Swap Rates
| Forex Cross | Value Dates | Swap Points | ||
|---|---|---|---|---|
| From | To | Long Positions | Short Positions | |
| AUDJPY | 21-May-2012 | 22-May-2012 | -0.0067 | -0.01 |
| AUDNZD | 21-May-2012 | 22-May-2012 | -0.000013 | -0.00007 |
| AUDUSD | 21-May-2012 | 22-May-2012 | -0.000082 | -0.000123 |
| CHFJPY | 21-May-2012 | 22-May-2012 | 0.0022 | -0.0013 |
| CHFNOK | 21-May-2012 | 22-May-2012 | 0.000425 | 0.000158 |
| EURAUD | 21-May-2012 | 22-May-2012 | 0.00016 | 0.000108 |
| EURCHF | 21-May-2012 | 22-May-2012 | 0.000015 | -0.000033 |
| EURCZK | 21-May-2012 | 22-May-2012 | 0.00109 | -0.00007 |
| EURGBP | 21-May-2012 | 22-May-2012 | 0.000022 | -0.000011 |
| EURJPY | 21-May-2012 | 22-May-2012 | 0.0019 | -0.0023 |
| EURNOK | 21-May-2012 | 22-May-2012 | 0.000453 | 0.000133 |
| EURSEK | 21-May-2012 | 22-May-2012 | 0.000527 | 0.000142 |
| EURUSD | 21-May-2012 | 22-May-2012 | 0.000028 | -0.000025 |
| GBPAUD | 21-May-2012 | 22-May-2012 | 0.000189 | 0.000124 |
| GBPCHF | 21-May-2012 | 22-May-2012 | 0.000009 | -0.000051 |
| GBPJPY | 21-May-2012 | 22-May-2012 | 0.0015 | -0.0037 |
| GBPNOK | 21-May-2012 | 22-May-2012 | 0.000503 | 0.000102 |
| GBPNZD | 21-May-2012 | 22-May-2012 | 0.00018 | 0.000091 |
| GBPSEK | 21-May-2012 | 22-May-2012 | 0.000582 | 0.000101 |
| GBPSGD | 21-May-2012 | 22-May-2012 | 0.000041 | -0.00006 |
| GBPUSD | 21-May-2012 | 22-May-2012 | 0.000024 | -0.000041 |
| NOKSEK | 21-May-2012 | 22-May-2012 | 0.000025 | -0.00003 |
| NZDCHF | 21-May-2012 | 22-May-2012 | -0.000042 | -0.000074 |
| NZDJPY | 21-May-2012 | 22-May-2012 | -0.0031 | -0.0059 |
| NZDUSD | 21-May-2012 | 22-May-2012 | -0.000037 | -0.000071 |
| USDCAD | 18-May-2012 | 22-May-2012 | 0.000176 | 0.000009 |
| USDCHF | 21-May-2012 | 22-May-2012 | 0.000011 | -0.000028 |
| USDCZK | 21-May-2012 | 22-May-2012 | 0.00085 | -0.00009 |
| USDJPY | 21-May-2012 | 22-May-2012 | 0.0014 | -0.0019 |
| USDNOK | 21-May-2012 | 22-May-2012 | 0.000353 | 0.000095 |
| USDSEK | 21-May-2012 | 22-May-2012 | 0.00041 | 0.0001 |
| USDSGD | 21-May-2012 | 22-May-2012 | 0.000033 | -0.000032 |
| NOKJPY | 21-May-2012 | 22-May-2012 | -0.00025 | -0.00082 |
| USDPLN | 21-May-2012 | 22-May-2012 | 0.000522 | 0.000339 |
| SGDJPY | 21-May-2012 | 22-May-2012 | 0.0014 | -0.0019 |
| USDZAR | 21-May-2012 | 22-May-2012 | 0.001476 | 0.000975 |
| CHFSEK | 21-May-2012 | 22-May-2012 | 0.000496 | 0.000175 |
| EURPLN | 21-May-2012 | 22-May-2012 | 0.000664 | 0.000437 |
| USDHKD | 21-May-2012 | 22-May-2012 | 0.000145 | -0.000191 |
| USDKRW | 21-May-2012 | 22-May-2012 | 0.027 | -0.029 |
| USDMYR | 21-May-2012 | 22-May-2012 | 0.000354 | 0.000201 |
| USDMXN | 21-May-2012 | 22-May-2012 | 0.001968 | 0.001216 |
| USDPHP | 21-May-2012 | 22-May-2012 | 0.0087 | 0.00373 |
| USDTHB | 21-May-2012 | 22-May-2012 | 0.01196 | -0.00752 |
| USDTWD | 21-May-2012 | 22-May-2012 | 0.00066 | -0.00071 |
| USDEGP | 21-May-2012 | 22-May-2012 | 0.000136 | -0.000144 |
| USDMAD | 21-May-2012 | 22-May-2012 | 0.000195 | -0.00021 |
| EURHUF | 21-May-2012 | 22-May-2012 | 0.0599 | 0.0388 |
| EURNZD | 21-May-2012 | 22-May-2012 | 0.000156 | 0.000084 |
| EURZAR | 21-May-2012 | 22-May-2012 | 0.001881 | 0.001254 |
| USDBRL | 21-May-2012 | 22-May-2012 | 0.00048 | 0.00036 |
| USDHUF | 21-May-2012 | 22-May-2012 | 0.0472 | 0.0302 |
| USDINR | 21-May-2012 | 22-May-2012 | 0.0078 | 0.005 |
| USDISK | 21-May-2012 | 22-May-2012 | 0.0092 | -0.0062 |
| USDCNY | 21-May-2012 | 22-May-2012 | 0.000001 | 0 |
| SEKJPY | 21-May-2012 | 22-May-2012 | -0.00018 | -0.00067 |
| EURMXN | 21-May-2012 | 22-May-2012 | 0.002506 | 0.001567 |
| PLNJPY | 21-May-2012 | 22-May-2012 | -0.00233 | -0.00354 |
| USDILS | 21-May-2012 | 22-May-2012 | 0.000307 | 0.000062 |
| EURSGD | 21-May-2012 | 22-May-2012 | 0.000043 | -0.000038 |
| EUREGP | 21-May-2012 | 22-May-2012 | 0.000177 | -0.000171 |
| GBPEGP | 21-May-2012 | 22-May-2012 | 0.00016 | -0.000276 |
| AUDCHF | 21-May-2012 | 22-May-2012 | -0.000086 | -0.000124 |
| GBPZAR | 21-May-2012 | 22-May-2012 | 0.002257 | 0.001472 |
| AUDHKD | 21-May-2012 | 22-May-2012 | -0.000652 | -0.00098 |
| GBPHKD | 21-May-2012 | 22-May-2012 | 0.000159 | -0.000364 |
| NZDNOK | 21-May-2012 | 22-May-2012 | -0.000051 | -0.000259 |
| EURHKD | 21-May-2012 | 22-May-2012 | 0.000191 | -0.000226 |
| CHFPLN | 21-May-2012 | 22-May-2012 | 0.00058 | 0.000391 |
| GBPHUF | 21-May-2012 | 22-May-2012 | 0.0721 | 0.0458 |
| EURISK | 21-May-2012 | 22-May-2012 | 0.0118 | -0.0076 |
| USDLTL | 21-May-2012 | 22-May-2012 | 0.000111 | -0.000066 |
| EURLTL | 21-May-2012 | 22-May-2012 | 0.000143 | -0.000078 |
| USDEEK | 21-May-2012 | 22-May-2012 | 0.002298 | 0.001265 |
| EUREEK | 21-May-2012 | 22-May-2012 | 0.003077 | 0.001712 |
| USDHRK | 21-May-2012 | 22-May-2012 | 0.000299 | -0.000059 |
| EURHRK | 21-May-2012 | 22-May-2012 | 0.000385 | -0.000063 |
| USDLVL | 21-May-2012 | 22-May-2012 | 0.000018 | -0.000011 |
| EURLVL | 21-May-2012 | 22-May-2012 | 0.000024 | -0.000013 |
| USDSKK | 21-May-2012 | 22-May-2012 | 0.00166 | 0.0004 |
| EURSKK | 21-May-2012 | 22-May-2012 | 0.00213 | 0.00055 |
| USDDZD | 21-May-2012 | 22-May-2012 | 0.001665 | -0.001773 |
| USDIRR | 21-May-2012 | 22-May-2012 | 0.29 | -0.3 |
| USDIQD | 21-May-2012 | 22-May-2012 | 0.04 | -0.04 |
| USDLBP | 21-May-2012 | 22-May-2012 | 0.04 | -0.04 |
| USDLYD | 21-May-2012 | 22-May-2012 | 0.000028 | -0.00003 |
| USDSYP | 21-May-2012 | 22-May-2012 | 0.0015 | -0.0016 |
| USDTND | 21-May-2012 | 22-May-2012 | 0.000036 | -0.000039 |
| USDYER | 21-May-2012 | 23-May-2012 | 0.0097 | -0.0104 |
| EURIQD | 21-May-2012 | 22-May-2012 | 0.04265 | -0.039369 |
| EURLBP | 21-May-2012 | 22-May-2012 | 0.051426 | -0.047184 |
| XAUUSD | 21-May-2012 | 22-May-2012 | 0.0585 | -0.0247 |
| XAGUSD | 21-May-2012 | 22-May-2012 | 0.001244 | -0.000487 |
| NZDSGD | 21-May-2012 | 22-May-2012 | -0.000043 | -0.000095 |
| GBPPLN | 21-May-2012 | 22-May-2012 | 0.000791 | 0.000507 |
| HKDJPY | 21-May-2012 | 22-May-2012 | 0.000217 | -0.000223 |
| USDRUB | 18-May-2012 | 21-May-2012 | 0.017735 | 0.013256 |
| AUDCZK | 21-May-2012 | 22-May-2012 | -0.00122 | -0.00212 |
| AUDHUF | 21-May-2012 | 22-May-2012 | 0.0223 | 0.0058 |
| AUDPLN | 21-May-2012 | 22-May-2012 | 0.000161 | -0.000016 |
| AUDSGD | 21-May-2012 | 22-May-2012 | -0.000097 | -0.000161 |
| AUDTHB | 21-May-2012 | 22-May-2012 | 0.0086 | -0.0106 |
| CHFCZK | 21-May-2012 | 22-May-2012 | 0.00107 | 0.0001 |
| CHFHUF | 21-May-2012 | 22-May-2012 | 0.0518 | 0.0342 |
| CHFZAR | 21-May-2012 | 22-May-2012 | 0.001633 | 0.00111 |
| EURTHB | 21-May-2012 | 22-May-2012 | 0.015173 | -0.009451 |
| GBPCZK | 21-May-2012 | 22-May-2012 | 0.00115 | -0.0003 |
| GBPTHB | 21-May-2012 | 22-May-2012 | 0.018556 | -0.012086 |
| NZDCZK | 21-May-2012 | 22-May-2012 | -0.00043 | -0.00117 |
| NZDHUF | 21-May-2012 | 22-May-2012 | 0.0231 | 0.0099 |
| NZDPLN | 21-May-2012 | 22-May-2012 | 0.000212 | 0.000068 |
| NZDSEK | 21-May-2012 | 22-May-2012 | -0.000073 | -0.000321 |
| NZDTHB | 21-May-2012 | 22-May-2012 | 0.007375 | -0.007395 |
| THBJPY | 21-May-2012 | 22-May-2012 | 0.000595 | -0.000968 |
| EURTRY | 21-May-2012 | 22-May-2012 | 0.000732 | 0.000562 |
| USDTRY | 18-May-2012 | 21-May-2012 | 0.00173 | 0.001324 |
| GBPMXN | 21-May-2012 | 22-May-2012 | 0.003 | 0.0018 |
| XAUEUR | 21-May-2012 | 22-May-2012 | 0.0442 | -0.0204 |
| XAUJPY | 21-May-2012 | 22-May-2012 | 4.24 | -2.36 |
| XAGEUR | 21-May-2012 | 22-May-2012 | 0.000946 | -0.000399 |
| XAGJPY | 21-May-2012 | 22-May-2012 | 0.0915 | -0.0458 |
| XAUAUD | 21-May-2012 | 22-May-2012 | 0.2228 | 0.1397 |
| PLNSEK | 21-May-2012 | 22-May-2012 | -0.00013 | -0.000244 |
| XAGAUD | 21-May-2012 | 22-May-2012 | 0.0042 | 0.0024 |
| ZARJPY | 21-May-2012 | 22-May-2012 | -0.0011 | -0.0018 |
| XAGHKD | 21-May-2012 | 22-May-2012 | 0.00923 | -0.004632 |
| XAUHKD | 21-May-2012 | 22-May-2012 | 0.4295 | -0.2395 |
| AUDTRY | 21-May-2012 | 22-May-2012 | 0.000379 | 0.000247 |
| CADTRY | 18-May-2012 | 22-May-2012 | 0.002092 | 0.001566 |
| CHFTRY | 21-May-2012 | 22-May-2012 | 0.000624 | 0.000483 |
| CHFSGD | 21-May-2012 | 22-May-2012 | 0.000046 | -0.000021 |
| GBPTRY | 21-May-2012 | 22-May-2012 | 0.000893 | 0.00068 |
| NZDTRY | 21-May-2012 | 22-May-2012 | 0.000339 | 0.000233 |
| NZDZAR | 21-May-2012 | 22-May-2012 | 0.000682 | 0.000284 |
| CHFTHB | 21-May-2012 | 22-May-2012 | 0.0129 | -0.0077 |
| MXNJPY | 21-May-2012 | 22-May-2012 | -0.0005 | -0.0009 |
| TRYJPY | 21-May-2012 | 22-May-2012 | -0.0104 | -0.0137 |
| AUDZAR | 21-May-2012 | 22-May-2012 | 0.000607 | 0.000115 |
| CHFSKK | 21-May-2012 | 22-May-2012 | 0.00196 | 0.00064 |
| GBPSKK | 21-May-2012 | 22-May-2012 | 0.00242 | 0.00045 |
| SGDHKD | 21-May-2012 | 22-May-2012 | 0.000138 | -0.000181 |
| AUDSEK | 21-May-2012 | 22-May-2012 | -0.000333 | -0.000635 |
| USDRON | 21-May-2012 | 22-May-2012 | 0.00067 | 0.000335 |
| EURRON | 21-May-2012 | 22-May-2012 | 0.000851 | 0.000432 |
| GBPILS | 21-May-2012 | 22-May-2012 | 0.000449 | 0.000067 |
| ISKJPY | 21-May-2012 | 22-May-2012 | 0.00003 | -0.00004 |
| NZDMXN | 21-May-2012 | 22-May-2012 | 0.000753 | 0.000161 |
| AUDNOK | 21-May-2012 | 22-May-2012 | -0.000265 | -0.000517 |
| CHFMXN | 21-May-2012 | 22-May-2012 | 0.002196 | 0.001414 |
| AUDMXN | 21-May-2012 | 22-May-2012 | 0.000522 | -0.000209 |
| EURRUB | 21-May-2012 | 22-May-2012 | 0.007515 | 0.005657 |
| SKKHUF | 21-May-2012 | 22-May-2012 | 0.001582 | 0.000873 |
| CZKPLN | 21-May-2012 | 22-May-2012 | 0.000023 | 0.000013 |
| PLNHUF | 21-May-2012 | 22-May-2012 | 0.0055 | -0.0002 |
| HUFJPY | 21-May-2012 | 22-May-2012 | -0.000044 | -0.000068 |
| TRYZAR | 21-May-2012 | 22-May-2012 | -0.000382 | -0.000805 |
| XAUGBP | 21-May-2012 | 22-May-2012 | 0.0421 | -0.01 |
| EURILS | 21-May-2012 | 22-May-2012 | 0.000392 | 0.000086 |
| AUDILS | 21-May-2012 | 22-May-2012 | -0.000089 | -0.000327 |
| CHFHKD | 21-May-2012 | 22-May-2012 | 0.00022 | -0.000127 |
| CHFILS | 21-May-2012 | 22-May-2012 | 0.000411 | 0.000214 |
| CZKHKD | 21-May-2012 | 22-May-2012 | 0.000005 | -0.000022 |
| CZKNOK | 21-May-2012 | 22-May-2012 | 0.000016 | -0.000005 |
| CZKSEK | 21-May-2012 | 22-May-2012 | 0.000018 | -0.000006 |
| CZKSGD | 21-May-2012 | 22-May-2012 | 0.000002 | -0.000004 |
| CZKZAR | 21-May-2012 | 22-May-2012 | 0.000071 | 0.000035 |
| HKDHUF | 21-May-2012 | 22-May-2012 | 0.005922 | 0.004201 |
| HKDMXN | 21-May-2012 | 22-May-2012 | 0.000261 | -0.00004 |
| HKDNOK | 21-May-2012 | 22-May-2012 | 0.000049 | 0.000013 |
| HKDNZD | 21-May-2012 | 22-May-2012 | 0.000017 | 0.000008 |
| HKDPLN | 21-May-2012 | 22-May-2012 | 0.000067 | 0.000044 |
| HKDSEK | 21-May-2012 | 22-May-2012 | 0.000057 | 0.000014 |
| HKDZAR | 21-May-2012 | 22-May-2012 | 0.000195 | 0.000127 |
| HUFCZK | 21-May-2012 | 22-May-2012 | -0.000009 | -0.000016 |
| HUFMXN | 21-May-2012 | 22-May-2012 | 0 | -0.000012 |
| HUFNOK | 21-May-2012 | 22-May-2012 | -0.000002 | -0.000004 |
| HUFSEK | 21-May-2012 | 22-May-2012 | -0.000003 | -0.000005 |
| HUFSGD | 21-May-2012 | 22-May-2012 | 0 | -0.000002 |
| HUFZAR | 21-May-2012 | 22-May-2012 | 0.000001 | -0.000002 |
| ILSJPY | 21-May-2012 | 22-May-2012 | -0.000977 | -0.001996 |
| ILSNZD | 21-May-2012 | 22-May-2012 | 0.00001 | -0.000008 |
| NOKPLN | 21-May-2012 | 22-May-2012 | 0.000066 | 0.000034 |
| NOKSGD | 21-May-2012 | 22-May-2012 | -0.000002 | -0.000014 |
| NOKZAR | 21-May-2012 | 22-May-2012 | 0.000196 | 0.000109 |
| SEKSGD | 21-May-2012 | 22-May-2012 | -0.000001 | -0.000011 |
| SEKZAR | 21-May-2012 | 22-May-2012 | 0.000165 | 0.000093 |
| SGDZAR | 21-May-2012 | 22-May-2012 | 0.001186 | 0.000732 |
| XAGGBP | 21-May-2012 | 22-May-2012 | 0.000879 | -0.000207 |
| CZKJPY | 21-May-2012 | 22-May-2012 | 0.00004 | -0.000214 |
| NOKTRY | 21-May-2012 | 22-May-2012 | 0.000089 | -0.000019 |
| SEKTRY | 21-May-2012 | 22-May-2012 | 0.000075 | -0.000016 |
| TRYCZK | 21-May-2012 | 22-May-2012 | -0.002394 | -0.00325 |
| AUDCNH | 21-May-2012 | 22-May-2012 | 0.000011 | -0.000396 |
| CHFCNH | 21-May-2012 | 22-May-2012 | 0.000757 | 0.000322 |
| EURCNH | 21-May-2012 | 22-May-2012 | 0.000849 | 0.000327 |
| GBPCNH | 21-May-2012 | 22-May-2012 | 0.000992 | 0.00034 |
| HKDCNH | 21-May-2012 | 22-May-2012 | 0.000089 | 0.000033 |
| NOKCNH | 21-May-2012 | 22-May-2012 | 0.000073 | 0.000001 |
| NZDCNH | 21-May-2012 | 22-May-2012 | 0.000168 | -0.000158 |
| SEKCNH | 21-May-2012 | 22-May-2012 | 0.000062 | 0.000002 |
| USDCNH | 21-May-2012 | 22-May-2012 | 0.000666 | 0.000248 |
| CNHJPY | 21-May-2012 | 22-May-2012 | -0.0005 | -0.0014 |
| XAUTHB | 21-May-2012 | 22-May-2012 | 19.6 | -11.56 |
| XAUTRY | 21-May-2012 | 22-May-2012 | 0.9536 | 0.7077 |
| ISKNOK | 21-May-2012 | 22-May-2012 | 0.000004 | -0.000002 |
| ISKSEK | 21-May-2012 | 22-May-2012 | 0.000004 | -0.000002 |
| XPDUSD | 21-May-2012 | 22-May-2012 | 0.0301 | -0.005 |
| XPTUSD | 21-May-2012 | 22-May-2012 | 0.0722 | -0.0111 |
| CHFRON | 21-May-2012 | 22-May-2012 | 0.000737 | 0.000387 |
| XAUCHF | 21-May-2012 | 22-May-2012 | 0.041791 | -0.035583 |
| XAGCHF | 21-May-2012 | 22-May-2012 | 0.000937 | -0.000679 |
