Swap Rates
| Forex Cross | Value Dates | Swap Points | ||
|---|---|---|---|---|
| From | To | Long Positions | Short Positions | |
| AUDCAD | 15-Mar-2010 | 16-Mar-2010 | -0.000077 | -0.000111 |
| AUDJPY | 15-Mar-2010 | 16-Mar-2010 | -0.0072 | -0.0101 |
| AUDNZD | 15-Mar-2010 | 16-Mar-2010 | -0.000018 | -0.000068 |
| AUDUSD | 15-Mar-2010 | 16-Mar-2010 | -0.000079 | -0.000108 |
| CADCHF | 15-Mar-2010 | 16-Mar-2010 | 0.00001 | -0.00003 |
| CADJPY | 15-Mar-2010 | 16-Mar-2010 | 0.0012 | -0.002 |
| CHFJPY | 15-Mar-2010 | 16-Mar-2010 | 0.002 | -0.0012 |
| CHFNOK | 15-Mar-2010 | 16-Mar-2010 | 0.000383 | 0.000181 |
| EURAUD | 15-Mar-2010 | 16-Mar-2010 | 0.000175 | 0.000127 |
| EURCAD | 15-Mar-2010 | 16-Mar-2010 | 0.000025 | -0.000023 |
| EURCHF | 15-Mar-2010 | 16-Mar-2010 | 0.000013 | -0.000038 |
| EURCZK | 15-Mar-2010 | 16-Mar-2010 | 0.00099 | 0.00004 |
| EURDKK | 15-Mar-2010 | 16-Mar-2010 | 0.0002 | -0.000042 |
| EURGBP | 15-Mar-2010 | 16-Mar-2010 | 0.00002 | -0.000008 |
| EURJPY | 15-Mar-2010 | 16-Mar-2010 | 0.0015 | -0.0025 |
| EURNOK | 15-Mar-2010 | 16-Mar-2010 | 0.000474 | 0.000213 |
| EURSEK | 15-Mar-2010 | 16-Mar-2010 | 0.000132 | -0.000182 |
| EURUSD | 15-Mar-2010 | 16-Mar-2010 | 0.000019 | -0.000022 |
| GBPAUD | 15-Mar-2010 | 16-Mar-2010 | 0.000182 | 0.000128 |
| GBPCAD | 15-Mar-2010 | 16-Mar-2010 | 0.000017 | -0.000036 |
| GBPCHF | 15-Mar-2010 | 16-Mar-2010 | 0.000003 | -0.000053 |
| GBPDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000165 | -0.000103 |
| GBPJPY | 15-Mar-2010 | 16-Mar-2010 | 0.0008 | -0.0037 |
| GBPNOK | 15-Mar-2010 | 16-Mar-2010 | 0.000463 | 0.000174 |
| GBPNZD | 15-Mar-2010 | 16-Mar-2010 | 0.000171 | 0.000093 |
| GBPSEK | 15-Mar-2010 | 16-Mar-2010 | 0.000073 | -0.000274 |
| GBPSGD | 15-Mar-2010 | 16-Mar-2010 | 0.000036 | -0.000051 |
| GBPUSD | 15-Mar-2010 | 16-Mar-2010 | 0.000011 | -0.000035 |
| NOKSEK | 15-Mar-2010 | 16-Mar-2010 | -0.000034 | -0.000077 |
| NZDCAD | 15-Mar-2010 | 16-Mar-2010 | -0.000034 | -0.000063 |
| NZDCHF | 15-Mar-2010 | 16-Mar-2010 | -0.000042 | -0.000073 |
| NZDJPY | 15-Mar-2010 | 16-Mar-2010 | -0.0033 | -0.0058 |
| NZDUSD | 15-Mar-2010 | 16-Mar-2010 | -0.000036 | -0.000061 |
| USDCAD | 12-Mar-2010 | 15-Mar-2010 | 0.000058 | -0.000046 |
| USDCHF | 15-Mar-2010 | 16-Mar-2010 | 0.000011 | -0.000027 |
| USDCZK | 15-Mar-2010 | 16-Mar-2010 | 0.00075 | 0.00005 |
| USDDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000152 | -0.000025 |
| USDJPY | 15-Mar-2010 | 16-Mar-2010 | 0.0012 | -0.0017 |
| USDNOK | 15-Mar-2010 | 16-Mar-2010 | 0.000353 | 0.000162 |
| USDSEK | 15-Mar-2010 | 16-Mar-2010 | 0.000103 | -0.000125 |
| USDSGD | 15-Mar-2010 | 16-Mar-2010 | 0.000035 | -0.000023 |
| NOKJPY | 15-Mar-2010 | 16-Mar-2010 | -0.00045 | -0.00099 |
| USDPLN | 15-Mar-2010 | 16-Mar-2010 | 0.000262 | 0.000153 |
| SGDJPY | 15-Mar-2010 | 16-Mar-2010 | 0.001 | -0.0019 |
| USDZAR | 15-Mar-2010 | 16-Mar-2010 | 0.001625 | 0.001267 |
| CHFSEK | 15-Mar-2010 | 16-Mar-2010 | 0.000161 | -0.000082 |
| CHFDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000191 | 0.000004 |
| EURPLN | 15-Mar-2010 | 16-Mar-2010 | 0.000354 | 0.000205 |
| USDHKD | 15-Mar-2010 | 16-Mar-2010 | 0.000077 | -0.000174 |
| USDKRW | 15-Mar-2010 | 16-Mar-2010 | 0.001 | 0 |
| USDMYR | 15-Mar-2010 | 16-Mar-2010 | 0.000355 | 0.00023 |
| USDMXN | 16-Mar-2010 | 17-Mar-2010 | 0.001858 | 0.001263 |
| USDPHP | 15-Mar-2010 | 16-Mar-2010 | 0.00001 | 0 |
| USDTHB | 15-Mar-2010 | 16-Mar-2010 | 0.00053 | -0.00064 |
| USDTWD | 15-Mar-2010 | 16-Mar-2010 | 0.00001 | 0 |
| USDEGP | 15-Mar-2010 | 16-Mar-2010 | 0.000089 | -0.000107 |
| USDIDR | 15-Mar-2010 | 17-Mar-2010 | 0.01 | 0 |
| USDMAD | 15-Mar-2010 | 16-Mar-2010 | 0.000001 | 0 |
| NOKDKK | 15-Mar-2010 | 16-Mar-2010 | -0.000013 | -0.000047 |
| SEKDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000024 | -0.000004 |
| EURHUF | 16-Mar-2010 | 17-Mar-2010 | 0.0403 | 0.0279 |
| EURNZD | 15-Mar-2010 | 16-Mar-2010 | 0.000168 | 0.000098 |
| EURZAR | 15-Mar-2010 | 16-Mar-2010 | 0.002213 | 0.001722 |
| USDBRL | 15-Mar-2010 | 16-Mar-2010 | 0.00041 | 0.00032 |
| USDHUF | 16-Mar-2010 | 17-Mar-2010 | 0.0297 | 0.0206 |
| USDINR | 15-Mar-2010 | 17-Mar-2010 | 0.0001 | 0 |
| USDISK | 15-Mar-2010 | 16-Mar-2010 | 0.0108 | -0.0159 |
| USDCNY | 15-Mar-2010 | 16-Mar-2010 | 0.000109 | -0.000133 |
| SEKJPY | 15-Mar-2010 | 16-Mar-2010 | 0.00021 | -0.00024 |
| EURMXN | 16-Mar-2010 | 17-Mar-2010 | 0.002526 | 0.00171 |
| ISKDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000002 | -0.00001 |
| CADDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000148 | -0.000045 |
| AUDDKK | 15-Mar-2010 | 16-Mar-2010 | -0.000365 | -0.000536 |
| NZDDKK | 15-Mar-2010 | 16-Mar-2010 | -0.000146 | -0.000291 |
| PLNJPY | 15-Mar-2010 | 16-Mar-2010 | -0.00176 | -0.00304 |
| PLNDKK | 15-Mar-2010 | 16-Mar-2010 | -0.000077 | -0.000156 |
| HKDDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000025 | 0 |
| SGDDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000117 | -0.000062 |
| DKKJPY | 15-Mar-2010 | 16-Mar-2010 | 0.00005 | -0.00053 |
| USDILS | 15-Mar-2010 | 16-Mar-2010 | 0.000147 | 0.000003 |
| EURSGD | 15-Mar-2010 | 16-Mar-2010 | 0.000046 | -0.000033 |
| EUREGP | 15-Mar-2010 | 16-Mar-2010 | 0.000114 | -0.000154 |
| GBPEGP | 15-Mar-2010 | 16-Mar-2010 | 0.00007 | -0.000227 |
| AUDCHF | 15-Mar-2010 | 16-Mar-2010 | -0.000089 | -0.000125 |
| GBPZAR | 15-Mar-2010 | 16-Mar-2010 | 0.002362 | 0.00182 |
| AUDHKD | 15-Mar-2010 | 16-Mar-2010 | -0.000647 | -0.000891 |
| GBPHKD | 15-Mar-2010 | 16-Mar-2010 | 0.000026 | -0.000356 |
| NZDNOK | 15-Mar-2010 | 16-Mar-2010 | -0.000026 | -0.000182 |
| EURHKD | 15-Mar-2010 | 16-Mar-2010 | 0.000095 | -0.00025 |
| CADNOK | 15-Mar-2010 | 16-Mar-2010 | 0.000344 | 0.000136 |
| CHFPLN | 15-Mar-2010 | 16-Mar-2010 | 0.000271 | 0.000157 |
| GBPHUF | 16-Mar-2010 | 17-Mar-2010 | 0.0424 | 0.0287 |
| EURISK | 15-Mar-2010 | 16-Mar-2010 | 0.0146 | -0.022 |
| USDEEK | 15-Mar-2010 | 16-Mar-2010 | 0.002168 | 0.00129 |
| EUREEK | 15-Mar-2010 | 16-Mar-2010 | 0.002949 | 0.001747 |
| USDHRK | 15-Mar-2010 | 16-Mar-2010 | 0.000232 | -0.000029 |
| EURHRK | 15-Mar-2010 | 16-Mar-2010 | 0.00031 | -0.000047 |
| USDLVL | 15-Mar-2010 | 16-Mar-2010 | 0.000027 | -0.000006 |
| EURLVL | 15-Mar-2010 | 16-Mar-2010 | 0.000036 | -0.000009 |
| USDSKK | 15-Mar-2010 | 16-Mar-2010 | 0.00151 | 0.0005 |
| EURSKK | 15-Mar-2010 | 16-Mar-2010 | 0.00204 | 0.00065 |
| USDDZD | 15-Mar-2010 | 16-Mar-2010 | 0.000001 | 0 |
| USDIRR | 15-Mar-2010 | 16-Mar-2010 | 0.01 | 0 |
| USDIQD | 15-Mar-2010 | 16-Mar-2010 | 0.01 | 0 |
| USDLBP | 15-Mar-2010 | 16-Mar-2010 | 0.01 | 0 |
| USDLYD | 15-Mar-2010 | 16-Mar-2010 | 0 | 0 |
| USDSYP | 15-Mar-2010 | 16-Mar-2010 | 0.0001 | 0 |
| USDTND | 15-Mar-2010 | 16-Mar-2010 | 0.000001 | 0 |
| USDYER | 15-Mar-2010 | 16-Mar-2010 | 0.0001 | 0 |
| EURIQD | 15-Mar-2010 | 16-Mar-2010 | 0.01 | 0 |
| EURLBP | 15-Mar-2010 | 16-Mar-2010 | 0.000001 | 0 |
| XAUUSD | 15-Mar-2010 | 16-Mar-2010 | 0.0269 | -0.0158 |
| XAGUSD | 15-Mar-2010 | 16-Mar-2010 | 0.00084 | -0.000148 |
| NZDSGD | 15-Mar-2010 | 16-Mar-2010 | -0.00004 | -0.000087 |
| GBPPLN | 15-Mar-2010 | 16-Mar-2010 | 0.000361 | 0.000196 |
| HKDJPY | 15-Mar-2010 | 16-Mar-2010 | 0.000242 | -0.000161 |
| USDRUB | 12-Mar-2010 | 15-Mar-2010 | 0.00875 | 0.005269 |
| AUDCZK | 15-Mar-2010 | 16-Mar-2010 | -0.00104 | -0.00171 |
| AUDHUF | 16-Mar-2010 | 17-Mar-2010 | 0.0091 | 0.0005 |
| AUDPLN | 15-Mar-2010 | 16-Mar-2010 | -0.000024 | -0.000129 |
| AUDSGD | 15-Mar-2010 | 16-Mar-2010 | -0.000097 | -0.000153 |
| AUDTHB | 15-Mar-2010 | 16-Mar-2010 | -0.0025 | -0.0037 |
| CHFCZK | 15-Mar-2010 | 16-Mar-2010 | 0.00087 | 0.00014 |
| CHFHUF | 16-Mar-2010 | 17-Mar-2010 | 0.0295 | 0.0202 |
| CHFZAR | 15-Mar-2010 | 16-Mar-2010 | 0.001593 | 0.001226 |
| DKKCZK | 15-Mar-2010 | 16-Mar-2010 | 0.00011 | -0.00004 |
| DKKHUF | 16-Mar-2010 | 17-Mar-2010 | 0.0051 | 0.0033 |
| DKKTHB | 15-Mar-2010 | 16-Mar-2010 | 0.0001 | -0.0002 |
| DKKZAR | 15-Mar-2010 | 16-Mar-2010 | 0.000285 | 0.000215 |
| EURTHB | 15-Mar-2010 | 16-Mar-2010 | 0.000677 | -0.000919 |
| GBPCZK | 15-Mar-2010 | 16-Mar-2010 | 0.00091 | -0.00015 |
| GBPTHB | 15-Mar-2010 | 16-Mar-2010 | 0.000414 | -0.001353 |
| NZDCZK | 15-Mar-2010 | 16-Mar-2010 | -0.00034 | -0.00091 |
| NZDHUF | 16-Mar-2010 | 17-Mar-2010 | 0.0117 | 0.0046 |
| NZDPLN | 15-Mar-2010 | 16-Mar-2010 | 0.000051 | -0.000037 |
| NZDSEK | 15-Mar-2010 | 16-Mar-2010 | -0.000258 | -0.000446 |
| NZDTHB | 15-Mar-2010 | 16-Mar-2010 | -0.001149 | -0.00209 |
| THBJPY | 15-Mar-2010 | 16-Mar-2010 | 0.00005 | -0.000056 |
| EURTRY | 15-Mar-2010 | 16-Mar-2010 | 0.000399 | 0.000291 |
| USDTRY | 12-Mar-2010 | 15-Mar-2010 | 0.000878 | 0.000644 |
| GBPMXN | 16-Mar-2010 | 17-Mar-2010 | 0.0027 | 0.0017 |
| XAUEUR | 15-Mar-2010 | 16-Mar-2010 | 0.0206 | -0.0108 |
| XAUJPY | 15-Mar-2010 | 16-Mar-2010 | 2.27 | -1.82 |
| XAGEUR | 15-Mar-2010 | 16-Mar-2010 | 0.0007 | -0.0001 |
| XAGJPY | 15-Mar-2010 | 16-Mar-2010 | 0.0735 | -0.0195 |
| XAUAUD | 15-Mar-2010 | 16-Mar-2010 | 0.1543 | 0.1054 |
| PLNSEK | 15-Mar-2010 | 16-Mar-2010 | -0.000135 | -0.000236 |
| XAGAUD | 15-Mar-2010 | 16-Mar-2010 | 0.0029 | 0.0017 |
| ZARJPY | 15-Mar-2010 | 16-Mar-2010 | -0.0021 | -0.0028 |
| TRYDKK | 15-Mar-2010 | 16-Mar-2010 | -0.000451 | -0.000641 |
| XAGHKD | 15-Mar-2010 | 16-Mar-2010 | 0.00587 | -0.002167 |
| XAUHKD | 15-Mar-2010 | 16-Mar-2010 | 0.1665 | -0.1879 |
| AUDTRY | 15-Mar-2010 | 16-Mar-2010 | 0.000126 | 0.000052 |
| CADTRY | 12-Mar-2010 | 15-Mar-2010 | 0.000857 | 0.000612 |
| CHFTRY | 15-Mar-2010 | 16-Mar-2010 | 0.000288 | 0.000208 |
| CHFSGD | 15-Mar-2010 | 16-Mar-2010 | 0.000045 | -0.000015 |
| GBPTRY | 15-Mar-2010 | 16-Mar-2010 | 0.000423 | 0.000305 |
| NZDTRY | 15-Mar-2010 | 16-Mar-2010 | 0.000134 | 0.000073 |
| NZDZAR | 15-Mar-2010 | 16-Mar-2010 | 0.000793 | 0.000514 |
| CHFTHB | 15-Mar-2010 | 16-Mar-2010 | 0.0008 | -0.0005 |
| MXNJPY | 16-Mar-2010 | 17-Mar-2010 | -0.0007 | -0.0011 |
| TRYJPY | 15-Mar-2010 | 16-Mar-2010 | -0.0083 | -0.0115 |
| AUDZAR | 15-Mar-2010 | 16-Mar-2010 | 0.000802 | 0.000461 |
| CADPLN | 15-Mar-2010 | 16-Mar-2010 | 0.000256 | 0.000139 |
| CADMXN | 16-Mar-2010 | 17-Mar-2010 | 0.001815 | 0.001186 |
| CHFSKK | 15-Mar-2010 | 16-Mar-2010 | 0.00163 | 0.00058 |
| GBPSKK | 15-Mar-2010 | 16-Mar-2010 | 0.00201 | 0.00048 |
| SGDHKD | 15-Mar-2010 | 16-Mar-2010 | 0.000063 | -0.00018 |
| AUDSEK | 15-Mar-2010 | 16-Mar-2010 | -0.000564 | -0.000786 |
| USDRON | 15-Mar-2010 | 16-Mar-2010 | 0.000311 | 0.000121 |
| EURRON | 15-Mar-2010 | 16-Mar-2010 | 0.000422 | 0.000161 |
| GBPILS | 15-Mar-2010 | 16-Mar-2010 | 0.000178 | -0.000041 |
| EEKDKK | 15-Mar-2010 | 16-Mar-2010 | -0.000047 | -0.000086 |
| HRKDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000019 | -0.000035 |
| ILSDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000003 | -0.000066 |
| LVLDKK | 15-Mar-2010 | 16-Mar-2010 | 0.000246 | -0.000426 |
| ISKJPY | 15-Mar-2010 | 16-Mar-2010 | 0.00007 | -0.00005 |
| MXNDKK | 16-Mar-2010 | 17-Mar-2010 | 0.000014 | -0.000058 |
| NZDMXN | 16-Mar-2010 | 17-Mar-2010 | 0.000717 | 0.000251 |
| AUDNOK | 15-Mar-2010 | 16-Mar-2010 | -0.00022 | -0.000405 |
| CHFMXN | 16-Mar-2010 | 17-Mar-2010 | 0.001854 | 0.001245 |
| AUDMXN | 16-Mar-2010 | 17-Mar-2010 | 0.000538 | -0.000029 |
| EURRUB | 15-Mar-2010 | 16-Mar-2010 | 0.003954 | 0.002359 |
| SKKDKK | 15-Mar-2010 | 16-Mar-2010 | -0.000002 | -0.000014 |
| XAGDKK | 15-Mar-2010 | 16-Mar-2010 | 0.005788 | 0.000155 |
| XAUDKK | 15-Mar-2010 | 16-Mar-2010 | 0.2248 | -0.0235 |
| SKKHUF | 16-Mar-2010 | 17-Mar-2010 | 0.000982 | 0.000466 |
| CZKPLN | 15-Mar-2010 | 16-Mar-2010 | 0.000011 | 0.000004 |
| PLNHUF | 16-Mar-2010 | 17-Mar-2010 | 0.0057 | 0.0019 |
| CADSEK | 15-Mar-2010 | 16-Mar-2010 | 0.000101 | -0.000149 |
| HUFJPY | 16-Mar-2010 | 17-Mar-2010 | -0.00005 | -0.000073 |
| TRYZAR | 15-Mar-2010 | 16-Mar-2010 | 0.000311 | -0.000025 |
| XAUGBP | 15-Mar-2010 | 16-Mar-2010 | 0.0238 | -0.0048 |
| EURILS | 15-Mar-2010 | 16-Mar-2010 | 0.000276 | 0.000052 |
| AUDILS | 15-Mar-2010 | 16-Mar-2010 | -0.00021 | -0.000349 |
| CHFHKD | 15-Mar-2010 | 16-Mar-2010 | 0.000143 | -0.000125 |
| CHFILS | 15-Mar-2010 | 16-Mar-2010 | 0.000229 | 0.000029 |
| CZKHKD | 15-Mar-2010 | 16-Mar-2010 | -0.000003 | -0.00002 |
| CZKNOK | 15-Mar-2010 | 16-Mar-2010 | 0.000014 | 0 |
| CZKSEK | 15-Mar-2010 | 16-Mar-2010 | -0.000001 | -0.000017 |
| CZKSGD | 15-Mar-2010 | 16-Mar-2010 | 0.000001 | -0.000004 |
| CZKZAR | 15-Mar-2010 | 16-Mar-2010 | 0.000081 | 0.000058 |
| HKDHUF | 16-Mar-2010 | 17-Mar-2010 | 0.004009 | 0.002786 |
| HKDMXN | 16-Mar-2010 | 17-Mar-2010 | 0.000244 | -0.000024 |
| HKDNOK | 15-Mar-2010 | 16-Mar-2010 | 0.000052 | 0.000024 |
| HKDNZD | 15-Mar-2010 | 16-Mar-2010 | 0.000018 | 0.00001 |
| HKDPLN | 15-Mar-2010 | 16-Mar-2010 | 0.000037 | 0.000021 |
| HKDSEK | 15-Mar-2010 | 16-Mar-2010 | 0.000021 | -0.000012 |
| HKDZAR | 15-Mar-2010 | 16-Mar-2010 | 0.000217 | 0.000168 |
| HUFCZK | 16-Mar-2010 | 17-Mar-2010 | -0.000007 | -0.000013 |
| HUFMXN | 16-Mar-2010 | 17-Mar-2010 | 0.000002 | -0.000011 |
| HUFNOK | 16-Mar-2010 | 17-Mar-2010 | -0.000001 | -0.000004 |
| HUFSEK | 16-Mar-2010 | 17-Mar-2010 | -0.000003 | -0.000006 |
| HUFSGD | 16-Mar-2010 | 17-Mar-2010 | 0 | -0.000002 |
| HUFZAR | 16-Mar-2010 | 17-Mar-2010 | 0.000004 | 0.000001 |
| ILSJPY | 15-Mar-2010 | 16-Mar-2010 | -0.000317 | -0.001432 |
| ILSNZD | 15-Mar-2010 | 16-Mar-2010 | 0.000024 | 0.000004 |
| NOKPLN | 15-Mar-2010 | 16-Mar-2010 | 0.000024 | 0.000004 |
| NOKSGD | 15-Mar-2010 | 16-Mar-2010 | -0.000003 | -0.000015 |
| NOKZAR | 15-Mar-2010 | 16-Mar-2010 | 0.000224 | 0.000158 |
| SEKSGD | 15-Mar-2010 | 16-Mar-2010 | 0.000006 | -0.000004 |
| SEKZAR | 15-Mar-2010 | 16-Mar-2010 | 0.000232 | 0.000178 |
| SGDZAR | 15-Mar-2010 | 16-Mar-2010 | 0.001175 | 0.000847 |
| XAGGBP | 15-Mar-2010 | 16-Mar-2010 | 0.000649 | -0.000011 |
| CZKJPY | 15-Mar-2010 | 16-Mar-2010 | -0.000022 | -0.000212 |
