EN
Swap Rates
| Forex Cross | Value Dates | Swap Points | ||
|---|---|---|---|---|
| From | To | Long Positions | Short Positions | |
| AUDCAD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDCAD positions held on 10-Sep-2010
AUD LIBID 4.26% CAD LIBOR 1.24% |
Interest rates used in calculating the swap points for Short AUDCAD positions held on 10-Sep-2010
CAD LIBID 0.65% AUD LIBOR 4.86% |
| AUDJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDJPY positions held on 10-Sep-2010
AUD LIBID 4.26% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short AUDJPY positions held on 10-Sep-2010
JPY LIBID -0.12% AUD LIBOR 4.86% |
| AUDNZD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDNZD positions held on 10-Sep-2010
AUD LIBID 4.26% NZD LIBOR 3.37% |
Interest rates used in calculating the swap points for Short AUDNZD positions held on 10-Sep-2010
NZD LIBID 2.72% AUD LIBOR 4.86% |
| AUDUSD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDUSD positions held on 10-Sep-2010
AUD LIBID 4.26% USD LIBOR 0.6% |
Interest rates used in calculating the swap points for Short AUDUSD positions held on 10-Sep-2010
USD LIBID 0.06% AUD LIBOR 4.86% |
| CADCHF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CADCHF positions held on 10-Sep-2010
CAD LIBID 0.65% CHF LIBOR 0.45% |
Interest rates used in calculating the swap points for Short CADCHF positions held on 10-Sep-2010
CHF LIBID -0.13% CAD LIBOR 1.24% |
| CADJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CADJPY positions held on 10-Sep-2010
CAD LIBID 0.65% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short CADJPY positions held on 10-Sep-2010
JPY LIBID -0.12% CAD LIBOR 1.24% |
| CHFJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFJPY positions held on 10-Sep-2010
CHF LIBID -0.13% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short CHFJPY positions held on 10-Sep-2010
JPY LIBID -0.12% CHF LIBOR 0.45% |
| CHFNOK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFNOK positions held on 10-Sep-2010
CHF LIBID -0.13% NOK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short CHFNOK positions held on 10-Sep-2010
NOK LIBID 1.84% CHF LIBOR 0.45% |
| EURAUD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURAUD positions held on 10-Sep-2010
EUR LIBID 0.16% AUD LIBOR 4.86% |
Interest rates used in calculating the swap points for Short EURAUD positions held on 10-Sep-2010
AUD LIBID 4.26% EUR LIBOR 0.7% |
| EURCAD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURCAD positions held on 10-Sep-2010
EUR LIBID 0.16% CAD LIBOR 1.24% |
Interest rates used in calculating the swap points for Short EURCAD positions held on 10-Sep-2010
CAD LIBID 0.65% EUR LIBOR 0.7% |
| EURCHF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURCHF positions held on 10-Sep-2010
EUR LIBID 0.16% CHF LIBOR 0.45% |
Interest rates used in calculating the swap points for Short EURCHF positions held on 10-Sep-2010
CHF LIBID -0.13% EUR LIBOR 0.7% |
| EURCZK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURCZK positions held on 10-Sep-2010
EUR LIBID 0.16% CZK LIBOR 1.06% |
Interest rates used in calculating the swap points for Short EURCZK positions held on 10-Sep-2010
CZK LIBID 0.44% EUR LIBOR 0.7% |
| EURDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURDKK positions held on 10-Sep-2010
EUR LIBID 0.16% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short EURDKK positions held on 10-Sep-2010
DKK LIBID 0.17% EUR LIBOR 0.7% |
| EURGBP | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURGBP positions held on 10-Sep-2010
EUR LIBID 0.16% GBP LIBOR 0.91% |
Interest rates used in calculating the swap points for Short EURGBP positions held on 10-Sep-2010
GBP LIBID 0.37% EUR LIBOR 0.7% |
| EURJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURJPY positions held on 10-Sep-2010
EUR LIBID 0.16% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short EURJPY positions held on 10-Sep-2010
JPY LIBID -0.12% EUR LIBOR 0.7% |
| EURNOK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURNOK positions held on 10-Sep-2010
EUR LIBID 0.16% NOK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short EURNOK positions held on 10-Sep-2010
NOK LIBID 1.84% EUR LIBOR 0.7% |
| EURSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURSEK positions held on 10-Sep-2010
EUR LIBID 0.16% SEK LIBOR 1.18% |
Interest rates used in calculating the swap points for Short EURSEK positions held on 10-Sep-2010
SEK LIBID 0.56% EUR LIBOR 0.7% |
| EURUSD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURUSD positions held on 10-Sep-2010
EUR LIBID 0.16% USD LIBOR 0.6% |
Interest rates used in calculating the swap points for Short EURUSD positions held on 10-Sep-2010
USD LIBID 0.06% EUR LIBOR 0.7% |
| GBPAUD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPAUD positions held on 10-Sep-2010
GBP LIBID 0.37% AUD LIBOR 4.86% |
Interest rates used in calculating the swap points for Short GBPAUD positions held on 10-Sep-2010
AUD LIBID 4.26% GBP LIBOR 0.91% |
| GBPCAD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPCAD positions held on 10-Sep-2010
GBP LIBID 0.37% CAD LIBOR 1.24% |
Interest rates used in calculating the swap points for Short GBPCAD positions held on 10-Sep-2010
CAD LIBID 0.65% GBP LIBOR 0.91% |
| GBPCHF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPCHF positions held on 10-Sep-2010
GBP LIBID 0.37% CHF LIBOR 0.45% |
Interest rates used in calculating the swap points for Short GBPCHF positions held on 10-Sep-2010
CHF LIBID -0.13% GBP LIBOR 0.91% |
| GBPDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPDKK positions held on 10-Sep-2010
GBP LIBID 0.37% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short GBPDKK positions held on 10-Sep-2010
DKK LIBID 0.17% GBP LIBOR 0.91% |
| GBPJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPJPY positions held on 10-Sep-2010
GBP LIBID 0.37% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short GBPJPY positions held on 10-Sep-2010
JPY LIBID -0.12% GBP LIBOR 0.91% |
| GBPNOK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPNOK positions held on 10-Sep-2010
GBP LIBID 0.37% NOK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short GBPNOK positions held on 10-Sep-2010
NOK LIBID 1.84% GBP LIBOR 0.91% |
| GBPNZD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPNZD positions held on 10-Sep-2010
GBP LIBID 0.37% NZD LIBOR 3.37% |
Interest rates used in calculating the swap points for Short GBPNZD positions held on 10-Sep-2010
NZD LIBID 2.72% GBP LIBOR 0.91% |
| GBPSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPSEK positions held on 10-Sep-2010
GBP LIBID 0.37% SEK LIBOR 1.18% |
Interest rates used in calculating the swap points for Short GBPSEK positions held on 10-Sep-2010
SEK LIBID 0.56% GBP LIBOR 0.91% |
| GBPSGD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPSGD positions held on 13-Sep-2010
GBP LIBID 0.37% SGD LIBOR 1.09% |
Interest rates used in calculating the swap points for Short GBPSGD positions held on 13-Sep-2010
SGD LIBID -0.03% GBP LIBOR 0.91% |
| GBPUSD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPUSD positions held on 10-Sep-2010
GBP LIBID 0.37% USD LIBOR 0.6% |
Interest rates used in calculating the swap points for Short GBPUSD positions held on 10-Sep-2010
USD LIBID 0.06% GBP LIBOR 0.91% |
| NOKSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NOKSEK positions held on 10-Sep-2010
NOK LIBID 1.84% SEK LIBOR 1.18% |
Interest rates used in calculating the swap points for Short NOKSEK positions held on 10-Sep-2010
SEK LIBID 0.56% NOK LIBOR 2.44% |
| NZDCAD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDCAD positions held on 10-Sep-2010
NZD LIBID 2.72% CAD LIBOR 1.24% |
Interest rates used in calculating the swap points for Short NZDCAD positions held on 10-Sep-2010
CAD LIBID 0.65% NZD LIBOR 3.37% |
| NZDCHF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDCHF positions held on 10-Sep-2010
NZD LIBID 2.72% CHF LIBOR 0.45% |
Interest rates used in calculating the swap points for Short NZDCHF positions held on 10-Sep-2010
CHF LIBID -0.13% NZD LIBOR 3.37% |
| NZDJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDJPY positions held on 10-Sep-2010
NZD LIBID 2.72% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short NZDJPY positions held on 10-Sep-2010
JPY LIBID -0.12% NZD LIBOR 3.37% |
| NZDUSD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDUSD positions held on 10-Sep-2010
NZD LIBID 2.72% USD LIBOR 0.6% |
Interest rates used in calculating the swap points for Short NZDUSD positions held on 10-Sep-2010
USD LIBID 0.06% NZD LIBOR 3.37% |
| USDCAD | 08-Sep-2010 | 09-Sep-2010 |
Interest rates used in calculating the swap points for Long USDCAD positions held on 09-Sep-2010
USD LIBID 0.06% CAD LIBOR 1.24% |
Interest rates used in calculating the swap points for Short USDCAD positions held on 09-Sep-2010
CAD LIBID 0.65% USD LIBOR 0.6% |
| USDCHF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDCHF positions held on 10-Sep-2010
USD LIBID 0.06% CHF LIBOR 0.45% |
Interest rates used in calculating the swap points for Short USDCHF positions held on 10-Sep-2010
CHF LIBID -0.13% USD LIBOR 0.6% |
| USDCZK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDCZK positions held on 10-Sep-2010
USD LIBID 0.06% CZK LIBOR 1.06% |
Interest rates used in calculating the swap points for Short USDCZK positions held on 10-Sep-2010
CZK LIBID 0.44% USD LIBOR 0.6% |
| USDDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDDKK positions held on 10-Sep-2010
USD LIBID 0.06% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short USDDKK positions held on 10-Sep-2010
DKK LIBID 0.17% USD LIBOR 0.6% |
| USDJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDJPY positions held on 10-Sep-2010
USD LIBID 0.06% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short USDJPY positions held on 10-Sep-2010
JPY LIBID -0.12% USD LIBOR 0.6% |
| USDNOK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDNOK positions held on 10-Sep-2010
USD LIBID 0.06% NOK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short USDNOK positions held on 10-Sep-2010
NOK LIBID 1.84% USD LIBOR 0.6% |
| USDSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDSEK positions held on 10-Sep-2010
USD LIBID 0.06% SEK LIBOR 1.18% |
Interest rates used in calculating the swap points for Short USDSEK positions held on 10-Sep-2010
SEK LIBID 0.56% USD LIBOR 0.6% |
| USDSGD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long USDSGD positions held on 13-Sep-2010
USD LIBID 0.06% SGD LIBOR 1.09% |
Interest rates used in calculating the swap points for Short USDSGD positions held on 13-Sep-2010
SGD LIBID -0.03% USD LIBOR 0.6% |
| NOKJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NOKJPY positions held on 10-Sep-2010
NOK LIBID 1.84% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short NOKJPY positions held on 10-Sep-2010
JPY LIBID -0.12% NOK LIBOR 2.44% |
| USDPLN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDPLN positions held on 10-Sep-2010
USD LIBID 0.06% PLN LIBOR 3.35% |
Interest rates used in calculating the swap points for Short USDPLN positions held on 10-Sep-2010
PLN LIBID 2.54% USD LIBOR 0.6% |
| SGDJPY | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long SGDJPY positions held on 13-Sep-2010
SGD LIBID -0.03% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short SGDJPY positions held on 13-Sep-2010
JPY LIBID -0.12% SGD LIBOR 1.09% |
| USDZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDZAR positions held on 10-Sep-2010
USD LIBID 0.06% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short USDZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% USD LIBOR 0.6% |
| CHFSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFSEK positions held on 10-Sep-2010
CHF LIBID -0.13% SEK LIBOR 1.18% |
Interest rates used in calculating the swap points for Short CHFSEK positions held on 10-Sep-2010
SEK LIBID 0.56% CHF LIBOR 0.45% |
| CHFDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFDKK positions held on 10-Sep-2010
CHF LIBID -0.13% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short CHFDKK positions held on 10-Sep-2010
DKK LIBID 0.17% CHF LIBOR 0.45% |
| EURPLN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURPLN positions held on 10-Sep-2010
EUR LIBID 0.16% PLN LIBOR 3.35% |
Interest rates used in calculating the swap points for Short EURPLN positions held on 10-Sep-2010
PLN LIBID 2.54% EUR LIBOR 0.7% |
| USDHKD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDHKD positions held on 10-Sep-2010
USD LIBID 0.06% HKD LIBOR 0.37% |
Interest rates used in calculating the swap points for Short USDHKD positions held on 10-Sep-2010
HKD LIBID -0.28% USD LIBOR 0.6% |
| USDKRW | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDKRW positions held on 10-Sep-2010
USD LIBID 0.06% KRW LIBOR 0.6% |
Interest rates used in calculating the swap points for Short USDKRW positions held on 10-Sep-2010
KRW LIBID -0.15% USD LIBOR 0.6% |
| USDMYR | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long USDMYR positions held on 13-Sep-2010
USD LIBID 0.06% MYR LIBOR 3.86% |
Interest rates used in calculating the swap points for Short USDMYR positions held on 13-Sep-2010
MYR LIBID 3.07% USD LIBOR 0.6% |
| USDMXN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDMXN positions held on 10-Sep-2010
USD LIBID 0.06% MXN LIBOR 4.71% |
Interest rates used in calculating the swap points for Short USDMXN positions held on 10-Sep-2010
MXN LIBID 3.56% USD LIBOR 0.6% |
| USDPHP | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDPHP positions held on 10-Sep-2010
USD LIBID 0.06% PHP LIBOR 7.09% |
Interest rates used in calculating the swap points for Short USDPHP positions held on 10-Sep-2010
PHP LIBID 3.87% USD LIBOR 0.6% |
| USDTHB | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDTHB positions held on 10-Sep-2010
USD LIBID 0.06% THB LIBOR 0.6% |
Interest rates used in calculating the swap points for Short USDTHB positions held on 10-Sep-2010
THB LIBID -0.15% USD LIBOR 0.6% |
| USDTWD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDTWD positions held on 10-Sep-2010
USD LIBID 0.06% TWD LIBOR 0.6% |
Interest rates used in calculating the swap points for Short USDTWD positions held on 10-Sep-2010
TWD LIBID -0.14% USD LIBOR 0.6% |
| USDEGP | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long USDEGP positions held on 14-Sep-2010
USD LIBID 0.06% EGP LIBOR 0.6% |
Interest rates used in calculating the swap points for Short USDEGP positions held on 14-Sep-2010
EGP LIBID -0.14% USD LIBOR 0.6% |
| USDIDR | 14-Sep-2010 | 15-Sep-2010 |
Interest rates used in calculating the swap points for Long USDIDR positions held on 15-Sep-2010
USD LIBID 0.06% IDR LIBOR 9.48% |
Interest rates used in calculating the swap points for Short USDIDR positions held on 15-Sep-2010
IDR LIBID 8.65% USD LIBOR 0.6% |
| USDJOD | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long USDJOD positions held on 14-Sep-2010
USD LIBID 0.06% JOD LIBOR 2.4% |
Interest rates used in calculating the swap points for Short USDJOD positions held on 14-Sep-2010
JOD LIBID -0.25% USD LIBOR 0.6% |
| USDKWD | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long USDKWD positions held on 14-Sep-2010
USD LIBID 0.06% KWD LIBOR 2.25% |
Interest rates used in calculating the swap points for Short USDKWD positions held on 14-Sep-2010
KWD LIBID -0.25% USD LIBOR 0.6% |
| USDMAD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long USDMAD positions held on 13-Sep-2010
USD LIBID 0.06% MAD LIBOR 0.59% |
Interest rates used in calculating the swap points for Short USDMAD positions held on 13-Sep-2010
MAD LIBID -0.14% USD LIBOR 0.6% |
| USDOMR | 09-Sep-2010 | 15-Sep-2010 |
Interest rates used in calculating the swap points for Long USDOMR positions held on 15-Sep-2010
USD LIBID 0.06% OMR LIBOR 2.25% |
Interest rates used in calculating the swap points for Short USDOMR positions held on 15-Sep-2010
OMR LIBID -0.25% USD LIBOR 0.6% |
| USDQAR | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long USDQAR positions held on 14-Sep-2010
USD LIBID 0.06% QAR LIBOR 2.25% |
Interest rates used in calculating the swap points for Short USDQAR positions held on 14-Sep-2010
QAR LIBID -0.25% USD LIBOR 0.6% |
| USDAED | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long USDAED positions held on 13-Sep-2010
USD LIBID 0.06% AED LIBOR 1.25% |
Interest rates used in calculating the swap points for Short USDAED positions held on 13-Sep-2010
AED LIBID -0.25% USD LIBOR 0.6% |
| USDBHD | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long USDBHD positions held on 14-Sep-2010
USD LIBID 0.06% BHD LIBOR 2.5% |
Interest rates used in calculating the swap points for Short USDBHD positions held on 14-Sep-2010
BHD LIBID -0.25% USD LIBOR 0.6% |
| NOKDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NOKDKK positions held on 10-Sep-2010
NOK LIBID 1.84% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short NOKDKK positions held on 10-Sep-2010
DKK LIBID 0.17% NOK LIBOR 2.44% |
| SEKDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long SEKDKK positions held on 10-Sep-2010
SEK LIBID 0.56% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short SEKDKK positions held on 10-Sep-2010
DKK LIBID 0.17% SEK LIBOR 1.18% |
| EURHUF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURHUF positions held on 10-Sep-2010
EUR LIBID 0.16% HUF LIBOR 5.19% |
Interest rates used in calculating the swap points for Short EURHUF positions held on 10-Sep-2010
HUF LIBID 3.98% EUR LIBOR 0.7% |
| EURNZD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURNZD positions held on 10-Sep-2010
EUR LIBID 0.16% NZD LIBOR 3.37% |
Interest rates used in calculating the swap points for Short EURNZD positions held on 10-Sep-2010
NZD LIBID 2.72% EUR LIBOR 0.7% |
| EURZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURZAR positions held on 10-Sep-2010
EUR LIBID 0.16% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short EURZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% EUR LIBOR 0.7% |
| USDBRL | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDBRL positions held on 10-Sep-2010
USD LIBID 0.06% BRL LIBOR 8.45% |
Interest rates used in calculating the swap points for Short USDBRL positions held on 10-Sep-2010
BRL LIBID 7.15% USD LIBOR 0.6% |
| USDHUF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDHUF positions held on 10-Sep-2010
USD LIBID 0.06% HUF LIBOR 5.19% |
Interest rates used in calculating the swap points for Short USDHUF positions held on 10-Sep-2010
HUF LIBID 3.98% USD LIBOR 0.6% |
| USDINR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDINR positions held on 10-Sep-2010
USD LIBID 0.06% INR LIBOR 4.95% |
Interest rates used in calculating the swap points for Short USDINR positions held on 10-Sep-2010
INR LIBID 4.02% USD LIBOR 0.6% |
| USDISK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDISK positions held on 10-Sep-2010
USD LIBID 0.06% ISK LIBOR 1.81% |
Interest rates used in calculating the swap points for Short USDISK positions held on 10-Sep-2010
ISK LIBID -0.81% USD LIBOR 0.6% |
| USDCNY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDCNY positions held on 10-Sep-2010
USD LIBID 0.06% CNY LIBOR 0.6% |
Interest rates used in calculating the swap points for Short USDCNY positions held on 10-Sep-2010
CNY LIBID -0.14% USD LIBOR 0.6% |
| SEKJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long SEKJPY positions held on 10-Sep-2010
SEK LIBID 0.56% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short SEKJPY positions held on 10-Sep-2010
JPY LIBID -0.12% SEK LIBOR 1.18% |
| EURMXN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURMXN positions held on 10-Sep-2010
EUR LIBID 0.16% MXN LIBOR 4.71% |
Interest rates used in calculating the swap points for Short EURMXN positions held on 10-Sep-2010
MXN LIBID 3.56% EUR LIBOR 0.7% |
| ISKDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long ISKDKK positions held on 10-Sep-2010
ISK LIBID -0.15% DKK LIBOR 1.19% |
Interest rates used in calculating the swap points for Short ISKDKK positions held on 10-Sep-2010
DKK LIBID -0.03% ISK LIBOR 6.35% |
| CADDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CADDKK positions held on 10-Sep-2010
CAD LIBID 0.65% DKK LIBOR 1.19% |
Interest rates used in calculating the swap points for Short CADDKK positions held on 10-Sep-2010
DKK LIBID -0.03% CAD LIBOR 1.24% |
| AUDDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDDKK positions held on 10-Sep-2010
AUD LIBID 4.26% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short AUDDKK positions held on 10-Sep-2010
DKK LIBID 0.17% AUD LIBOR 4.86% |
| NZDDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDDKK positions held on 10-Sep-2010
NZD LIBID 2.72% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short NZDDKK positions held on 10-Sep-2010
DKK LIBID 0.17% NZD LIBOR 3.37% |
| PLNJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long PLNJPY positions held on 10-Sep-2010
PLN LIBID 2.54% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short PLNJPY positions held on 10-Sep-2010
JPY LIBID -0.12% PLN LIBOR 3.35% |
| PLNDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long PLNDKK positions held on 10-Sep-2010
PLN LIBID 2.54% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short PLNDKK positions held on 10-Sep-2010
DKK LIBID 0.17% PLN LIBOR 3.35% |
| HKDDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HKDDKK positions held on 10-Sep-2010
HKD LIBID -0.28% DKK LIBOR 1.19% |
Interest rates used in calculating the swap points for Short HKDDKK positions held on 10-Sep-2010
DKK LIBID -0.03% HKD LIBOR 0.37% |
| SGDDKK | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long SGDDKK positions held on 13-Sep-2010
SGD LIBID -0.11% DKK LIBOR 1.19% |
Interest rates used in calculating the swap points for Short SGDDKK positions held on 13-Sep-2010
DKK LIBID -0.03% SGD LIBOR 0.87% |
| DKKJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long DKKJPY positions held on 10-Sep-2010
DKK LIBID 0.17% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short DKKJPY positions held on 10-Sep-2010
JPY LIBID -0.12% DKK LIBOR 0.78% |
| USDILS | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long USDILS positions held on 14-Sep-2010
USD LIBID 0.06% ILS LIBOR 1.86% |
Interest rates used in calculating the swap points for Short USDILS positions held on 14-Sep-2010
ILS LIBID 0.89% USD LIBOR 0.6% |
| EURSGD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long EURSGD positions held on 13-Sep-2010
EUR LIBID 0.16% SGD LIBOR 1.09% |
Interest rates used in calculating the swap points for Short EURSGD positions held on 13-Sep-2010
SGD LIBID -0.03% EUR LIBOR 0.7% |
| EUREGP | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long EUREGP positions held on 14-Sep-2010
EUR LIBID 0.16% EGP LIBOR 0.6% |
Interest rates used in calculating the swap points for Short EUREGP positions held on 14-Sep-2010
EGP LIBID -0.14% EUR LIBOR 0.7% |
| GBPEGP | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPEGP positions held on 14-Sep-2010
GBP LIBID 0.37% EGP LIBOR 0.6% |
Interest rates used in calculating the swap points for Short GBPEGP positions held on 14-Sep-2010
EGP LIBID -0.14% GBP LIBOR 0.91% |
| AUDCHF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDCHF positions held on 10-Sep-2010
AUD LIBID 4.26% CHF LIBOR 0.45% |
Interest rates used in calculating the swap points for Short AUDCHF positions held on 10-Sep-2010
CHF LIBID -0.13% AUD LIBOR 4.86% |
| GBPZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPZAR positions held on 10-Sep-2010
GBP LIBID 0.37% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short GBPZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% GBP LIBOR 0.91% |
| AUDHKD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDHKD positions held on 10-Sep-2010
AUD LIBID 4.26% HKD LIBOR 0.37% |
Interest rates used in calculating the swap points for Short AUDHKD positions held on 10-Sep-2010
HKD LIBID -0.28% AUD LIBOR 4.86% |
| GBPHKD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPHKD positions held on 10-Sep-2010
GBP LIBID 0.37% HKD LIBOR 0.37% |
Interest rates used in calculating the swap points for Short GBPHKD positions held on 10-Sep-2010
HKD LIBID -0.28% GBP LIBOR 0.91% |
| NZDNOK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDNOK positions held on 10-Sep-2010
NZD LIBID 2.72% NOK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short NZDNOK positions held on 10-Sep-2010
NOK LIBID 1.84% NZD LIBOR 3.37% |
| EURHKD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURHKD positions held on 10-Sep-2010
EUR LIBID 0.16% HKD LIBOR 0.37% |
Interest rates used in calculating the swap points for Short EURHKD positions held on 10-Sep-2010
HKD LIBID -0.28% EUR LIBOR 0.7% |
| CADNOK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CADNOK positions held on 10-Sep-2010
CAD LIBID 0.65% NOK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short CADNOK positions held on 10-Sep-2010
NOK LIBID 1.84% CAD LIBOR 1.24% |
| CHFPLN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFPLN positions held on 10-Sep-2010
CHF LIBID -0.13% PLN LIBOR 3.35% |
Interest rates used in calculating the swap points for Short CHFPLN positions held on 10-Sep-2010
PLN LIBID 2.54% CHF LIBOR 0.45% |
| GBPHUF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPHUF positions held on 10-Sep-2010
GBP LIBID 0.37% HUF LIBOR 5.19% |
Interest rates used in calculating the swap points for Short GBPHUF positions held on 10-Sep-2010
HUF LIBID 3.98% GBP LIBOR 0.91% |
| EURISK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURISK positions held on 10-Sep-2010
EUR LIBID 0.16% ISK LIBOR 1.81% |
Interest rates used in calculating the swap points for Short EURISK positions held on 10-Sep-2010
ISK LIBID -0.81% EUR LIBOR 0.7% |
| USDLTL | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDLTL positions held on 10-Sep-2010
USD LIBID 0.06% LTL LIBOR 1.09% |
Interest rates used in calculating the swap points for Short USDLTL positions held on 10-Sep-2010
LTL LIBID -0.14% USD LIBOR 0.6% |
| EURLTL | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURLTL positions held on 10-Sep-2010
EUR LIBID 0.16% LTL LIBOR 1.09% |
Interest rates used in calculating the swap points for Short EURLTL positions held on 10-Sep-2010
LTL LIBID -0.14% EUR LIBOR 0.7% |
| USDEEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDEEK positions held on 10-Sep-2010
USD LIBID 0.06% EEK LIBOR 6.84% |
Interest rates used in calculating the swap points for Short USDEEK positions held on 10-Sep-2010
EEK LIBID 4.62% USD LIBOR 0.6% |
| EUREEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EUREEK positions held on 10-Sep-2010
EUR LIBID 0.16% EEK LIBOR 6.84% |
Interest rates used in calculating the swap points for Short EUREEK positions held on 10-Sep-2010
EEK LIBID 4.62% EUR LIBOR 0.7% |
| USDHRK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDHRK positions held on 10-Sep-2010
USD LIBID 0.06% HRK LIBOR 1.59% |
Interest rates used in calculating the swap points for Short USDHRK positions held on 10-Sep-2010
HRK LIBID 0.36% USD LIBOR 0.6% |
| EURHRK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURHRK positions held on 10-Sep-2010
EUR LIBID 0.16% HRK LIBOR 1.59% |
Interest rates used in calculating the swap points for Short EURHRK positions held on 10-Sep-2010
HRK LIBID 0.36% EUR LIBOR 0.7% |
| USDLVL | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDLVL positions held on 10-Sep-2010
USD LIBID 0.06% LVL LIBOR 1.27% |
Interest rates used in calculating the swap points for Short USDLVL positions held on 10-Sep-2010
LVL LIBID -0.23% USD LIBOR 0.6% |
| EURLVL | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURLVL positions held on 10-Sep-2010
EUR LIBID 0.16% LVL LIBOR 1.27% |
Interest rates used in calculating the swap points for Short EURLVL positions held on 10-Sep-2010
LVL LIBID -0.23% EUR LIBOR 0.7% |
| USDSKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDSKK positions held on 10-Sep-2010
USD LIBID 0.06% SKK LIBOR 2.39% |
Interest rates used in calculating the swap points for Short USDSKK positions held on 10-Sep-2010
SKK LIBID 1.36% USD LIBOR 0.6% |
| EURSKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURSKK positions held on 10-Sep-2010
EUR LIBID 0.16% SKK LIBOR 2.39% |
Interest rates used in calculating the swap points for Short EURSKK positions held on 10-Sep-2010
SKK LIBID 1.36% EUR LIBOR 0.7% |
| USDDZD | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long USDDZD positions held on 14-Sep-2010
USD LIBID 0.06% DZD LIBOR 0.59% |
Interest rates used in calculating the swap points for Short USDDZD positions held on 14-Sep-2010
DZD LIBID -0.14% USD LIBOR 0.6% |
| USDIRR | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long USDIRR positions held on 13-Sep-2010
USD LIBID 0.06% IRR LIBOR 0.6% |
Interest rates used in calculating the swap points for Short USDIRR positions held on 13-Sep-2010
IRR LIBID -0.14% USD LIBOR 0.6% |
| USDIQD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long USDIQD positions held on 13-Sep-2010
USD LIBID 0.06% IQD LIBOR 0.64% |
Interest rates used in calculating the swap points for Short USDIQD positions held on 13-Sep-2010
IQD LIBID -0.21% USD LIBOR 0.6% |
| USDLBP | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long USDLBP positions held on 13-Sep-2010
USD LIBID 0.06% LBP LIBOR 0.62% |
Interest rates used in calculating the swap points for Short USDLBP positions held on 13-Sep-2010
LBP LIBID -0.14% USD LIBOR 0.6% |
| USDLYD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDLYD positions held on 10-Sep-2010
USD LIBID 0.06% LYD LIBOR 0.6% |
Interest rates used in calculating the swap points for Short USDLYD positions held on 10-Sep-2010
LYD LIBID -0.14% USD LIBOR 0.6% |
| USDSYP | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long USDSYP positions held on 13-Sep-2010
USD LIBID 0.06% SYP LIBOR 0.6% |
Interest rates used in calculating the swap points for Short USDSYP positions held on 13-Sep-2010
SYP LIBID -0.16% USD LIBOR 0.6% |
| USDTND | 14-Sep-2010 | 15-Sep-2010 |
Interest rates used in calculating the swap points for Long USDTND positions held on 15-Sep-2010
USD LIBID 0.06% TND LIBOR 0.61% |
Interest rates used in calculating the swap points for Short USDTND positions held on 15-Sep-2010
TND LIBID -0.15% USD LIBOR 0.6% |
| EURAED | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long EURAED positions held on 13-Sep-2010
EUR LIBID 0.16% AED LIBOR 0.98% |
Interest rates used in calculating the swap points for Short EURAED positions held on 13-Sep-2010
AED LIBID 0.09% EUR LIBOR 0.7% |
| EURBHD | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long EURBHD positions held on 14-Sep-2010
EUR LIBID 0.16% BHD LIBOR 1.15% |
Interest rates used in calculating the swap points for Short EURBHD positions held on 14-Sep-2010
BHD LIBID 0.11% EUR LIBOR 0.7% |
| EURJOD | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long EURJOD positions held on 14-Sep-2010
EUR LIBID 0.16% JOD LIBOR 3.21% |
Interest rates used in calculating the swap points for Short EURJOD positions held on 14-Sep-2010
JOD LIBID -0.16% EUR LIBOR 0.7% |
| EURKWD | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long EURKWD positions held on 14-Sep-2010
EUR LIBID 0.16% KWD LIBOR 1.35% |
Interest rates used in calculating the swap points for Short EURKWD positions held on 14-Sep-2010
KWD LIBID 0.23% EUR LIBOR 0.7% |
| EUROMR | 09-Sep-2010 | 15-Sep-2010 |
Interest rates used in calculating the swap points for Long EUROMR positions held on 15-Sep-2010
EUR LIBID 0.16% OMR LIBOR 0.91% |
Interest rates used in calculating the swap points for Short EUROMR positions held on 15-Sep-2010
OMR LIBID -0.06% EUR LIBOR 0.7% |
| EURQAR | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long EURQAR positions held on 14-Sep-2010
EUR LIBID 0.16% QAR LIBOR 2.15% |
Interest rates used in calculating the swap points for Short EURQAR positions held on 14-Sep-2010
QAR LIBID 0.92% EUR LIBOR 0.7% |
| EURIQD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long EURIQD positions held on 13-Sep-2010
EUR LIBID 0.16% IQD LIBOR 0.64% |
Interest rates used in calculating the swap points for Short EURIQD positions held on 13-Sep-2010
IQD LIBID -0.21% EUR LIBOR 0.7% |
| EURLBP | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long EURLBP positions held on 13-Sep-2010
EUR LIBID 0.16% LBP LIBOR 0.62% |
Interest rates used in calculating the swap points for Short EURLBP positions held on 13-Sep-2010
LBP LIBID -0.14% EUR LIBOR 0.7% |
| XAUUSD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAUUSD positions held on 10-Sep-2010
XAU LIBID -0.43% USD LIBOR 0.6% |
Interest rates used in calculating the swap points for Short XAUUSD positions held on 10-Sep-2010
USD LIBID 0.06% XAU LIBOR 0.51% |
| XAGUSD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAGUSD positions held on 10-Sep-2010
XAG LIBID -1% USD LIBOR 0.6% |
Interest rates used in calculating the swap points for Short XAGUSD positions held on 10-Sep-2010
USD LIBID 0.06% XAG LIBOR 0.39% |
| NZDSGD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDSGD positions held on 13-Sep-2010
NZD LIBID 2.72% SGD LIBOR 1.09% |
Interest rates used in calculating the swap points for Short NZDSGD positions held on 13-Sep-2010
SGD LIBID -0.03% NZD LIBOR 3.37% |
| GBPPLN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPPLN positions held on 10-Sep-2010
GBP LIBID 0.37% PLN LIBOR 3.35% |
Interest rates used in calculating the swap points for Short GBPPLN positions held on 10-Sep-2010
PLN LIBID 2.54% GBP LIBOR 0.91% |
| HKDJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HKDJPY positions held on 10-Sep-2010
HKD LIBID -0.28% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short HKDJPY positions held on 10-Sep-2010
JPY LIBID -0.12% HKD LIBOR 0.37% |
| USDRUB | 08-Sep-2010 | 09-Sep-2010 |
Interest rates used in calculating the swap points for Long USDRUB positions held on 09-Sep-2010
USD LIBID 0.06% RUB LIBOR 3.25% |
Interest rates used in calculating the swap points for Short USDRUB positions held on 09-Sep-2010
RUB LIBID 1.84% USD LIBOR 0.6% |
| AUDCZK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDCZK positions held on 10-Sep-2010
AUD LIBID 4.26% CZK LIBOR 1.06% |
Interest rates used in calculating the swap points for Short AUDCZK positions held on 10-Sep-2010
CZK LIBID 0.44% AUD LIBOR 4.86% |
| AUDHUF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDHUF positions held on 10-Sep-2010
AUD LIBID 4.26% HUF LIBOR 5.19% |
Interest rates used in calculating the swap points for Short AUDHUF positions held on 10-Sep-2010
HUF LIBID 3.98% AUD LIBOR 4.86% |
| AUDPLN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDPLN positions held on 10-Sep-2010
AUD LIBID 4.26% PLN LIBOR 3.35% |
Interest rates used in calculating the swap points for Short AUDPLN positions held on 10-Sep-2010
PLN LIBID 2.54% AUD LIBOR 4.86% |
| AUDSGD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDSGD positions held on 13-Sep-2010
AUD LIBID 4.26% SGD LIBOR 1.09% |
Interest rates used in calculating the swap points for Short AUDSGD positions held on 13-Sep-2010
SGD LIBID -0.03% AUD LIBOR 4.86% |
| AUDTHB | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDTHB positions held on 10-Sep-2010
AUD LIBID 4.26% THB LIBOR 0.6% |
Interest rates used in calculating the swap points for Short AUDTHB positions held on 10-Sep-2010
THB LIBID -0.15% AUD LIBOR 4.86% |
| CHFCZK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFCZK positions held on 10-Sep-2010
CHF LIBID -0.13% CZK LIBOR 1.06% |
Interest rates used in calculating the swap points for Short CHFCZK positions held on 10-Sep-2010
CZK LIBID 0.44% CHF LIBOR 0.45% |
| CHFHUF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFHUF positions held on 10-Sep-2010
CHF LIBID -0.13% HUF LIBOR 5.19% |
Interest rates used in calculating the swap points for Short CHFHUF positions held on 10-Sep-2010
HUF LIBID 3.98% CHF LIBOR 0.45% |
| CHFZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFZAR positions held on 10-Sep-2010
CHF LIBID -0.13% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short CHFZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% CHF LIBOR 0.45% |
| DKKCZK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long DKKCZK positions held on 10-Sep-2010
DKK LIBID 0.17% CZK LIBOR 1.06% |
Interest rates used in calculating the swap points for Short DKKCZK positions held on 10-Sep-2010
CZK LIBID 0.44% DKK LIBOR 0.78% |
| DKKHUF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long DKKHUF positions held on 10-Sep-2010
DKK LIBID 0.17% HUF LIBOR 5.19% |
Interest rates used in calculating the swap points for Short DKKHUF positions held on 10-Sep-2010
HUF LIBID 3.98% DKK LIBOR 0.78% |
| DKKTHB | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long DKKTHB positions held on 10-Sep-2010
DKK LIBID 0.17% THB LIBOR 0.6% |
Interest rates used in calculating the swap points for Short DKKTHB positions held on 10-Sep-2010
THB LIBID -0.15% DKK LIBOR 0.78% |
| DKKZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long DKKZAR positions held on 10-Sep-2010
DKK LIBID 0.17% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short DKKZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% DKK LIBOR 0.78% |
| EURTHB | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURTHB positions held on 10-Sep-2010
EUR LIBID 0.16% THB LIBOR 0.6% |
Interest rates used in calculating the swap points for Short EURTHB positions held on 10-Sep-2010
THB LIBID -0.15% EUR LIBOR 0.7% |
| GBPCZK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPCZK positions held on 10-Sep-2010
GBP LIBID 0.37% CZK LIBOR 1.06% |
Interest rates used in calculating the swap points for Short GBPCZK positions held on 10-Sep-2010
CZK LIBID 0.44% GBP LIBOR 0.91% |
| GBPTHB | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPTHB positions held on 10-Sep-2010
GBP LIBID 0.37% THB LIBOR 0.6% |
Interest rates used in calculating the swap points for Short GBPTHB positions held on 10-Sep-2010
THB LIBID -0.15% GBP LIBOR 0.91% |
| NZDCZK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDCZK positions held on 10-Sep-2010
NZD LIBID 2.72% CZK LIBOR 1.06% |
Interest rates used in calculating the swap points for Short NZDCZK positions held on 10-Sep-2010
CZK LIBID 0.44% NZD LIBOR 3.37% |
| NZDHUF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDHUF positions held on 10-Sep-2010
NZD LIBID 2.72% HUF LIBOR 5.19% |
Interest rates used in calculating the swap points for Short NZDHUF positions held on 10-Sep-2010
HUF LIBID 3.98% NZD LIBOR 3.37% |
| NZDPLN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDPLN positions held on 10-Sep-2010
NZD LIBID 2.72% PLN LIBOR 3.35% |
Interest rates used in calculating the swap points for Short NZDPLN positions held on 10-Sep-2010
PLN LIBID 2.54% NZD LIBOR 3.37% |
| NZDSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDSEK positions held on 10-Sep-2010
NZD LIBID 2.72% SEK LIBOR 1.18% |
Interest rates used in calculating the swap points for Short NZDSEK positions held on 10-Sep-2010
SEK LIBID 0.56% NZD LIBOR 3.37% |
| NZDTHB | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDTHB positions held on 10-Sep-2010
NZD LIBID 2.72% THB LIBOR 0.6% |
Interest rates used in calculating the swap points for Short NZDTHB positions held on 10-Sep-2010
THB LIBID -0.15% NZD LIBOR 3.37% |
| THBJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long THBJPY positions held on 10-Sep-2010
THB LIBID -0.15% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short THBJPY positions held on 10-Sep-2010
JPY LIBID -0.12% THB LIBOR 0.6% |
| USDTRY | 08-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long USDTRY positions held on 13-Sep-2010
USD LIBID 0.06% TRY LIBOR 7.43% |
Interest rates used in calculating the swap points for Short USDTRY positions held on 13-Sep-2010
TRY LIBID 5.92% USD LIBOR 0.6% |
| GBPAED | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPAED positions held on 13-Sep-2010
GBP LIBID 0.37% AED LIBOR 0.98% |
Interest rates used in calculating the swap points for Short GBPAED positions held on 13-Sep-2010
AED LIBID 0.09% GBP LIBOR 0.91% |
| GBPKWD | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPKWD positions held on 14-Sep-2010
GBP LIBID 0.37% KWD LIBOR 1.35% |
Interest rates used in calculating the swap points for Short GBPKWD positions held on 14-Sep-2010
KWD LIBID 0.23% GBP LIBOR 0.91% |
| GBPMXN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPMXN positions held on 10-Sep-2010
GBP LIBID 0.37% MXN LIBOR 4.71% |
Interest rates used in calculating the swap points for Short GBPMXN positions held on 10-Sep-2010
MXN LIBID 3.56% GBP LIBOR 0.91% |
| XAUEUR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAUEUR positions held on 10-Sep-2010
XAU LIBID -0.43% EUR LIBOR 0.7% |
Interest rates used in calculating the swap points for Short XAUEUR positions held on 10-Sep-2010
EUR LIBID 0.16% XAU LIBOR 0.51% |
| XAUJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAUJPY positions held on 10-Sep-2010
XAU LIBID -0.43% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short XAUJPY positions held on 10-Sep-2010
JPY LIBID -0.12% XAU LIBOR 0.51% |
| XAGEUR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAGEUR positions held on 10-Sep-2010
XAG LIBID -1% EUR LIBOR 0.7% |
Interest rates used in calculating the swap points for Short XAGEUR positions held on 10-Sep-2010
EUR LIBID 0.16% XAG LIBOR 0.39% |
| XAGJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAGJPY positions held on 10-Sep-2010
XAG LIBID -1% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short XAGJPY positions held on 10-Sep-2010
JPY LIBID -0.12% XAG LIBOR 0.39% |
| XAUAUD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAUAUD positions held on 10-Sep-2010
XAU LIBID -0.43% AUD LIBOR 4.86% |
Interest rates used in calculating the swap points for Short XAUAUD positions held on 10-Sep-2010
AUD LIBID 4.26% XAU LIBOR 0.51% |
| PLNSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long PLNSEK positions held on 10-Sep-2010
PLN LIBID 2.54% SEK LIBOR 1.18% |
Interest rates used in calculating the swap points for Short PLNSEK positions held on 10-Sep-2010
SEK LIBID 0.56% PLN LIBOR 3.35% |
| XAGAUD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAGAUD positions held on 10-Sep-2010
XAG LIBID -1% AUD LIBOR 4.86% |
Interest rates used in calculating the swap points for Short XAGAUD positions held on 10-Sep-2010
AUD LIBID 4.26% XAG LIBOR 0.39% |
| ZARJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long ZARJPY positions held on 10-Sep-2010
ZAR LIBID 6.22% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short ZARJPY positions held on 10-Sep-2010
JPY LIBID -0.12% ZAR LIBOR 7.04% |
| XAGHKD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAGHKD positions held on 10-Sep-2010
XAG LIBID -1% HKD LIBOR 0.37% |
Interest rates used in calculating the swap points for Short XAGHKD positions held on 10-Sep-2010
HKD LIBID -0.28% XAG LIBOR 0.39% |
| XAUHKD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAUHKD positions held on 10-Sep-2010
XAU LIBID -0.43% HKD LIBOR 0.37% |
Interest rates used in calculating the swap points for Short XAUHKD positions held on 10-Sep-2010
HKD LIBID -0.28% XAU LIBOR 0.51% |
| CADTRY | 08-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long CADTRY positions held on 13-Sep-2010
CAD LIBID 0.65% TRY LIBOR 7.43% |
Interest rates used in calculating the swap points for Short CADTRY positions held on 13-Sep-2010
TRY LIBID 5.92% CAD LIBOR 1.24% |
| CHFSGD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFSGD positions held on 13-Sep-2010
CHF LIBID -0.13% SGD LIBOR 1.09% |
Interest rates used in calculating the swap points for Short CHFSGD positions held on 13-Sep-2010
SGD LIBID -0.03% CHF LIBOR 0.45% |
| NZDZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDZAR positions held on 10-Sep-2010
NZD LIBID 2.72% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short NZDZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% NZD LIBOR 3.37% |
| CHFTHB | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFTHB positions held on 10-Sep-2010
CHF LIBID -0.13% THB LIBOR 0.6% |
Interest rates used in calculating the swap points for Short CHFTHB positions held on 10-Sep-2010
THB LIBID -0.15% CHF LIBOR 0.45% |
| MXNJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long MXNJPY positions held on 10-Sep-2010
MXN LIBID 3.56% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short MXNJPY positions held on 10-Sep-2010
JPY LIBID -0.12% MXN LIBOR 4.71% |
| AUDZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDZAR positions held on 10-Sep-2010
AUD LIBID 4.26% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short AUDZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% AUD LIBOR 4.86% |
| CADPLN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CADPLN positions held on 10-Sep-2010
CAD LIBID 0.65% PLN LIBOR 3.35% |
Interest rates used in calculating the swap points for Short CADPLN positions held on 10-Sep-2010
PLN LIBID 2.54% CAD LIBOR 1.24% |
| CADMXN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CADMXN positions held on 10-Sep-2010
CAD LIBID 0.65% MXN LIBOR 4.71% |
Interest rates used in calculating the swap points for Short CADMXN positions held on 10-Sep-2010
MXN LIBID 3.56% CAD LIBOR 1.24% |
| CHFSKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFSKK positions held on 10-Sep-2010
CHF LIBID -0.13% SKK LIBOR 2.39% |
Interest rates used in calculating the swap points for Short CHFSKK positions held on 10-Sep-2010
SKK LIBID 1.36% CHF LIBOR 0.45% |
| GBPSKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPSKK positions held on 10-Sep-2010
GBP LIBID 0.37% SKK LIBOR 2.39% |
Interest rates used in calculating the swap points for Short GBPSKK positions held on 10-Sep-2010
SKK LIBID 1.36% GBP LIBOR 0.91% |
| SGDHKD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long SGDHKD positions held on 13-Sep-2010
SGD LIBID -0.03% HKD LIBOR 0.37% |
Interest rates used in calculating the swap points for Short SGDHKD positions held on 13-Sep-2010
HKD LIBID -0.28% SGD LIBOR 1.09% |
| AUDSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDSEK positions held on 10-Sep-2010
AUD LIBID 4.26% SEK LIBOR 1.18% |
Interest rates used in calculating the swap points for Short AUDSEK positions held on 10-Sep-2010
SEK LIBID 0.56% AUD LIBOR 4.86% |
| USDRON | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long USDRON positions held on 10-Sep-2010
USD LIBID 0.06% RON LIBOR 4.87% |
Interest rates used in calculating the swap points for Short USDRON positions held on 10-Sep-2010
RON LIBID 2.84% USD LIBOR 0.6% |
| EURRON | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURRON positions held on 10-Sep-2010
EUR LIBID 0.16% RON LIBOR 4.87% |
Interest rates used in calculating the swap points for Short EURRON positions held on 10-Sep-2010
RON LIBID 2.84% EUR LIBOR 0.7% |
| GBPILS | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long GBPILS positions held on 14-Sep-2010
GBP LIBID 0.37% ILS LIBOR 1.86% |
Interest rates used in calculating the swap points for Short GBPILS positions held on 14-Sep-2010
ILS LIBID 0.89% GBP LIBOR 0.91% |
| EEKDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EEKDKK positions held on 10-Sep-2010
EEK LIBID 4.62% DKK LIBOR 1.19% |
Interest rates used in calculating the swap points for Short EEKDKK positions held on 10-Sep-2010
DKK LIBID -0.03% EEK LIBOR 6.84% |
| HRKDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HRKDKK positions held on 10-Sep-2010
HRK LIBID 0.36% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short HRKDKK positions held on 10-Sep-2010
DKK LIBID 0.17% HRK LIBOR 1.59% |
| ILSDKK | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long ILSDKK positions held on 14-Sep-2010
ILS LIBID 1.46% DKK LIBOR 1.19% |
Interest rates used in calculating the swap points for Short ILSDKK positions held on 14-Sep-2010
DKK LIBID -0.03% ILS LIBOR 2.49% |
| LTLDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long LTLDKK positions held on 10-Sep-2010
LTL LIBID -0.14% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short LTLDKK positions held on 10-Sep-2010
DKK LIBID 0.17% LTL LIBOR 1.09% |
| LVLDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long LVLDKK positions held on 10-Sep-2010
LVL LIBID -0.23% DKK LIBOR 0.78% |
Interest rates used in calculating the swap points for Short LVLDKK positions held on 10-Sep-2010
DKK LIBID 0.17% LVL LIBOR 1.27% |
| ISKJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long ISKJPY positions held on 10-Sep-2010
ISK LIBID -0.81% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short ISKJPY positions held on 10-Sep-2010
JPY LIBID -0.12% ISK LIBOR 1.81% |
| MXNDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long MXNDKK positions held on 10-Sep-2010
MXN LIBID -0.13% DKK LIBOR 1.19% |
Interest rates used in calculating the swap points for Short MXNDKK positions held on 10-Sep-2010
DKK LIBID -0.03% MXN LIBOR 5.16% |
| NZDMXN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NZDMXN positions held on 10-Sep-2010
NZD LIBID 2.72% MXN LIBOR 4.71% |
Interest rates used in calculating the swap points for Short NZDMXN positions held on 10-Sep-2010
MXN LIBID 3.56% NZD LIBOR 3.37% |
| AUDNOK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDNOK positions held on 10-Sep-2010
AUD LIBID 4.26% NOK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short AUDNOK positions held on 10-Sep-2010
NOK LIBID 1.84% AUD LIBOR 4.86% |
| CHFMXN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFMXN positions held on 10-Sep-2010
CHF LIBID -0.13% MXN LIBOR 4.71% |
Interest rates used in calculating the swap points for Short CHFMXN positions held on 10-Sep-2010
MXN LIBID 3.56% CHF LIBOR 0.45% |
| AUDMXN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDMXN positions held on 10-Sep-2010
AUD LIBID 4.26% MXN LIBOR 4.71% |
Interest rates used in calculating the swap points for Short AUDMXN positions held on 10-Sep-2010
MXN LIBID 3.56% AUD LIBOR 4.86% |
| EURRUB | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long EURRUB positions held on 10-Sep-2010
EUR LIBID 0.16% RUB LIBOR 3.25% |
Interest rates used in calculating the swap points for Short EURRUB positions held on 10-Sep-2010
RUB LIBID 1.84% EUR LIBOR 0.7% |
| SKKDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long SKKDKK positions held on 10-Sep-2010
SKK LIBID 1.36% DKK LIBOR 1.19% |
Interest rates used in calculating the swap points for Short SKKDKK positions held on 10-Sep-2010
DKK LIBID -0.03% SKK LIBOR 2.39% |
| XAGDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAGDKK positions held on 10-Sep-2010
XAG LIBID -1% DKK LIBOR 1.19% |
Interest rates used in calculating the swap points for Short XAGDKK positions held on 10-Sep-2010
DKK LIBID -0.03% XAG LIBOR 0.39% |
| XAUDKK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAUDKK positions held on 10-Sep-2010
XAU LIBID -0.43% DKK LIBOR 1.19% |
Interest rates used in calculating the swap points for Short XAUDKK positions held on 10-Sep-2010
DKK LIBID -0.03% XAU LIBOR 0.51% |
| SKKHUF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long SKKHUF positions held on 10-Sep-2010
SKK LIBID 1.36% HUF LIBOR 5.1% |
Interest rates used in calculating the swap points for Short SKKHUF positions held on 10-Sep-2010
HUF LIBID 3.96% SKK LIBOR 2.39% |
| CZKPLN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CZKPLN positions held on 10-Sep-2010
CZK LIBID 0.44% PLN LIBOR 3.35% |
Interest rates used in calculating the swap points for Short CZKPLN positions held on 10-Sep-2010
PLN LIBID 2.54% CZK LIBOR 1.06% |
| PLNHUF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long PLNHUF positions held on 10-Sep-2010
PLN LIBID 2.54% HUF LIBOR 5.19% |
Interest rates used in calculating the swap points for Short PLNHUF positions held on 10-Sep-2010
HUF LIBID 3.98% PLN LIBOR 3.35% |
| CADSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CADSEK positions held on 10-Sep-2010
CAD LIBID 0.65% SEK LIBOR 1.18% |
Interest rates used in calculating the swap points for Short CADSEK positions held on 10-Sep-2010
SEK LIBID 0.56% CAD LIBOR 1.24% |
| HUFJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HUFJPY positions held on 10-Sep-2010
HUF LIBID 3.98% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short HUFJPY positions held on 10-Sep-2010
JPY LIBID -0.12% HUF LIBOR 5.19% |
| XAUGBP | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAUGBP positions held on 10-Sep-2010
XAU LIBID -0.43% GBP LIBOR 0.91% |
Interest rates used in calculating the swap points for Short XAUGBP positions held on 10-Sep-2010
GBP LIBID 0.37% XAU LIBOR 0.51% |
| EURILS | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long EURILS positions held on 14-Sep-2010
EUR LIBID 0.16% ILS LIBOR 2.49% |
Interest rates used in calculating the swap points for Short EURILS positions held on 14-Sep-2010
ILS LIBID 1.46% EUR LIBOR 0.7% |
| AUDILS | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long AUDILS positions held on 14-Sep-2010
AUD LIBID 4.26% ILS LIBOR 1.86% |
Interest rates used in calculating the swap points for Short AUDILS positions held on 14-Sep-2010
ILS LIBID 0.89% AUD LIBOR 4.86% |
| CHFHKD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFHKD positions held on 10-Sep-2010
CHF LIBID -0.13% HKD LIBOR 0.37% |
Interest rates used in calculating the swap points for Short CHFHKD positions held on 10-Sep-2010
HKD LIBID -0.28% CHF LIBOR 0.45% |
| CHFILS | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long CHFILS positions held on 14-Sep-2010
CHF LIBID -0.13% ILS LIBOR 2.49% |
Interest rates used in calculating the swap points for Short CHFILS positions held on 14-Sep-2010
ILS LIBID 1.46% CHF LIBOR 0.45% |
| CZKHKD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CZKHKD positions held on 10-Sep-2010
CZK LIBID 0.44% HKD LIBOR 0.37% |
Interest rates used in calculating the swap points for Short CZKHKD positions held on 10-Sep-2010
HKD LIBID -0.28% CZK LIBOR 1.06% |
| CZKNOK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CZKNOK positions held on 10-Sep-2010
CZK LIBID 0.44% NOK LIBOR 2.89% |
Interest rates used in calculating the swap points for Short CZKNOK positions held on 10-Sep-2010
NOK LIBID 1.72% CZK LIBOR 1.06% |
| CZKSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CZKSEK positions held on 10-Sep-2010
CZK LIBID 0.44% SEK LIBOR 1.33% |
Interest rates used in calculating the swap points for Short CZKSEK positions held on 10-Sep-2010
SEK LIBID 0.1% CZK LIBOR 1.06% |
| CZKSGD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long CZKSGD positions held on 13-Sep-2010
CZK LIBID 0.44% SGD LIBOR 0.87% |
Interest rates used in calculating the swap points for Short CZKSGD positions held on 13-Sep-2010
SGD LIBID -0.11% CZK LIBOR 1.06% |
| CZKZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CZKZAR positions held on 10-Sep-2010
CZK LIBID 0.44% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short CZKZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% CZK LIBOR 1.06% |
| HKDHUF | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HKDHUF positions held on 10-Sep-2010
HKD LIBID -0.28% HUF LIBOR 5.1% |
Interest rates used in calculating the swap points for Short HKDHUF positions held on 10-Sep-2010
HUF LIBID 3.96% HKD LIBOR 0.37% |
| HKDMXN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HKDMXN positions held on 10-Sep-2010
HKD LIBID -0.28% MXN LIBOR 5.16% |
Interest rates used in calculating the swap points for Short HKDMXN positions held on 10-Sep-2010
MXN LIBID -0.13% HKD LIBOR 0.37% |
| HKDNOK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HKDNOK positions held on 10-Sep-2010
HKD LIBID -0.28% NOK LIBOR 2.89% |
Interest rates used in calculating the swap points for Short HKDNOK positions held on 10-Sep-2010
NOK LIBID 1.72% HKD LIBOR 0.37% |
| HKDNZD | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HKDNZD positions held on 10-Sep-2010
HKD LIBID -0.28% NZD LIBOR 3.37% |
Interest rates used in calculating the swap points for Short HKDNZD positions held on 10-Sep-2010
NZD LIBID 2.72% HKD LIBOR 0.37% |
| HKDPLN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HKDPLN positions held on 10-Sep-2010
HKD LIBID -0.28% PLN LIBOR 3.6% |
Interest rates used in calculating the swap points for Short HKDPLN positions held on 10-Sep-2010
PLN LIBID 2.36% HKD LIBOR 0.37% |
| HKDSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HKDSEK positions held on 10-Sep-2010
HKD LIBID -0.28% SEK LIBOR 1.33% |
Interest rates used in calculating the swap points for Short HKDSEK positions held on 10-Sep-2010
SEK LIBID 0.1% HKD LIBOR 0.37% |
| HKDZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HKDZAR positions held on 10-Sep-2010
HKD LIBID -0.28% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short HKDZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% HKD LIBOR 0.37% |
| HUFCZK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HUFCZK positions held on 10-Sep-2010
HUF LIBID 3.96% CZK LIBOR 1.06% |
Interest rates used in calculating the swap points for Short HUFCZK positions held on 10-Sep-2010
CZK LIBID 0.44% HUF LIBOR 5.1% |
| HUFMXN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HUFMXN positions held on 10-Sep-2010
HUF LIBID 3.96% MXN LIBOR 5.16% |
Interest rates used in calculating the swap points for Short HUFMXN positions held on 10-Sep-2010
MXN LIBID -0.13% HUF LIBOR 5.1% |
| HUFNOK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HUFNOK positions held on 10-Sep-2010
HUF LIBID 3.96% NOK LIBOR 2.89% |
Interest rates used in calculating the swap points for Short HUFNOK positions held on 10-Sep-2010
NOK LIBID 1.72% HUF LIBOR 5.1% |
| HUFSEK | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HUFSEK positions held on 10-Sep-2010
HUF LIBID 3.96% SEK LIBOR 1.33% |
Interest rates used in calculating the swap points for Short HUFSEK positions held on 10-Sep-2010
SEK LIBID 0.1% HUF LIBOR 5.1% |
| HUFSGD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long HUFSGD positions held on 13-Sep-2010
HUF LIBID 3.96% SGD LIBOR 0.87% |
Interest rates used in calculating the swap points for Short HUFSGD positions held on 13-Sep-2010
SGD LIBID -0.11% HUF LIBOR 5.1% |
| HUFZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long HUFZAR positions held on 10-Sep-2010
HUF LIBID 3.96% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short HUFZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% HUF LIBOR 5.1% |
| ILSJPY | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long ILSJPY positions held on 14-Sep-2010
ILS LIBID 1.46% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short ILSJPY positions held on 14-Sep-2010
JPY LIBID -0.12% ILS LIBOR 2.49% |
| ILSNZD | 13-Sep-2010 | 14-Sep-2010 |
Interest rates used in calculating the swap points for Long ILSNZD positions held on 14-Sep-2010
ILS LIBID 1.46% NZD LIBOR 3.37% |
Interest rates used in calculating the swap points for Short ILSNZD positions held on 14-Sep-2010
NZD LIBID 2.72% ILS LIBOR 2.49% |
| NOKPLN | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NOKPLN positions held on 10-Sep-2010
NOK LIBID 1.84% PLN LIBOR 3.35% |
Interest rates used in calculating the swap points for Short NOKPLN positions held on 10-Sep-2010
PLN LIBID 2.54% NOK LIBOR 2.44% |
| NOKSGD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long NOKSGD positions held on 13-Sep-2010
NOK LIBID 1.72% SGD LIBOR 0.87% |
Interest rates used in calculating the swap points for Short NOKSGD positions held on 13-Sep-2010
SGD LIBID -0.11% NOK LIBOR 2.89% |
| NOKZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long NOKZAR positions held on 10-Sep-2010
NOK LIBID 1.72% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short NOKZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% NOK LIBOR 2.89% |
| SEKSGD | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long SEKSGD positions held on 13-Sep-2010
SEK LIBID 0.1% SGD LIBOR 0.87% |
Interest rates used in calculating the swap points for Short SEKSGD positions held on 13-Sep-2010
SGD LIBID -0.11% SEK LIBOR 1.33% |
| SEKZAR | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long SEKZAR positions held on 10-Sep-2010
SEK LIBID 0.1% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short SEKZAR positions held on 10-Sep-2010
ZAR LIBID 6.22% SEK LIBOR 1.33% |
| SGDZAR | 09-Sep-2010 | 13-Sep-2010 |
Interest rates used in calculating the swap points for Long SGDZAR positions held on 13-Sep-2010
SGD LIBID -0.11% ZAR LIBOR 7.04% |
Interest rates used in calculating the swap points for Short SGDZAR positions held on 13-Sep-2010
ZAR LIBID 6.22% SGD LIBOR 0.87% |
| XAGGBP | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long XAGGBP positions held on 10-Sep-2010
XAG LIBID -1% GBP LIBOR 0.91% |
Interest rates used in calculating the swap points for Short XAGGBP positions held on 10-Sep-2010
GBP LIBID 0.37% XAG LIBOR 0.39% |
| CZKJPY | 09-Sep-2010 | 10-Sep-2010 |
Interest rates used in calculating the swap points for Long CZKJPY positions held on 10-Sep-2010
CZK LIBID 0.44% JPY LIBOR 0.48% |
Interest rates used in calculating the swap points for Short CZKJPY positions held on 10-Sep-2010
JPY LIBID -0.12% CZK LIBOR 1.06% |