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 | 0.000085 | -0.000011 | 14-05-2008 | 15-05-2008 | 3.75% | 4.95% | 1.95% | 2.57% |
| AUDUSD | -0.000098 | -0.000141 | 14-05-2008 | 15-05-2008 | 6.30% | 7.30% | 1.95% | 2.57% |
| CADUSD | -0.000001 | -0.000037 | 13-05-2008 | 14-05-2008 | 2.64% | 3.26% | 1.95% | 2.57% |
| CHFUSD | 0.000031 | -0.000009 | 14-05-2008 | 15-05-2008 | 1.44% | 2.19% | 1.95% | 2.57% |
| CZKUSD | -0.000001 | -0.000004 | 14-05-2008 | 15-05-2008 | 3.40% | 4.00% | 1.95% | 2.57% |
| DKKUSD | -0.000007 | -0.000016 | 14-05-2008 | 15-05-2008 | 3.75% | 4.75% | 1.95% | 2.57% |
| EURUSD | -0.000042 | -0.000094 | 14-05-2008 | 15-05-2008 | 3.63% | 4.26% | 1.95% | 2.57% |
| GBPUSD | -0.000119 | -0.000181 | 14-05-2008 | 15-05-2008 | 4.70% | 5.26% | 1.95% | 2.57% |
| HKDUSD | 0.000006 | 0.000002 | 14-05-2008 | 15-05-2008 | 0.70% | 1.40% | 1.95% | 2.57% |
| HRKUSD | 0.000005 | -0.000005 | 14-05-2008 | 15-05-2008 | 1.75% | 2.75% | 1.95% | 2.57% |
| HUFUSD | -0.000001 | -0.000001 | 14-05-2008 | 15-05-2008 | 7.82% | 8.55% | 1.95% | 2.57% |
| ILSUSD | -0.000001 | -0.000011 | 14-05-2008 | 15-05-2008 | 2.66% | 3.33% | 1.95% | 2.57% |
| ISKUSD | 0.000006 | -0.000001 | 14-05-2008 | 15-05-2008 | 15.25% | 16.00% | 1.95% | 2.57% |
| JPYUSD | 0.000001 | 0.000000 | 14-05-2008 | 15-05-2008 | 0.10% | 0.85% | 1.95% | 2.57% |
| MXNUSD | -0.000011 | -0.000017 | 14-05-2008 | 15-05-2008 | 7.25% | 7.75% | 1.95% | 2.57% |
| MYRUSD | -0.000006 | -0.000016 | 14-05-2008 | 15-05-2008 | 3.25% | 3.78% | 1.95% | 2.57% |
| NOKUSD | -0.000016 | -0.000026 | 14-05-2008 | 15-05-2008 | 5.61% | 6.52% | 1.95% | 2.57% |
| NZDUSD | -0.000108 | -0.000149 | 14-05-2008 | 15-05-2008 | 7.55% | 8.40% | 1.95% | 2.57% |
| PLNUSD | -0.000035 | -0.000056 | 14-05-2008 | 15-05-2008 | 5.29% | 6.09% | 1.95% | 2.57% |
| RONUSD | -0.000073 | -0.000101 | 14-05-2008 | 15-05-2008 | 0.75% | 10.45% | 1.95% | 2.57% |
| RUBUSD | -0.000001 | -0.000003 | 13-05-2008 | 14-05-2008 | 3.25% | 4.25% | 1.95% | 2.57% |
| SEKUSD | -0.000005 | -0.000012 | 14-05-2008 | 15-05-2008 | 4.00% | 4.65% | 1.95% | 2.57% |
| SGDUSD | 0.000046 | 0.000013 | 14-05-2008 | 15-05-2008 | -0.19% | 0.35% | 1.95% | 2.57% |
| SKKUSD | -0.000001 | -0.000004 | 14-05-2008 | 15-05-2008 | 1.75% | 4.50% | 1.95% | 2.57% |
| THBUSD | -0.000000 | -0.000001 | 14-05-2008 | 15-05-2008 | 2.93% | 3.50% | 1.95% | 2.57% |
| TRYUSD | -0.000275 | -0.000315 | 13-05-2008 | 14-05-2008 | 15.00% | 16.15% | 1.95% | 2.57% |
| USDAED | 0.000151 | -0.001151 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 3.75% | 4.95% |
| USDAUD | 0.000157 | 0.000109 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 6.30% | 7.30% |
| USDBHD | 0.000002 | -0.000014 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 1.25% | 2.10% |
| USDBRL | 0.000510 | 0.000390 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 11.05% | 12.79% |
| USDCAD | 0.000037 | 0.000001 | 13-05-2008 | 14-05-2008 | 1.95% | 2.57% | 2.64% | 3.26% |
| USDCHF | 0.000010 | -0.000034 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 1.44% | 2.19% |
| USDCNY | -0.000329 | -0.000549 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDCZK | 0.000950 | 0.000310 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 3.40% | 4.00% |
| USDDKK | 0.000363 | 0.000166 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 3.75% | 4.75% |
| USDDZD | -0.002986 | -0.004978 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDEEK | 0.000880 | 0.000455 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 4.20% | 5.10% |
| USDEGP | -0.000252 | -0.000422 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDEUR | 0.000039 | 0.000017 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 3.63% | 4.26% |
| USDGBP | 0.000047 | 0.000031 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 4.70% | 5.26% |
| USDHKD | -0.000092 | -0.000379 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 0.70% | 1.40% |
| USDHRK | 0.000104 | -0.000107 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 1.75% | 2.75% |
| USDHUF | 0.034600 | 0.022400 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 7.82% | 8.55% |
| USDIDR | 1.750000 | -0.280000 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 1.50% | 8.75% |
| USDILS | 0.000132 | 0.000008 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 2.66% | 3.33% |
| USDINR | 0.005700 | 0.004100 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 6.15% | 6.75% |
| USDIQD | -0.050000 | -0.100000 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDIRR | -0.430000 | -0.730000 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDISK | 0.007600 | -0.039500 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 15.25% | 16.00% |
| USDJOD | 0.000013 | -0.000013 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 1.93% | 2.59% |
| USDJPY | -0.002900 | -0.008000 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 0.10% | 0.85% |
| USDKRW | -0.049000 | -0.082000 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDKWD | -0.000005 | -0.000017 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 0.25% | 1.31% |
| USDLBP | -0.070000 | -0.120000 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDLTL | 0.000136 | -0.000144 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 0.25% | 4.15% |
| USDLVL | 0.000023 | -0.000001 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 2.55% | 3.75% |
| USDLYD | -0.000057 | -0.000094 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDMAD | -0.000346 | -0.000579 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDMXN | 0.001863 | 0.001224 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 7.25% | 7.75% |
| USDMYR | 0.000164 | 0.000060 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 3.25% | 3.78% |
| USDNOK | 0.000670 | 0.000416 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 5.61% | 6.52% |
| USDNZD | 0.000252 | 0.000183 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 7.55% | 8.40% |
| USDOMR | 0.000022 | 0.000007 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 3.25% | 4.00% |
| USDPHP | 0.006300 | 0.001400 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 3.75% | 7.25% |
| USDPLN | 0.000265 | 0.000164 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 5.29% | 6.09% |
| USDQAR | 0.000650 | -0.001550 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 4.45% | 5.45% |
| USDRON | 0.000561 | 0.000403 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 0.75% | 10.45% |
| USDRUB | 0.001515 | 0.000447 | 13-05-2008 | 14-05-2008 | 1.95% | 2.57% | 3.25% | 4.25% |
| USDSAR | 0.000044 | -0.000099 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 1.62% | 2.37% |
| USDSEK | 0.000420 | 0.000194 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 4.00% | 4.65% |
| USDSGD | -0.000024 | -0.000086 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.19% | 0.35% |
| USDSKK | 0.001770 | 0.000470 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 1.75% | 4.50% |
| USDSYP | -0.002400 | -0.004100 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDTHB | 0.001390 | 0.000320 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 2.93% | 3.50% |
| USDTND | -0.000055 | -0.000093 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDTRY | 0.000495 | 0.000432 | 13-05-2008 | 14-05-2008 | 1.95% | 2.57% | 15.00% | 16.15% |
| USDTWD | -0.001450 | -0.002420 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDVEB | -0.101000 | -0.168500 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDYER | -0.009400 | -0.015700 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | -0.26% | 0.26% |
| USDZAR | 0.001901 | 0.001561 | 14-05-2008 | 15-05-2008 | 1.95% | 2.57% | 10.10% | 11.10% |
| XAGUSD | 0.001822 | 0.000572 | 14-05-2008 | 15-05-2008 | -1.25% | 0.75% | 1.95% | 2.57% |
| XAUUSD | 0.075000 | 0.035400 | 14-05-2008 | 15-05-2008 | -0.50% | 0.50% | 1.95% | 2.57% |
| ZARUSD | -0.000027 | -0.000033 | 14-05-2008 | 15-05-2008 | 10.10% | 11.10% | 1.95% | 2.57% |
