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 |
|---|---|---|---|---|---|---|---|---|
| AUDUSD | -0.000307 | -0.000434 | 22-08-2008 | 25-08-2008 | 6.75% | 7.75% | 1.75% | 2.51% |
| EURUSD | -0.000180 | -0.000337 | 22-08-2008 | 25-08-2008 | 3.99% | 4.54% | 1.75% | 2.51% |
| GBPUSD | -0.000459 | -0.000716 | 22-08-2008 | 26-08-2008 | 4.70% | 5.40% | 1.75% | 2.51% |
| NZDUSD | -0.000339 | -0.000431 | 22-08-2008 | 25-08-2008 | 8.18% | 8.98% | 1.75% | 2.51% |
| USDAED | 0.000647 | -0.000247 | 25-08-2008 | 26-08-2008 | 1.75% | 2.51% | 3.75% | 4.95% |
| USDBHD | 0.000012 | -0.000012 | 25-08-2008 | 26-08-2008 | 1.75% | 2.51% | 1.39% | 2.84% |
| USDBRL | 0.001430 | 0.001080 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 10.57% | 12.33% |
| USDCAD | 0.000045 | 0.000001 | 21-08-2008 | 22-08-2008 | 1.75% | 2.51% | 2.55% | 3.25% |
| USDCHF | 0.000038 | -0.000079 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 1.63% | 2.28% |
| USDCNY | -0.000852 | -0.001578 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDCZK | 0.003210 | 0.000890 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 3.25% | 3.85% |
| USDDKK | 0.001212 | 0.000580 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 3.78% | 4.48% |
| USDDZD | -0.007587 | -0.014032 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDEEK | 0.002952 | 0.001577 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 4.30% | 5.10% |
| USDEGP | -0.000666 | -0.001232 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDHKD | 0.000043 | -0.000831 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 1.08% | 1.63% |
| USDHRK | 0.001716 | 0.001005 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 5.00% | 6.00% |
| USDHUF | 0.096900 | 0.074400 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 8.10% | 9.10% |
| USDIDR | 5.920000 | 4.850000 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 8.88% | 9.50% |
| USDILS | 0.000775 | 0.000348 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 3.68% | 4.35% |
| USDINR | 0.030000 | 0.025200 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 9.45% | 10.00% |
| USDIQD | -0.140000 | -0.280000 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDIRR | -1.180000 | -2.200000 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDISK | 0.101500 | 0.079500 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 15.05% | 15.80% |
| USDJOD | 0.000016 | -0.000016 | 25-08-2008 | 26-08-2008 | 1.75% | 2.51% | 1.74% | 2.53% |
| USDJPY | -0.010100 | -0.020200 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 0.15% | 0.77% |
| USDKRW | -0.131000 | -0.244000 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDKWD | 0.000034 | 0.000017 | 25-08-2008 | 26-08-2008 | 1.75% | 2.51% | 4.75% | 6.25% |
| USDLBP | -0.180000 | -0.350000 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDLTL | 0.000594 | 0.000270 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 3.90% | 4.80% |
| USDLVL | 0.000078 | 0.000017 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 2.95% | 3.70% |
| USDLYD | -0.000151 | -0.000280 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDMXN | 0.005846 | 0.004498 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 8.00% | 8.51% |
| USDMYR | 0.000562 | 0.000200 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 3.23% | 3.77% |
| USDNOK | 0.002005 | 0.001376 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 5.60% | 6.45% |
| USDOMR | 0.000005 | -0.000013 | 25-08-2008 | 26-08-2008 | 1.75% | 2.51% | 1.25% | 2.25% |
| USDPHP | 0.019020 | 0.002480 | 22-08-2008 | 26-08-2008 | 1.75% | 2.51% | 3.00% | 5.50% |
| USDPLN | 0.000951 | 0.000648 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 5.74% | 6.74% |
| USDQAR | 0.001095 | -0.002096 | 25-08-2008 | 26-08-2008 | 1.75% | 2.51% | 1.36% | 2.36% |
| USDRON | 0.001938 | 0.001087 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 9.01% | 10.25% |
| USDRUB | 0.002769 | 0.001580 | 21-08-2008 | 22-08-2008 | 1.75% | 2.51% | 4.85% | 5.85% |
| USDSAR | 0.000079 | -0.000080 | 25-08-2008 | 26-08-2008 | 1.75% | 2.51% | 1.75% | 2.50% |
| USDSEK | 0.001625 | 0.001018 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 4.16% | 4.86% |
| USDSGD | -0.000080 | -0.000252 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 0.25% | 1.00% |
| USDSKK | 0.005630 | 0.001790 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 3.75% | 4.55% |
| USDSYP | -0.006300 | -0.011800 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDTHB | 0.004970 | 0.000960 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 2.85% | 3.50% |
| USDTND | -0.000152 | -0.000283 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDTRY | 0.000540 | 0.000462 | 21-08-2008 | 22-08-2008 | 1.75% | 2.51% | 16.50% | 18.05% |
| USDTWD | -0.003920 | -0.007240 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDYER | -0.024800 | -0.046000 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | -0.26% | 0.26% |
| USDZAR | 0.006699 | 0.005640 | 22-08-2008 | 25-08-2008 | 1.75% | 2.51% | 11.45% | 12.35% |
| XAGUSD | 0.005555 | 0.001476 | 22-08-2008 | 26-08-2008 | -1.25% | 0.75% | 1.75% | 2.51% |
| XAUUSD | 0.273600 | 0.113500 | 22-08-2008 | 26-08-2008 | -0.50% | 0.50% | 1.75% | 2.51% |
