EN 
Swap Rates
| Forex Cross | Value Dates | Swap Points | ||
|---|---|---|---|---|
| From | To | Long Positions | Short Positions | |
| AUDCAD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDCAD positions held on 03-Aug-2010
AUD LIBID 4.27% CAD LIBOR 1.12% |
Interest rates used in calculating the swap points for Short AUDCAD positions held on 03-Aug-2010
CAD LIBID 0.5% AUD LIBOR 4.89% |
| AUDJPY | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDJPY positions held on 03-Aug-2010
AUD LIBID 4.27% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short AUDJPY positions held on 03-Aug-2010
JPY LIBID -0.15% AUD LIBOR 4.89% |
| AUDNZD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDNZD positions held on 03-Aug-2010
AUD LIBID 4.27% NZD LIBOR 3.5% |
Interest rates used in calculating the swap points for Short AUDNZD positions held on 03-Aug-2010
NZD LIBID 2.8% AUD LIBOR 4.89% |
| AUDUSD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDUSD positions held on 03-Aug-2010
AUD LIBID 4.27% USD LIBOR 0.66% |
Interest rates used in calculating the swap points for Short AUDUSD positions held on 03-Aug-2010
USD LIBID 0.13% AUD LIBOR 4.89% |
| CADCHF | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long CADCHF positions held on 03-Aug-2010
CAD LIBID 0.5% CHF LIBOR 0.46% |
Interest rates used in calculating the swap points for Short CADCHF positions held on 03-Aug-2010
CHF LIBID -0.11% CAD LIBOR 1.12% |
| CADJPY | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long CADJPY positions held on 03-Aug-2010
CAD LIBID 0.5% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short CADJPY positions held on 03-Aug-2010
JPY LIBID -0.15% CAD LIBOR 1.12% |
| CHFJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFJPY positions held on 02-Aug-2010
CHF LIBID -0.11% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short CHFJPY positions held on 02-Aug-2010
JPY LIBID -0.15% CHF LIBOR 0.46% |
| CHFNOK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFNOK positions held on 02-Aug-2010
CHF LIBID -0.11% NOK LIBOR 2.45% |
Interest rates used in calculating the swap points for Short CHFNOK positions held on 02-Aug-2010
NOK LIBID 1.85% CHF LIBOR 0.46% |
| EURAUD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long EURAUD positions held on 03-Aug-2010
EUR LIBID 0.21% AUD LIBOR 4.89% |
Interest rates used in calculating the swap points for Short EURAUD positions held on 03-Aug-2010
AUD LIBID 4.27% EUR LIBOR 0.75% |
| EURCAD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long EURCAD positions held on 03-Aug-2010
EUR LIBID 0.21% CAD LIBOR 1.12% |
Interest rates used in calculating the swap points for Short EURCAD positions held on 03-Aug-2010
CAD LIBID 0.5% EUR LIBOR 0.75% |
| EURCHF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURCHF positions held on 02-Aug-2010
EUR LIBID 0.21% CHF LIBOR 0.46% |
Interest rates used in calculating the swap points for Short EURCHF positions held on 02-Aug-2010
CHF LIBID -0.11% EUR LIBOR 0.75% |
| EURCZK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURCZK positions held on 02-Aug-2010
EUR LIBID 0.21% CZK LIBOR 1.05% |
Interest rates used in calculating the swap points for Short EURCZK positions held on 02-Aug-2010
CZK LIBID 0.34% EUR LIBOR 0.75% |
| EURDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURDKK positions held on 02-Aug-2010
EUR LIBID 0.21% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short EURDKK positions held on 02-Aug-2010
DKK LIBID 0.07% EUR LIBOR 0.75% |
| EURGBP | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURGBP positions held on 02-Aug-2010
EUR LIBID 0.21% GBP LIBOR 0.86% |
Interest rates used in calculating the swap points for Short EURGBP positions held on 02-Aug-2010
GBP LIBID 0.31% EUR LIBOR 0.75% |
| EURJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURJPY positions held on 02-Aug-2010
EUR LIBID 0.21% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short EURJPY positions held on 02-Aug-2010
JPY LIBID -0.15% EUR LIBOR 0.75% |
| EURNOK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURNOK positions held on 02-Aug-2010
EUR LIBID 0.21% NOK LIBOR 2.45% |
Interest rates used in calculating the swap points for Short EURNOK positions held on 02-Aug-2010
NOK LIBID 1.85% EUR LIBOR 0.75% |
| EURSEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURSEK positions held on 02-Aug-2010
EUR LIBID 0.21% SEK LIBOR 0.81% |
Interest rates used in calculating the swap points for Short EURSEK positions held on 02-Aug-2010
SEK LIBID 0.23% EUR LIBOR 0.75% |
| EURUSD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURUSD positions held on 02-Aug-2010
EUR LIBID 0.21% USD LIBOR 0.66% |
Interest rates used in calculating the swap points for Short EURUSD positions held on 02-Aug-2010
USD LIBID 0.13% EUR LIBOR 0.75% |
| GBPAUD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPAUD positions held on 03-Aug-2010
GBP LIBID 0.31% AUD LIBOR 4.89% |
Interest rates used in calculating the swap points for Short GBPAUD positions held on 03-Aug-2010
AUD LIBID 4.27% GBP LIBOR 0.86% |
| GBPCAD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPCAD positions held on 03-Aug-2010
GBP LIBID 0.31% CAD LIBOR 1.12% |
Interest rates used in calculating the swap points for Short GBPCAD positions held on 03-Aug-2010
CAD LIBID 0.5% GBP LIBOR 0.86% |
| GBPCHF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPCHF positions held on 02-Aug-2010
GBP LIBID 0.31% CHF LIBOR 0.46% |
Interest rates used in calculating the swap points for Short GBPCHF positions held on 02-Aug-2010
CHF LIBID -0.11% GBP LIBOR 0.86% |
| GBPDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPDKK positions held on 02-Aug-2010
GBP LIBID 0.31% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short GBPDKK positions held on 02-Aug-2010
DKK LIBID 0.07% GBP LIBOR 0.86% |
| GBPJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPJPY positions held on 02-Aug-2010
GBP LIBID 0.31% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short GBPJPY positions held on 02-Aug-2010
JPY LIBID -0.15% GBP LIBOR 0.86% |
| GBPNOK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPNOK positions held on 02-Aug-2010
GBP LIBID 0.31% NOK LIBOR 2.45% |
Interest rates used in calculating the swap points for Short GBPNOK positions held on 02-Aug-2010
NOK LIBID 1.85% GBP LIBOR 0.86% |
| GBPNZD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPNZD positions held on 02-Aug-2010
GBP LIBID 0.31% NZD LIBOR 3.5% |
Interest rates used in calculating the swap points for Short GBPNZD positions held on 02-Aug-2010
NZD LIBID 2.8% GBP LIBOR 0.86% |
| GBPSEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPSEK positions held on 02-Aug-2010
GBP LIBID 0.31% SEK LIBOR 0.81% |
Interest rates used in calculating the swap points for Short GBPSEK positions held on 02-Aug-2010
SEK LIBID 0.23% GBP LIBOR 0.86% |
| GBPSGD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPSGD positions held on 02-Aug-2010
GBP LIBID 0.31% SGD LIBOR 0.74% |
Interest rates used in calculating the swap points for Short GBPSGD positions held on 02-Aug-2010
SGD LIBID -0.07% GBP LIBOR 0.86% |
| GBPUSD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPUSD positions held on 02-Aug-2010
GBP LIBID 0.31% USD LIBOR 0.66% |
Interest rates used in calculating the swap points for Short GBPUSD positions held on 02-Aug-2010
USD LIBID 0.13% GBP LIBOR 0.86% |
| NOKSEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NOKSEK positions held on 02-Aug-2010
NOK LIBID 1.85% SEK LIBOR 0.81% |
Interest rates used in calculating the swap points for Short NOKSEK positions held on 02-Aug-2010
SEK LIBID 0.23% NOK LIBOR 2.45% |
| NZDCAD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDCAD positions held on 03-Aug-2010
NZD LIBID 2.8% CAD LIBOR 1.12% |
Interest rates used in calculating the swap points for Short NZDCAD positions held on 03-Aug-2010
CAD LIBID 0.5% NZD LIBOR 3.5% |
| NZDCHF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDCHF positions held on 02-Aug-2010
NZD LIBID 2.8% CHF LIBOR 0.46% |
Interest rates used in calculating the swap points for Short NZDCHF positions held on 02-Aug-2010
CHF LIBID -0.11% NZD LIBOR 3.5% |
| NZDJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDJPY positions held on 02-Aug-2010
NZD LIBID 2.8% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short NZDJPY positions held on 02-Aug-2010
JPY LIBID -0.15% NZD LIBOR 3.5% |
| NZDUSD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDUSD positions held on 02-Aug-2010
NZD LIBID 2.8% USD LIBOR 0.66% |
Interest rates used in calculating the swap points for Short NZDUSD positions held on 02-Aug-2010
USD LIBID 0.13% NZD LIBOR 3.5% |
| USDCAD | 29-Jul-2010 | 30-Jul-2010 |
Interest rates used in calculating the swap points for Long USDCAD positions held on 30-Jul-2010
USD LIBID 0.13% CAD LIBOR 1.12% |
Interest rates used in calculating the swap points for Short USDCAD positions held on 30-Jul-2010
CAD LIBID 0.5% USD LIBOR 0.66% |
| USDCHF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDCHF positions held on 02-Aug-2010
USD LIBID 0.13% CHF LIBOR 0.46% |
Interest rates used in calculating the swap points for Short USDCHF positions held on 02-Aug-2010
CHF LIBID -0.11% USD LIBOR 0.66% |
| USDCZK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDCZK positions held on 02-Aug-2010
USD LIBID 0.13% CZK LIBOR 1.05% |
Interest rates used in calculating the swap points for Short USDCZK positions held on 02-Aug-2010
CZK LIBID 0.34% USD LIBOR 0.66% |
| USDDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDDKK positions held on 02-Aug-2010
USD LIBID 0.13% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short USDDKK positions held on 02-Aug-2010
DKK LIBID 0.07% USD LIBOR 0.66% |
| USDJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDJPY positions held on 02-Aug-2010
USD LIBID 0.13% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short USDJPY positions held on 02-Aug-2010
JPY LIBID -0.15% USD LIBOR 0.66% |
| USDNOK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDNOK positions held on 02-Aug-2010
USD LIBID 0.13% NOK LIBOR 2.45% |
Interest rates used in calculating the swap points for Short USDNOK positions held on 02-Aug-2010
NOK LIBID 1.85% USD LIBOR 0.66% |
| USDSEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDSEK positions held on 02-Aug-2010
USD LIBID 0.13% SEK LIBOR 0.81% |
Interest rates used in calculating the swap points for Short USDSEK positions held on 02-Aug-2010
SEK LIBID 0.23% USD LIBOR 0.66% |
| USDSGD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDSGD positions held on 02-Aug-2010
USD LIBID 0.13% SGD LIBOR 0.74% |
Interest rates used in calculating the swap points for Short USDSGD positions held on 02-Aug-2010
SGD LIBID -0.07% USD LIBOR 0.66% |
| NOKJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NOKJPY positions held on 02-Aug-2010
NOK LIBID 1.85% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short NOKJPY positions held on 02-Aug-2010
JPY LIBID -0.15% NOK LIBOR 2.45% |
| USDPLN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDPLN positions held on 02-Aug-2010
USD LIBID 0.13% PLN LIBOR 3.28% |
Interest rates used in calculating the swap points for Short USDPLN positions held on 02-Aug-2010
PLN LIBID 2.58% USD LIBOR 0.66% |
| SGDJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SGDJPY positions held on 02-Aug-2010
SGD LIBID -0.07% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short SGDJPY positions held on 02-Aug-2010
JPY LIBID -0.15% SGD LIBOR 0.74% |
| USDZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDZAR positions held on 02-Aug-2010
USD LIBID 0.13% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short USDZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% USD LIBOR 0.66% |
| CHFSEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFSEK positions held on 02-Aug-2010
CHF LIBID -0.11% SEK LIBOR 0.81% |
Interest rates used in calculating the swap points for Short CHFSEK positions held on 02-Aug-2010
SEK LIBID 0.23% CHF LIBOR 0.46% |
| CHFDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFDKK positions held on 02-Aug-2010
CHF LIBID -0.11% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short CHFDKK positions held on 02-Aug-2010
DKK LIBID 0.07% CHF LIBOR 0.46% |
| EURPLN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURPLN positions held on 02-Aug-2010
EUR LIBID 0.21% PLN LIBOR 3.28% |
Interest rates used in calculating the swap points for Short EURPLN positions held on 02-Aug-2010
PLN LIBID 2.58% EUR LIBOR 0.75% |
| USDHKD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDHKD positions held on 02-Aug-2010
USD LIBID 0.13% HKD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short USDHKD positions held on 02-Aug-2010
HKD LIBID -0.16% USD LIBOR 0.66% |
| USDKRW | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDKRW positions held on 02-Aug-2010
USD LIBID 0.13% KRW LIBOR 0.66% |
Interest rates used in calculating the swap points for Short USDKRW positions held on 02-Aug-2010
KRW LIBID -0.1% USD LIBOR 0.66% |
| USDMYR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDMYR positions held on 02-Aug-2010
USD LIBID 0.13% MYR LIBOR 3.91% |
Interest rates used in calculating the swap points for Short USDMYR positions held on 02-Aug-2010
MYR LIBID 3.11% USD LIBOR 0.66% |
| USDMXN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDMXN positions held on 02-Aug-2010
USD LIBID 0.13% MXN LIBOR 2.57% |
Interest rates used in calculating the swap points for Short USDMXN positions held on 02-Aug-2010
MXN LIBID 1.52% USD LIBOR 0.66% |
| USDPHP | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDPHP positions held on 02-Aug-2010
USD LIBID 0.13% PHP LIBOR 7.14% |
Interest rates used in calculating the swap points for Short USDPHP positions held on 02-Aug-2010
PHP LIBID 3.91% USD LIBOR 0.66% |
| USDSAR | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long USDSAR positions held on 03-Aug-2010
USD LIBID 0.13% SAR LIBOR 0.67% |
Interest rates used in calculating the swap points for Short USDSAR positions held on 03-Aug-2010
SAR LIBID -0.33% USD LIBOR 0.66% |
| USDTHB | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDTHB positions held on 02-Aug-2010
USD LIBID 0.13% THB LIBOR 0.65% |
Interest rates used in calculating the swap points for Short USDTHB positions held on 02-Aug-2010
THB LIBID -0.09% USD LIBOR 0.66% |
| USDTWD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDTWD positions held on 02-Aug-2010
USD LIBID 0.13% TWD LIBOR 0.65% |
Interest rates used in calculating the swap points for Short USDTWD positions held on 02-Aug-2010
TWD LIBID -0.1% USD LIBOR 0.66% |
| USDEGP | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDEGP positions held on 02-Aug-2010
USD LIBID 0.13% EGP LIBOR 0.65% |
Interest rates used in calculating the swap points for Short USDEGP positions held on 02-Aug-2010
EGP LIBID -0.09% USD LIBOR 0.66% |
| USDIDR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDIDR positions held on 02-Aug-2010
USD LIBID 0.13% IDR LIBOR 9.49% |
Interest rates used in calculating the swap points for Short USDIDR positions held on 02-Aug-2010
IDR LIBID 8.71% USD LIBOR 0.66% |
| USDJOD | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long USDJOD positions held on 03-Aug-2010
USD LIBID 0.13% JOD LIBOR 2.4% |
Interest rates used in calculating the swap points for Short USDJOD positions held on 03-Aug-2010
JOD LIBID -0.25% USD LIBOR 0.66% |
| USDKWD | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long USDKWD positions held on 03-Aug-2010
USD LIBID 0.13% KWD LIBOR 2.75% |
Interest rates used in calculating the swap points for Short USDKWD positions held on 03-Aug-2010
KWD LIBID -0.25% USD LIBOR 0.66% |
| USDMAD | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long USDMAD positions held on 03-Aug-2010
USD LIBID 0.13% MAD LIBOR 0.65% |
Interest rates used in calculating the swap points for Short USDMAD positions held on 03-Aug-2010
MAD LIBID -0.1% USD LIBOR 0.66% |
| USDOMR | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long USDOMR positions held on 03-Aug-2010
USD LIBID 0.13% OMR LIBOR 2.25% |
Interest rates used in calculating the swap points for Short USDOMR positions held on 03-Aug-2010
OMR LIBID -0.25% USD LIBOR 0.66% |
| USDQAR | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long USDQAR positions held on 03-Aug-2010
USD LIBID 0.13% QAR LIBOR 2.25% |
Interest rates used in calculating the swap points for Short USDQAR positions held on 03-Aug-2010
QAR LIBID -0.25% USD LIBOR 0.66% |
| USDAED | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long USDAED positions held on 03-Aug-2010
USD LIBID 0.13% AED LIBOR 2% |
Interest rates used in calculating the swap points for Short USDAED positions held on 03-Aug-2010
AED LIBID -0.25% USD LIBOR 0.66% |
| USDBHD | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long USDBHD positions held on 03-Aug-2010
USD LIBID 0.13% BHD LIBOR 2.5% |
Interest rates used in calculating the swap points for Short USDBHD positions held on 03-Aug-2010
BHD LIBID -0.25% USD LIBOR 0.66% |
| NOKDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NOKDKK positions held on 02-Aug-2010
NOK LIBID 1.85% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short NOKDKK positions held on 02-Aug-2010
DKK LIBID 0.07% NOK LIBOR 2.45% |
| SEKDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SEKDKK positions held on 02-Aug-2010
SEK LIBID 0.23% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short SEKDKK positions held on 02-Aug-2010
DKK LIBID 0.07% SEK LIBOR 0.81% |
| EURHUF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURHUF positions held on 02-Aug-2010
EUR LIBID 0.21% HUF LIBOR 4.8% |
Interest rates used in calculating the swap points for Short EURHUF positions held on 02-Aug-2010
HUF LIBID 3.74% EUR LIBOR 0.75% |
| EURNZD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURNZD positions held on 02-Aug-2010
EUR LIBID 0.21% NZD LIBOR 3.5% |
Interest rates used in calculating the swap points for Short EURNZD positions held on 02-Aug-2010
NZD LIBID 2.8% EUR LIBOR 0.75% |
| EURZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURZAR positions held on 02-Aug-2010
EUR LIBID 0.21% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short EURZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% EUR LIBOR 0.75% |
| USDBRL | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDBRL positions held on 02-Aug-2010
USD LIBID 0.13% BRL LIBOR 8.44% |
Interest rates used in calculating the swap points for Short USDBRL positions held on 02-Aug-2010
BRL LIBID 7.29% USD LIBOR 0.66% |
| USDHUF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDHUF positions held on 02-Aug-2010
USD LIBID 0.13% HUF LIBOR 4.8% |
Interest rates used in calculating the swap points for Short USDHUF positions held on 02-Aug-2010
HUF LIBID 3.74% USD LIBOR 0.66% |
| USDINR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDINR positions held on 02-Aug-2010
USD LIBID 0.13% INR LIBOR 4.96% |
Interest rates used in calculating the swap points for Short USDINR positions held on 02-Aug-2010
INR LIBID 4.1% USD LIBOR 0.66% |
| USDISK | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long USDISK positions held on 03-Aug-2010
USD LIBID 0.13% ISK LIBOR 1.75% |
Interest rates used in calculating the swap points for Short USDISK positions held on 03-Aug-2010
ISK LIBID -0.75% USD LIBOR 0.66% |
| USDCNY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDCNY positions held on 02-Aug-2010
USD LIBID 0.13% CNY LIBOR 0.65% |
Interest rates used in calculating the swap points for Short USDCNY positions held on 02-Aug-2010
CNY LIBID -0.09% USD LIBOR 0.66% |
| SEKJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SEKJPY positions held on 02-Aug-2010
SEK LIBID 0.23% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short SEKJPY positions held on 02-Aug-2010
JPY LIBID -0.15% SEK LIBOR 0.81% |
| EURMXN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURMXN positions held on 02-Aug-2010
EUR LIBID 0.21% MXN LIBOR 2.57% |
Interest rates used in calculating the swap points for Short EURMXN positions held on 02-Aug-2010
MXN LIBID 1.52% EUR LIBOR 0.75% |
| ISKDKK | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long ISKDKK positions held on 03-Aug-2010
ISK LIBID -0.09% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short ISKDKK positions held on 03-Aug-2010
DKK LIBID 0.03% ISK LIBOR 8.15% |
| CADDKK | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long CADDKK positions held on 03-Aug-2010
CAD LIBID 0.5% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short CADDKK positions held on 03-Aug-2010
DKK LIBID 0.03% CAD LIBOR 1.12% |
| AUDDKK | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDDKK positions held on 03-Aug-2010
AUD LIBID 4.27% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short AUDDKK positions held on 03-Aug-2010
DKK LIBID 0.07% AUD LIBOR 4.89% |
| NZDDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDDKK positions held on 02-Aug-2010
NZD LIBID 2.8% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short NZDDKK positions held on 02-Aug-2010
DKK LIBID 0.07% NZD LIBOR 3.5% |
| PLNJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long PLNJPY positions held on 02-Aug-2010
PLN LIBID 2.58% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short PLNJPY positions held on 02-Aug-2010
JPY LIBID -0.15% PLN LIBOR 3.28% |
| PLNDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long PLNDKK positions held on 02-Aug-2010
PLN LIBID 2.58% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short PLNDKK positions held on 02-Aug-2010
DKK LIBID 0.07% PLN LIBOR 3.28% |
| HKDDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HKDDKK positions held on 02-Aug-2010
HKD LIBID -0.16% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short HKDDKK positions held on 02-Aug-2010
DKK LIBID 0.03% HKD LIBOR 0.48% |
| SGDDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SGDDKK positions held on 02-Aug-2010
SGD LIBID -0.09% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short SGDDKK positions held on 02-Aug-2010
DKK LIBID 0.03% SGD LIBOR 0.89% |
| DKKJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long DKKJPY positions held on 02-Aug-2010
DKK LIBID 0.07% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short DKKJPY positions held on 02-Aug-2010
JPY LIBID -0.15% DKK LIBOR 0.7% |
| USDILS | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDILS positions held on 02-Aug-2010
USD LIBID 0.13% ILS LIBOR 1.74% |
Interest rates used in calculating the swap points for Short USDILS positions held on 02-Aug-2010
ILS LIBID 1.07% USD LIBOR 0.66% |
| EURSGD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURSGD positions held on 02-Aug-2010
EUR LIBID 0.21% SGD LIBOR 0.74% |
Interest rates used in calculating the swap points for Short EURSGD positions held on 02-Aug-2010
SGD LIBID -0.07% EUR LIBOR 0.75% |
| EUREGP | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EUREGP positions held on 02-Aug-2010
EUR LIBID 0.21% EGP LIBOR 0.65% |
Interest rates used in calculating the swap points for Short EUREGP positions held on 02-Aug-2010
EGP LIBID -0.09% EUR LIBOR 0.75% |
| GBPEGP | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPEGP positions held on 02-Aug-2010
GBP LIBID 0.31% EGP LIBOR 0.65% |
Interest rates used in calculating the swap points for Short GBPEGP positions held on 02-Aug-2010
EGP LIBID -0.09% GBP LIBOR 0.86% |
| AUDCHF | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDCHF positions held on 03-Aug-2010
AUD LIBID 4.27% CHF LIBOR 0.46% |
Interest rates used in calculating the swap points for Short AUDCHF positions held on 03-Aug-2010
CHF LIBID -0.11% AUD LIBOR 4.89% |
| GBPZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPZAR positions held on 02-Aug-2010
GBP LIBID 0.31% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short GBPZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% GBP LIBOR 0.86% |
| AUDHKD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDHKD positions held on 03-Aug-2010
AUD LIBID 4.27% HKD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short AUDHKD positions held on 03-Aug-2010
HKD LIBID -0.16% AUD LIBOR 4.89% |
| GBPHKD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPHKD positions held on 02-Aug-2010
GBP LIBID 0.31% HKD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short GBPHKD positions held on 02-Aug-2010
HKD LIBID -0.16% GBP LIBOR 0.86% |
| NZDNOK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDNOK positions held on 02-Aug-2010
NZD LIBID 2.8% NOK LIBOR 2.45% |
Interest rates used in calculating the swap points for Short NZDNOK positions held on 02-Aug-2010
NOK LIBID 1.85% NZD LIBOR 3.5% |
| EURHKD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURHKD positions held on 02-Aug-2010
EUR LIBID 0.21% HKD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short EURHKD positions held on 02-Aug-2010
HKD LIBID -0.16% EUR LIBOR 0.75% |
| CADNOK | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long CADNOK positions held on 03-Aug-2010
CAD LIBID 0.5% NOK LIBOR 2.45% |
Interest rates used in calculating the swap points for Short CADNOK positions held on 03-Aug-2010
NOK LIBID 1.85% CAD LIBOR 1.12% |
| CHFPLN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFPLN positions held on 02-Aug-2010
CHF LIBID -0.11% PLN LIBOR 3.28% |
Interest rates used in calculating the swap points for Short CHFPLN positions held on 02-Aug-2010
PLN LIBID 2.58% CHF LIBOR 0.46% |
| GBPHUF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPHUF positions held on 02-Aug-2010
GBP LIBID 0.31% HUF LIBOR 4.8% |
Interest rates used in calculating the swap points for Short GBPHUF positions held on 02-Aug-2010
HUF LIBID 3.74% GBP LIBOR 0.86% |
| EURISK | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long EURISK positions held on 03-Aug-2010
EUR LIBID 0.21% ISK LIBOR 1.75% |
Interest rates used in calculating the swap points for Short EURISK positions held on 03-Aug-2010
ISK LIBID -0.75% EUR LIBOR 0.75% |
| USDLTL | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDLTL positions held on 02-Aug-2010
USD LIBID 0.13% LTL LIBOR 1.05% |
Interest rates used in calculating the swap points for Short USDLTL positions held on 02-Aug-2010
LTL LIBID -0.1% USD LIBOR 0.66% |
| EURLTL | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURLTL positions held on 02-Aug-2010
EUR LIBID 0.21% LTL LIBOR 1.05% |
Interest rates used in calculating the swap points for Short EURLTL positions held on 02-Aug-2010
LTL LIBID -0.1% EUR LIBOR 0.75% |
| USDEEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDEEK positions held on 02-Aug-2010
USD LIBID 0.13% EEK LIBOR 6.89% |
Interest rates used in calculating the swap points for Short USDEEK positions held on 02-Aug-2010
EEK LIBID 4.66% USD LIBOR 0.66% |
| EUREEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EUREEK positions held on 02-Aug-2010
EUR LIBID 0.21% EEK LIBOR 6.89% |
Interest rates used in calculating the swap points for Short EUREEK positions held on 02-Aug-2010
EEK LIBID 4.66% EUR LIBOR 0.75% |
| USDHRK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDHRK positions held on 02-Aug-2010
USD LIBID 0.13% HRK LIBOR 1.64% |
Interest rates used in calculating the swap points for Short USDHRK positions held on 02-Aug-2010
HRK LIBID 0.41% USD LIBOR 0.66% |
| EURHRK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURHRK positions held on 02-Aug-2010
EUR LIBID 0.21% HRK LIBOR 1.64% |
Interest rates used in calculating the swap points for Short EURHRK positions held on 02-Aug-2010
HRK LIBID 0.41% EUR LIBOR 0.75% |
| USDLVL | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDLVL positions held on 02-Aug-2010
USD LIBID 0.13% LVL LIBOR 1.3% |
Interest rates used in calculating the swap points for Short USDLVL positions held on 02-Aug-2010
LVL LIBID 0.04% USD LIBOR 0.66% |
| EURLVL | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURLVL positions held on 02-Aug-2010
EUR LIBID 0.21% LVL LIBOR 1.3% |
Interest rates used in calculating the swap points for Short EURLVL positions held on 02-Aug-2010
LVL LIBID 0.04% EUR LIBOR 0.75% |
| USDSKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDSKK positions held on 02-Aug-2010
USD LIBID 0.13% SKK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short USDSKK positions held on 02-Aug-2010
SKK LIBID 1.41% USD LIBOR 0.66% |
| EURSKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURSKK positions held on 02-Aug-2010
EUR LIBID 0.21% SKK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short EURSKK positions held on 02-Aug-2010
SKK LIBID 1.41% EUR LIBOR 0.75% |
| USDDZD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDDZD positions held on 02-Aug-2010
USD LIBID 0.13% DZD LIBOR 0.65% |
Interest rates used in calculating the swap points for Short USDDZD positions held on 02-Aug-2010
DZD LIBID -0.09% USD LIBOR 0.66% |
| USDIRR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDIRR positions held on 02-Aug-2010
USD LIBID 0.13% IRR LIBOR 0.65% |
Interest rates used in calculating the swap points for Short USDIRR positions held on 02-Aug-2010
IRR LIBID -0.1% USD LIBOR 0.66% |
| USDIQD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDIQD positions held on 02-Aug-2010
USD LIBID 0.13% IQD LIBOR 0.74% |
Interest rates used in calculating the swap points for Short USDIQD positions held on 02-Aug-2010
IQD LIBID -0.15% USD LIBOR 0.66% |
| USDLBP | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDLBP positions held on 02-Aug-2010
USD LIBID 0.13% LBP LIBOR 0.71% |
Interest rates used in calculating the swap points for Short USDLBP positions held on 02-Aug-2010
LBP LIBID -0.16% USD LIBOR 0.66% |
| USDLYD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDLYD positions held on 02-Aug-2010
USD LIBID 0.13% LYD LIBOR 0.65% |
Interest rates used in calculating the swap points for Short USDLYD positions held on 02-Aug-2010
LYD LIBID -0.09% USD LIBOR 0.66% |
| USDSYP | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDSYP positions held on 02-Aug-2010
USD LIBID 0.13% SYP LIBOR 0.66% |
Interest rates used in calculating the swap points for Short USDSYP positions held on 02-Aug-2010
SYP LIBID -0.1% USD LIBOR 0.66% |
| USDTND | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDTND positions held on 02-Aug-2010
USD LIBID 0.13% TND LIBOR 0.65% |
Interest rates used in calculating the swap points for Short USDTND positions held on 02-Aug-2010
TND LIBID -0.1% USD LIBOR 0.66% |
| USDYER | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDYER positions held on 02-Aug-2010
USD LIBID 0.13% YER LIBOR 0.65% |
Interest rates used in calculating the swap points for Short USDYER positions held on 02-Aug-2010
YER LIBID -0.1% USD LIBOR 0.66% |
| EURAED | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long EURAED positions held on 03-Aug-2010
EUR LIBID 0.21% AED LIBOR 0.97% |
Interest rates used in calculating the swap points for Short EURAED positions held on 03-Aug-2010
AED LIBID 0.14% EUR LIBOR 0.75% |
| EURBHD | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long EURBHD positions held on 03-Aug-2010
EUR LIBID 0.21% BHD LIBOR 1.15% |
Interest rates used in calculating the swap points for Short EURBHD positions held on 03-Aug-2010
BHD LIBID 0.15% EUR LIBOR 0.75% |
| EURJOD | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long EURJOD positions held on 03-Aug-2010
EUR LIBID 0.21% JOD LIBOR 2.82% |
Interest rates used in calculating the swap points for Short EURJOD positions held on 03-Aug-2010
JOD LIBID -0.1% EUR LIBOR 0.75% |
| EURKWD | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long EURKWD positions held on 03-Aug-2010
EUR LIBID 0.21% KWD LIBOR 1.15% |
Interest rates used in calculating the swap points for Short EURKWD positions held on 03-Aug-2010
KWD LIBID 0.15% EUR LIBOR 0.75% |
| EUROMR | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long EUROMR positions held on 03-Aug-2010
EUR LIBID 0.21% OMR LIBOR 0.79% |
Interest rates used in calculating the swap points for Short EUROMR positions held on 03-Aug-2010
OMR LIBID 0.01% EUR LIBOR 0.75% |
| EURQAR | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long EURQAR positions held on 03-Aug-2010
EUR LIBID 0.21% QAR LIBOR 2.75% |
Interest rates used in calculating the swap points for Short EURQAR positions held on 03-Aug-2010
QAR LIBID 0.66% EUR LIBOR 0.75% |
| EURSAR | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long EURSAR positions held on 03-Aug-2010
EUR LIBID 0.21% SAR LIBOR 0.97% |
Interest rates used in calculating the swap points for Short EURSAR positions held on 03-Aug-2010
SAR LIBID 0.14% EUR LIBOR 0.75% |
| EURIQD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURIQD positions held on 02-Aug-2010
EUR LIBID 0.21% IQD LIBOR 0.74% |
Interest rates used in calculating the swap points for Short EURIQD positions held on 02-Aug-2010
IQD LIBID -0.15% EUR LIBOR 0.75% |
| EURLBP | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURLBP positions held on 02-Aug-2010
EUR LIBID 0.21% LBP LIBOR 0.71% |
Interest rates used in calculating the swap points for Short EURLBP positions held on 02-Aug-2010
LBP LIBID -0.16% EUR LIBOR 0.75% |
| XAUUSD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAUUSD positions held on 02-Aug-2010
XAU LIBID -0.32% USD LIBOR 0.66% |
Interest rates used in calculating the swap points for Short XAUUSD positions held on 02-Aug-2010
USD LIBID 0.13% XAU LIBOR 0.61% |
| XAGUSD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAGUSD positions held on 02-Aug-2010
XAG LIBID -0.94% USD LIBOR 0.66% |
Interest rates used in calculating the swap points for Short XAGUSD positions held on 02-Aug-2010
USD LIBID 0.13% XAG LIBOR 0.36% |
| NZDSGD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDSGD positions held on 02-Aug-2010
NZD LIBID 2.8% SGD LIBOR 0.74% |
Interest rates used in calculating the swap points for Short NZDSGD positions held on 02-Aug-2010
SGD LIBID -0.07% NZD LIBOR 3.5% |
| GBPPLN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPPLN positions held on 02-Aug-2010
GBP LIBID 0.31% PLN LIBOR 3.28% |
Interest rates used in calculating the swap points for Short GBPPLN positions held on 02-Aug-2010
PLN LIBID 2.58% GBP LIBOR 0.86% |
| HKDJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HKDJPY positions held on 02-Aug-2010
HKD LIBID -0.16% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short HKDJPY positions held on 02-Aug-2010
JPY LIBID -0.15% HKD LIBOR 0.48% |
| USDRUB | 29-Jul-2010 | 30-Jul-2010 |
Interest rates used in calculating the swap points for Long USDRUB positions held on 30-Jul-2010
USD LIBID 0.13% RUB LIBOR 4.21% |
Interest rates used in calculating the swap points for Short USDRUB positions held on 30-Jul-2010
RUB LIBID 2.78% USD LIBOR 0.66% |
| AUDCZK | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDCZK positions held on 03-Aug-2010
AUD LIBID 4.27% CZK LIBOR 1.05% |
Interest rates used in calculating the swap points for Short AUDCZK positions held on 03-Aug-2010
CZK LIBID 0.34% AUD LIBOR 4.89% |
| AUDHUF | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDHUF positions held on 03-Aug-2010
AUD LIBID 4.27% HUF LIBOR 4.8% |
Interest rates used in calculating the swap points for Short AUDHUF positions held on 03-Aug-2010
HUF LIBID 3.74% AUD LIBOR 4.89% |
| AUDPLN | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDPLN positions held on 03-Aug-2010
AUD LIBID 4.27% PLN LIBOR 3.28% |
Interest rates used in calculating the swap points for Short AUDPLN positions held on 03-Aug-2010
PLN LIBID 2.58% AUD LIBOR 4.89% |
| AUDSGD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDSGD positions held on 03-Aug-2010
AUD LIBID 4.27% SGD LIBOR 0.74% |
Interest rates used in calculating the swap points for Short AUDSGD positions held on 03-Aug-2010
SGD LIBID -0.07% AUD LIBOR 4.89% |
| AUDTHB | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDTHB positions held on 03-Aug-2010
AUD LIBID 4.27% THB LIBOR 0.65% |
Interest rates used in calculating the swap points for Short AUDTHB positions held on 03-Aug-2010
THB LIBID -0.09% AUD LIBOR 4.89% |
| CHFCZK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFCZK positions held on 02-Aug-2010
CHF LIBID -0.11% CZK LIBOR 1.05% |
Interest rates used in calculating the swap points for Short CHFCZK positions held on 02-Aug-2010
CZK LIBID 0.34% CHF LIBOR 0.46% |
| CHFHUF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFHUF positions held on 02-Aug-2010
CHF LIBID -0.11% HUF LIBOR 4.8% |
Interest rates used in calculating the swap points for Short CHFHUF positions held on 02-Aug-2010
HUF LIBID 3.74% CHF LIBOR 0.46% |
| CHFZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFZAR positions held on 02-Aug-2010
CHF LIBID -0.11% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short CHFZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% CHF LIBOR 0.46% |
| DKKCZK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long DKKCZK positions held on 02-Aug-2010
DKK LIBID 0.07% CZK LIBOR 1.05% |
Interest rates used in calculating the swap points for Short DKKCZK positions held on 02-Aug-2010
CZK LIBID 0.34% DKK LIBOR 0.7% |
| DKKHUF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long DKKHUF positions held on 02-Aug-2010
DKK LIBID 0.07% HUF LIBOR 4.8% |
Interest rates used in calculating the swap points for Short DKKHUF positions held on 02-Aug-2010
HUF LIBID 3.74% DKK LIBOR 0.7% |
| DKKTHB | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long DKKTHB positions held on 02-Aug-2010
DKK LIBID 0.07% THB LIBOR 0.65% |
Interest rates used in calculating the swap points for Short DKKTHB positions held on 02-Aug-2010
THB LIBID -0.09% DKK LIBOR 0.7% |
| DKKZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long DKKZAR positions held on 02-Aug-2010
DKK LIBID 0.07% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short DKKZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% DKK LIBOR 0.7% |
| EURTHB | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURTHB positions held on 02-Aug-2010
EUR LIBID 0.21% THB LIBOR 0.65% |
Interest rates used in calculating the swap points for Short EURTHB positions held on 02-Aug-2010
THB LIBID -0.09% EUR LIBOR 0.75% |
| GBPCZK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPCZK positions held on 02-Aug-2010
GBP LIBID 0.31% CZK LIBOR 1.05% |
Interest rates used in calculating the swap points for Short GBPCZK positions held on 02-Aug-2010
CZK LIBID 0.34% GBP LIBOR 0.86% |
| GBPTHB | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPTHB positions held on 02-Aug-2010
GBP LIBID 0.31% THB LIBOR 0.65% |
Interest rates used in calculating the swap points for Short GBPTHB positions held on 02-Aug-2010
THB LIBID -0.09% GBP LIBOR 0.86% |
| NZDCZK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDCZK positions held on 02-Aug-2010
NZD LIBID 2.8% CZK LIBOR 1.05% |
Interest rates used in calculating the swap points for Short NZDCZK positions held on 02-Aug-2010
CZK LIBID 0.34% NZD LIBOR 3.5% |
| NZDHUF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDHUF positions held on 02-Aug-2010
NZD LIBID 2.8% HUF LIBOR 4.8% |
Interest rates used in calculating the swap points for Short NZDHUF positions held on 02-Aug-2010
HUF LIBID 3.74% NZD LIBOR 3.5% |
| NZDPLN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDPLN positions held on 02-Aug-2010
NZD LIBID 2.8% PLN LIBOR 3.28% |
Interest rates used in calculating the swap points for Short NZDPLN positions held on 02-Aug-2010
PLN LIBID 2.58% NZD LIBOR 3.5% |
| NZDSEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDSEK positions held on 02-Aug-2010
NZD LIBID 2.8% SEK LIBOR 0.81% |
Interest rates used in calculating the swap points for Short NZDSEK positions held on 02-Aug-2010
SEK LIBID 0.23% NZD LIBOR 3.5% |
| NZDTHB | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDTHB positions held on 02-Aug-2010
NZD LIBID 2.8% THB LIBOR 0.65% |
Interest rates used in calculating the swap points for Short NZDTHB positions held on 02-Aug-2010
THB LIBID -0.09% NZD LIBOR 3.5% |
| THBJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long THBJPY positions held on 02-Aug-2010
THB LIBID -0.09% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short THBJPY positions held on 02-Aug-2010
JPY LIBID -0.15% THB LIBOR 0.65% |
| EURTRY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURTRY positions held on 02-Aug-2010
EUR LIBID 0.21% TRY LIBOR 7.39% |
Interest rates used in calculating the swap points for Short EURTRY positions held on 02-Aug-2010
TRY LIBID 5.89% EUR LIBOR 0.75% |
| USDTRY | 29-Jul-2010 | 30-Jul-2010 |
Interest rates used in calculating the swap points for Long USDTRY positions held on 30-Jul-2010
USD LIBID 0.13% TRY LIBOR 7.39% |
Interest rates used in calculating the swap points for Short USDTRY positions held on 30-Jul-2010
TRY LIBID 5.89% USD LIBOR 0.66% |
| GBPAED | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPAED positions held on 03-Aug-2010
GBP LIBID 0.31% AED LIBOR 0.97% |
Interest rates used in calculating the swap points for Short GBPAED positions held on 03-Aug-2010
AED LIBID 0.14% GBP LIBOR 0.86% |
| GBPKWD | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPKWD positions held on 03-Aug-2010
GBP LIBID 0.31% KWD LIBOR 1.15% |
Interest rates used in calculating the swap points for Short GBPKWD positions held on 03-Aug-2010
KWD LIBID 0.15% GBP LIBOR 0.86% |
| GBPMXN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPMXN positions held on 02-Aug-2010
GBP LIBID 0.31% MXN LIBOR 2.57% |
Interest rates used in calculating the swap points for Short GBPMXN positions held on 02-Aug-2010
MXN LIBID 1.52% GBP LIBOR 0.86% |
| XAUEUR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAUEUR positions held on 02-Aug-2010
XAU LIBID -0.32% EUR LIBOR 0.75% |
Interest rates used in calculating the swap points for Short XAUEUR positions held on 02-Aug-2010
EUR LIBID 0.21% XAU LIBOR 0.61% |
| XAUJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAUJPY positions held on 02-Aug-2010
XAU LIBID -0.32% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short XAUJPY positions held on 02-Aug-2010
JPY LIBID -0.15% XAU LIBOR 0.61% |
| XAGEUR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAGEUR positions held on 02-Aug-2010
XAG LIBID -0.94% EUR LIBOR 0.75% |
Interest rates used in calculating the swap points for Short XAGEUR positions held on 02-Aug-2010
EUR LIBID 0.21% XAG LIBOR 0.36% |
| XAGJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAGJPY positions held on 02-Aug-2010
XAG LIBID -0.94% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short XAGJPY positions held on 02-Aug-2010
JPY LIBID -0.15% XAG LIBOR 0.36% |
| XAUAUD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long XAUAUD positions held on 03-Aug-2010
XAU LIBID -0.32% AUD LIBOR 4.89% |
Interest rates used in calculating the swap points for Short XAUAUD positions held on 03-Aug-2010
AUD LIBID 4.27% XAU LIBOR 0.61% |
| PLNSEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long PLNSEK positions held on 02-Aug-2010
PLN LIBID 2.58% SEK LIBOR 0.81% |
Interest rates used in calculating the swap points for Short PLNSEK positions held on 02-Aug-2010
SEK LIBID 0.23% PLN LIBOR 3.28% |
| XAGAUD | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long XAGAUD positions held on 03-Aug-2010
XAG LIBID -0.94% AUD LIBOR 4.89% |
Interest rates used in calculating the swap points for Short XAGAUD positions held on 03-Aug-2010
AUD LIBID 4.27% XAG LIBOR 0.36% |
| ZARJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long ZARJPY positions held on 02-Aug-2010
ZAR LIBID 6.18% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short ZARJPY positions held on 02-Aug-2010
JPY LIBID -0.15% ZAR LIBOR 7.09% |
| TRYDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long TRYDKK positions held on 02-Aug-2010
TRY LIBID 5.89% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short TRYDKK positions held on 02-Aug-2010
DKK LIBID 0.07% TRY LIBOR 7.39% |
| XAGHKD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAGHKD positions held on 02-Aug-2010
XAG LIBID -0.94% HKD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short XAGHKD positions held on 02-Aug-2010
HKD LIBID -0.16% XAG LIBOR 0.36% |
| XAUHKD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAUHKD positions held on 02-Aug-2010
XAU LIBID -0.32% HKD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short XAUHKD positions held on 02-Aug-2010
HKD LIBID -0.16% XAU LIBOR 0.61% |
| AUDTRY | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDTRY positions held on 03-Aug-2010
AUD LIBID 4.27% TRY LIBOR 7.39% |
Interest rates used in calculating the swap points for Short AUDTRY positions held on 03-Aug-2010
TRY LIBID 5.89% AUD LIBOR 4.89% |
| CADTRY | 29-Jul-2010 | 30-Jul-2010 |
Interest rates used in calculating the swap points for Long CADTRY positions held on 30-Jul-2010
CAD LIBID 0.5% TRY LIBOR 7.39% |
Interest rates used in calculating the swap points for Short CADTRY positions held on 30-Jul-2010
TRY LIBID 5.89% CAD LIBOR 1.12% |
| CHFTRY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFTRY positions held on 02-Aug-2010
CHF LIBID -0.11% TRY LIBOR 7.39% |
Interest rates used in calculating the swap points for Short CHFTRY positions held on 02-Aug-2010
TRY LIBID 5.89% CHF LIBOR 0.46% |
| CHFSGD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFSGD positions held on 02-Aug-2010
CHF LIBID -0.11% SGD LIBOR 0.74% |
Interest rates used in calculating the swap points for Short CHFSGD positions held on 02-Aug-2010
SGD LIBID -0.07% CHF LIBOR 0.46% |
| GBPTRY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPTRY positions held on 02-Aug-2010
GBP LIBID 0.31% TRY LIBOR 7.39% |
Interest rates used in calculating the swap points for Short GBPTRY positions held on 02-Aug-2010
TRY LIBID 5.89% GBP LIBOR 0.86% |
| NZDTRY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDTRY positions held on 02-Aug-2010
NZD LIBID 2.8% TRY LIBOR 7.39% |
Interest rates used in calculating the swap points for Short NZDTRY positions held on 02-Aug-2010
TRY LIBID 5.89% NZD LIBOR 3.5% |
| NZDZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDZAR positions held on 02-Aug-2010
NZD LIBID 2.8% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short NZDZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% NZD LIBOR 3.5% |
| CHFTHB | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFTHB positions held on 02-Aug-2010
CHF LIBID -0.11% THB LIBOR 0.65% |
Interest rates used in calculating the swap points for Short CHFTHB positions held on 02-Aug-2010
THB LIBID -0.09% CHF LIBOR 0.46% |
| MXNJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long MXNJPY positions held on 02-Aug-2010
MXN LIBID 1.52% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short MXNJPY positions held on 02-Aug-2010
JPY LIBID -0.15% MXN LIBOR 2.57% |
| TRYJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long TRYJPY positions held on 02-Aug-2010
TRY LIBID 5.89% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short TRYJPY positions held on 02-Aug-2010
JPY LIBID -0.15% TRY LIBOR 7.39% |
| AUDZAR | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDZAR positions held on 03-Aug-2010
AUD LIBID 4.27% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short AUDZAR positions held on 03-Aug-2010
ZAR LIBID 6.18% AUD LIBOR 4.89% |
| CADPLN | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long CADPLN positions held on 03-Aug-2010
CAD LIBID 0.5% PLN LIBOR 3.28% |
Interest rates used in calculating the swap points for Short CADPLN positions held on 03-Aug-2010
PLN LIBID 2.58% CAD LIBOR 1.12% |
| CADMXN | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long CADMXN positions held on 03-Aug-2010
CAD LIBID 0.5% MXN LIBOR 2.57% |
Interest rates used in calculating the swap points for Short CADMXN positions held on 03-Aug-2010
MXN LIBID 1.52% CAD LIBOR 1.12% |
| CHFSKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFSKK positions held on 02-Aug-2010
CHF LIBID -0.11% SKK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short CHFSKK positions held on 02-Aug-2010
SKK LIBID 1.41% CHF LIBOR 0.46% |
| GBPSKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPSKK positions held on 02-Aug-2010
GBP LIBID 0.31% SKK LIBOR 2.44% |
Interest rates used in calculating the swap points for Short GBPSKK positions held on 02-Aug-2010
SKK LIBID 1.41% GBP LIBOR 0.86% |
| SGDHKD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SGDHKD positions held on 02-Aug-2010
SGD LIBID -0.07% HKD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short SGDHKD positions held on 02-Aug-2010
HKD LIBID -0.16% SGD LIBOR 0.74% |
| AUDSEK | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDSEK positions held on 03-Aug-2010
AUD LIBID 4.27% SEK LIBOR 0.81% |
Interest rates used in calculating the swap points for Short AUDSEK positions held on 03-Aug-2010
SEK LIBID 0.23% AUD LIBOR 4.89% |
| USDRON | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long USDRON positions held on 02-Aug-2010
USD LIBID 0.13% RON LIBOR 5.98% |
Interest rates used in calculating the swap points for Short USDRON positions held on 02-Aug-2010
RON LIBID 4% USD LIBOR 0.66% |
| EURRON | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURRON positions held on 02-Aug-2010
EUR LIBID 0.21% RON LIBOR 5.98% |
Interest rates used in calculating the swap points for Short EURRON positions held on 02-Aug-2010
RON LIBID 4% EUR LIBOR 0.75% |
| GBPILS | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long GBPILS positions held on 02-Aug-2010
GBP LIBID 0.31% ILS LIBOR 1.74% |
Interest rates used in calculating the swap points for Short GBPILS positions held on 02-Aug-2010
ILS LIBID 1.07% GBP LIBOR 0.86% |
| EEKDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EEKDKK positions held on 02-Aug-2010
EEK LIBID 4.66% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short EEKDKK positions held on 02-Aug-2010
DKK LIBID 0.03% EEK LIBOR 6.89% |
| HRKDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HRKDKK positions held on 02-Aug-2010
HRK LIBID 0.41% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short HRKDKK positions held on 02-Aug-2010
DKK LIBID 0.07% HRK LIBOR 1.64% |
| ILSDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long ILSDKK positions held on 02-Aug-2010
ILS LIBID 1.26% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short ILSDKK positions held on 02-Aug-2010
DKK LIBID 0.03% ILS LIBOR 2.29% |
| LTLDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long LTLDKK positions held on 02-Aug-2010
LTL LIBID -0.1% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short LTLDKK positions held on 02-Aug-2010
DKK LIBID 0.07% LTL LIBOR 1.05% |
| LVLDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long LVLDKK positions held on 02-Aug-2010
LVL LIBID 0.04% DKK LIBOR 0.7% |
Interest rates used in calculating the swap points for Short LVLDKK positions held on 02-Aug-2010
DKK LIBID 0.07% LVL LIBOR 1.3% |
| ISKJPY | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long ISKJPY positions held on 03-Aug-2010
ISK LIBID -0.75% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short ISKJPY positions held on 03-Aug-2010
JPY LIBID -0.15% ISK LIBOR 1.75% |
| MXNDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long MXNDKK positions held on 02-Aug-2010
MXN LIBID -0.09% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short MXNDKK positions held on 02-Aug-2010
DKK LIBID 0.03% MXN LIBOR 5.18% |
| NZDMXN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NZDMXN positions held on 02-Aug-2010
NZD LIBID 2.8% MXN LIBOR 2.57% |
Interest rates used in calculating the swap points for Short NZDMXN positions held on 02-Aug-2010
MXN LIBID 1.52% NZD LIBOR 3.5% |
| AUDNOK | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDNOK positions held on 03-Aug-2010
AUD LIBID 4.27% NOK LIBOR 2.45% |
Interest rates used in calculating the swap points for Short AUDNOK positions held on 03-Aug-2010
NOK LIBID 1.85% AUD LIBOR 4.89% |
| CHFMXN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFMXN positions held on 02-Aug-2010
CHF LIBID -0.11% MXN LIBOR 2.57% |
Interest rates used in calculating the swap points for Short CHFMXN positions held on 02-Aug-2010
MXN LIBID 1.52% CHF LIBOR 0.46% |
| AUDMXN | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDMXN positions held on 03-Aug-2010
AUD LIBID 4.27% MXN LIBOR 2.57% |
Interest rates used in calculating the swap points for Short AUDMXN positions held on 03-Aug-2010
MXN LIBID 1.52% AUD LIBOR 4.89% |
| EURRUB | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURRUB positions held on 02-Aug-2010
EUR LIBID 0.21% RUB LIBOR 4.21% |
Interest rates used in calculating the swap points for Short EURRUB positions held on 02-Aug-2010
RUB LIBID 2.78% EUR LIBOR 0.75% |
| SARDKK | 02-Aug-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long SARDKK positions held on 03-Aug-2010
SAR LIBID 0.14% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short SARDKK positions held on 03-Aug-2010
DKK LIBID 0.03% SAR LIBOR 0.97% |
| SKKDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SKKDKK positions held on 02-Aug-2010
SKK LIBID 1.41% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short SKKDKK positions held on 02-Aug-2010
DKK LIBID 0.03% SKK LIBOR 2.44% |
| XAGDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAGDKK positions held on 02-Aug-2010
XAG LIBID -0.94% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short XAGDKK positions held on 02-Aug-2010
DKK LIBID 0.03% XAG LIBOR 0.36% |
| XAUDKK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAUDKK positions held on 02-Aug-2010
XAU LIBID -0.32% DKK LIBOR 0.68% |
Interest rates used in calculating the swap points for Short XAUDKK positions held on 02-Aug-2010
DKK LIBID 0.03% XAU LIBOR 0.61% |
| SKKHUF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SKKHUF positions held on 02-Aug-2010
SKK LIBID 1.41% HUF LIBOR 5.03% |
Interest rates used in calculating the swap points for Short SKKHUF positions held on 02-Aug-2010
HUF LIBID 3.58% SKK LIBOR 2.44% |
| CZKPLN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CZKPLN positions held on 02-Aug-2010
CZK LIBID 0.34% PLN LIBOR 3.28% |
Interest rates used in calculating the swap points for Short CZKPLN positions held on 02-Aug-2010
PLN LIBID 2.58% CZK LIBOR 1.05% |
| PLNHUF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long PLNHUF positions held on 02-Aug-2010
PLN LIBID 2.58% HUF LIBOR 4.8% |
Interest rates used in calculating the swap points for Short PLNHUF positions held on 02-Aug-2010
HUF LIBID 3.74% PLN LIBOR 3.28% |
| CADSEK | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long CADSEK positions held on 03-Aug-2010
CAD LIBID 0.5% SEK LIBOR 0.81% |
Interest rates used in calculating the swap points for Short CADSEK positions held on 03-Aug-2010
SEK LIBID 0.23% CAD LIBOR 1.12% |
| HUFJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HUFJPY positions held on 02-Aug-2010
HUF LIBID 3.74% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short HUFJPY positions held on 02-Aug-2010
JPY LIBID -0.15% HUF LIBOR 4.8% |
| TRYZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long TRYZAR positions held on 02-Aug-2010
TRY LIBID 5.89% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short TRYZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% TRY LIBOR 7.39% |
| XAUGBP | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAUGBP positions held on 02-Aug-2010
XAU LIBID -0.32% GBP LIBOR 0.86% |
Interest rates used in calculating the swap points for Short XAUGBP positions held on 02-Aug-2010
GBP LIBID 0.31% XAU LIBOR 0.61% |
| EURILS | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long EURILS positions held on 02-Aug-2010
EUR LIBID 0.21% ILS LIBOR 2.29% |
Interest rates used in calculating the swap points for Short EURILS positions held on 02-Aug-2010
ILS LIBID 1.26% EUR LIBOR 0.75% |
| AUDILS | 30-Jul-2010 | 03-Aug-2010 |
Interest rates used in calculating the swap points for Long AUDILS positions held on 03-Aug-2010
AUD LIBID 4.27% ILS LIBOR 1.74% |
Interest rates used in calculating the swap points for Short AUDILS positions held on 03-Aug-2010
ILS LIBID 1.07% AUD LIBOR 4.89% |
| CHFHKD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFHKD positions held on 02-Aug-2010
CHF LIBID -0.11% HKD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short CHFHKD positions held on 02-Aug-2010
HKD LIBID -0.16% CHF LIBOR 0.46% |
| CHFILS | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CHFILS positions held on 02-Aug-2010
CHF LIBID -0.11% ILS LIBOR 2.29% |
Interest rates used in calculating the swap points for Short CHFILS positions held on 02-Aug-2010
ILS LIBID 1.26% CHF LIBOR 0.46% |
| CZKHKD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CZKHKD positions held on 02-Aug-2010
CZK LIBID 0.34% HKD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short CZKHKD positions held on 02-Aug-2010
HKD LIBID -0.16% CZK LIBOR 1.05% |
| CZKNOK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CZKNOK positions held on 02-Aug-2010
CZK LIBID 0.34% NOK LIBOR 2.96% |
Interest rates used in calculating the swap points for Short CZKNOK positions held on 02-Aug-2010
NOK LIBID 1.78% CZK LIBOR 1.05% |
| CZKSEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CZKSEK positions held on 02-Aug-2010
CZK LIBID 0.34% SEK LIBOR 1.22% |
Interest rates used in calculating the swap points for Short CZKSEK positions held on 02-Aug-2010
SEK LIBID -0.01% CZK LIBOR 1.05% |
| CZKSGD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CZKSGD positions held on 02-Aug-2010
CZK LIBID 0.34% SGD LIBOR 0.89% |
Interest rates used in calculating the swap points for Short CZKSGD positions held on 02-Aug-2010
SGD LIBID -0.09% CZK LIBOR 1.05% |
| CZKZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CZKZAR positions held on 02-Aug-2010
CZK LIBID 0.34% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short CZKZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% CZK LIBOR 1.05% |
| HKDHUF | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HKDHUF positions held on 02-Aug-2010
HKD LIBID -0.16% HUF LIBOR 5.03% |
Interest rates used in calculating the swap points for Short HKDHUF positions held on 02-Aug-2010
HUF LIBID 3.58% HKD LIBOR 0.48% |
| HKDMXN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HKDMXN positions held on 02-Aug-2010
HKD LIBID -0.16% MXN LIBOR 5.18% |
Interest rates used in calculating the swap points for Short HKDMXN positions held on 02-Aug-2010
MXN LIBID -0.09% HKD LIBOR 0.48% |
| HKDNOK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HKDNOK positions held on 02-Aug-2010
HKD LIBID -0.16% NOK LIBOR 2.96% |
Interest rates used in calculating the swap points for Short HKDNOK positions held on 02-Aug-2010
NOK LIBID 1.78% HKD LIBOR 0.48% |
| HKDNZD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HKDNZD positions held on 02-Aug-2010
HKD LIBID -0.16% NZD LIBOR 3.5% |
Interest rates used in calculating the swap points for Short HKDNZD positions held on 02-Aug-2010
NZD LIBID 2.8% HKD LIBOR 0.48% |
| HKDPLN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HKDPLN positions held on 02-Aug-2010
HKD LIBID -0.16% PLN LIBOR 3.54% |
Interest rates used in calculating the swap points for Short HKDPLN positions held on 02-Aug-2010
PLN LIBID 2.31% HKD LIBOR 0.48% |
| HKDSEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HKDSEK positions held on 02-Aug-2010
HKD LIBID -0.16% SEK LIBOR 1.22% |
Interest rates used in calculating the swap points for Short HKDSEK positions held on 02-Aug-2010
SEK LIBID -0.01% HKD LIBOR 0.48% |
| HKDZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HKDZAR positions held on 02-Aug-2010
HKD LIBID -0.16% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short HKDZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% HKD LIBOR 0.48% |
| HUFCZK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HUFCZK positions held on 02-Aug-2010
HUF LIBID 3.58% CZK LIBOR 1.05% |
Interest rates used in calculating the swap points for Short HUFCZK positions held on 02-Aug-2010
CZK LIBID 0.34% HUF LIBOR 5.03% |
| HUFMXN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HUFMXN positions held on 02-Aug-2010
HUF LIBID 3.58% MXN LIBOR 5.18% |
Interest rates used in calculating the swap points for Short HUFMXN positions held on 02-Aug-2010
MXN LIBID -0.09% HUF LIBOR 5.03% |
| HUFNOK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HUFNOK positions held on 02-Aug-2010
HUF LIBID 3.58% NOK LIBOR 2.96% |
Interest rates used in calculating the swap points for Short HUFNOK positions held on 02-Aug-2010
NOK LIBID 1.78% HUF LIBOR 5.03% |
| HUFSEK | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HUFSEK positions held on 02-Aug-2010
HUF LIBID 3.58% SEK LIBOR 1.22% |
Interest rates used in calculating the swap points for Short HUFSEK positions held on 02-Aug-2010
SEK LIBID -0.01% HUF LIBOR 5.03% |
| HUFSGD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HUFSGD positions held on 02-Aug-2010
HUF LIBID 3.58% SGD LIBOR 0.89% |
Interest rates used in calculating the swap points for Short HUFSGD positions held on 02-Aug-2010
SGD LIBID -0.09% HUF LIBOR 5.03% |
| HUFZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long HUFZAR positions held on 02-Aug-2010
HUF LIBID 3.58% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short HUFZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% HUF LIBOR 5.03% |
| ILSJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long ILSJPY positions held on 02-Aug-2010
ILS LIBID 1.26% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short ILSJPY positions held on 02-Aug-2010
JPY LIBID -0.15% ILS LIBOR 2.29% |
| ILSNZD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long ILSNZD positions held on 02-Aug-2010
ILS LIBID 1.26% NZD LIBOR 3.5% |
Interest rates used in calculating the swap points for Short ILSNZD positions held on 02-Aug-2010
NZD LIBID 2.8% ILS LIBOR 2.29% |
| NOKPLN | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NOKPLN positions held on 02-Aug-2010
NOK LIBID 1.85% PLN LIBOR 3.28% |
Interest rates used in calculating the swap points for Short NOKPLN positions held on 02-Aug-2010
PLN LIBID 2.58% NOK LIBOR 2.45% |
| NOKSGD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NOKSGD positions held on 02-Aug-2010
NOK LIBID 1.78% SGD LIBOR 0.89% |
Interest rates used in calculating the swap points for Short NOKSGD positions held on 02-Aug-2010
SGD LIBID -0.09% NOK LIBOR 2.96% |
| NOKZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NOKZAR positions held on 02-Aug-2010
NOK LIBID 1.78% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short NOKZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% NOK LIBOR 2.96% |
| SEKSGD | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SEKSGD positions held on 02-Aug-2010
SEK LIBID -0.01% SGD LIBOR 0.89% |
Interest rates used in calculating the swap points for Short SEKSGD positions held on 02-Aug-2010
SGD LIBID -0.09% SEK LIBOR 1.22% |
| SEKZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SEKZAR positions held on 02-Aug-2010
SEK LIBID -0.01% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short SEKZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% SEK LIBOR 1.22% |
| SGDZAR | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SGDZAR positions held on 02-Aug-2010
SGD LIBID -0.09% ZAR LIBOR 7.09% |
Interest rates used in calculating the swap points for Short SGDZAR positions held on 02-Aug-2010
ZAR LIBID 6.18% SGD LIBOR 0.89% |
| XAGGBP | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long XAGGBP positions held on 02-Aug-2010
XAG LIBID -0.94% GBP LIBOR 0.86% |
Interest rates used in calculating the swap points for Short XAGGBP positions held on 02-Aug-2010
GBP LIBID 0.31% XAG LIBOR 0.36% |
| CZKJPY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long CZKJPY positions held on 02-Aug-2010
CZK LIBID 0.34% JPY LIBOR 0.47% |
Interest rates used in calculating the swap points for Short CZKJPY positions held on 02-Aug-2010
JPY LIBID -0.15% CZK LIBOR 1.05% |
| NOKTRY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long NOKTRY positions held on 02-Aug-2010
NOK LIBID 1.78% TRY LIBOR 7.39% |
Interest rates used in calculating the swap points for Short NOKTRY positions held on 02-Aug-2010
TRY LIBID 5.89% NOK LIBOR 2.96% |
| SEKTRY | 30-Jul-2010 | 02-Aug-2010 |
Interest rates used in calculating the swap points for Long SEKTRY positions held on 02-Aug-2010
SEK LIBID -0.01% TRY LIBOR 7.39% |
Interest rates used in calculating the swap points for Short SEKTRY positions held on 02-Aug-2010
TRY LIBID 5.89% SEK LIBOR 1.22% |