75% |
| USDILS | 0.000445 | 0.000037 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 2.81% | 3.48% |
| USDINR | 0.021000 | 0.016100 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 7.25% | 7.85% |
| USDIQD | -0.160000 | -0.300000 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDIRR | -1.280000 | -2.270000 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDISK | 0.008900 | -0.136400 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 15.25% | 16.00% |
| USDJOD | 0.000016 | -0.000016 | 19-05-2008 | 20-05-2008 | 1.92% | 2.68% | 1.90% | 2.70% |
| USDJPY | -0.011400 | -0.021300 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 0.00% | 0.70% |
| USDKRW | -0.144000 | -0.256000 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDKWD | -0.000005 | -0.000018 | 19-05-2008 | 20-05-2008 | 1.92% | 2.68% | 0.25% | 1.31% |
| USDLBP | -0.200000 | -0.370000 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDLTL | 0.000470 | -0.000451 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 0.25% | 4.45% |
| USDLVL | 0.000080 | 0.000013 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 3.05% | 4.05% |
| USDLYD | -0.000167 | -0.000294 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDMAD | -0.001024 | -0.001807 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDMXN | 0.005625 | 0.004021 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 7.24% | 7.75% |
| USDMYR | 0.000667 | 0.000199 | 16-05-2008 | 20-05-2008 | 1.92% | 2.68% | 3.23% | 3.76% |
| USDNOK | 0.001746 | 0.001208 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 5.63% | 6.50% |
| USDNZD | 0.000830 | 0.000530 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 7.75% | 8.60% |
| USDOMR | 0.000022 | 0.000006 | 19-05-2008 | 20-05-2008 | 1.92% | 2.68% | 3.25% | 4.00% |
| USDPHP | 0.019020 | 0.003810 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 3.75% | 7.25% |
| USDPLN | 0.000762 | 0.000351 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 5.20% | 6.00% |
| USDQAR | 0.000750 | -0.001751 | 19-05-2008 | 20-05-2008 | 1.92% | 2.68% | 4.45% | 5.45% |
| USDRON | 0.001639 | 0.001018 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 0.75% | 10.25% |
| USDRUB | 0.001379 | 0.000046 | 15-05-2008 | 16-05-2008 | 1.92% | 2.68% | 2.75% | 4.00% |
| USDSAR | 0.000051 | -0.000108 | 19-05-2008 | 20-05-2008 | 1.92% | 2.68% | 1.65% | 2.40% |
| USDSEK | 0.001247 | 0.000656 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 3.98% | 4.68% |
| USDSGD | -0.000180 | -0.000385 | 16-05-2008 | 20-05-2008 | 1.92% | 2.68% | -0.19% | 0.35% |
| USDSKK | 0.004820 | -0.001590 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 1.75% | 4.75% |
| USDSYP | -0.007000 | -0.012500 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDTHB | 0.005630 | 0.000790 | 16-05-2008 | 20-05-2008 | 1.92% | 2.68% | 2.90% | 3.48% |
| USDTND | -0.000163 | -0.000288 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDTRY | 0.000477 | 0.000424 | 15-05-2008 | 16-05-2008 | 1.92% | 2.68% | 14.87% | 15.60% |
| USDTWD | -0.004300 | -0.007560 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDVEB | -0.297800 | -0.525100 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDYER | -0.027700 | -0.048900 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | -0.26% | 0.26% |
| USDZAR | 0.006416 | 0.004944 | 16-05-2008 | 19-05-2008 | 1.92% | 2.68% | 10.95% | 11.95% |
| XAGUSD | 0.005434 | 0.001617 | 16-05-2008 | 19-05-2008 | -1.25% | 0.75% | 1.92% | 2.68% |
| XAUUSD | 0.229700 | 0.102500 | 16-05-2008 | 19-05-2008 | -0.50% | 0.50% | 1.92% | 2.68% |
| ZARUSD | -0.000084 | -0.000109 | 16-05-2008 | 19-05-2008 | 10.95% | 11.95% | 1.92% | 2.68% |
