Swap árfolyamok
| Forex Cross | Value Dates | Swap Points | ||
|---|---|---|---|---|
| From | To | Long Positions | Short Positions | |
| AUDCAD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDCAD positions held on 12-Mar-2010
AUD LIBID 3.55% CAD LIBOR 0.55% |
Interest rates used in calculating the swap points for Short AUDCAD positions held on 12-Mar-2010
CAD LIBID -0.09% AUD LIBOR 4.2% |
| AUDJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDJPY positions held on 12-Mar-2010
AUD LIBID 3.55% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short AUDJPY positions held on 12-Mar-2010
JPY LIBID -0.22% AUD LIBOR 4.2% |
| AUDNZD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDNZD positions held on 12-Mar-2010
AUD LIBID 3.55% NZD LIBOR 3.01% |
Interest rates used in calculating the swap points for Short AUDNZD positions held on 12-Mar-2010
NZD LIBID 2.33% AUD LIBOR 4.2% |
| AUDUSD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDUSD positions held on 12-Mar-2010
AUD LIBID 3.55% USD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short AUDUSD positions held on 12-Mar-2010
USD LIBID -0.06% AUD LIBOR 4.2% |
| CADCHF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CADCHF positions held on 12-Mar-2010
CAD LIBID -0.09% CHF LIBOR 0.3% |
Interest rates used in calculating the swap points for Short CADCHF positions held on 12-Mar-2010
CHF LIBID -0.35% CAD LIBOR 0.55% |
| CADJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CADJPY positions held on 12-Mar-2010
CAD LIBID -0.09% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short CADJPY positions held on 12-Mar-2010
JPY LIBID -0.22% CAD LIBOR 0.55% |
| CHFJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFJPY positions held on 12-Mar-2010
CHF LIBID -0.35% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short CHFJPY positions held on 12-Mar-2010
JPY LIBID -0.22% CHF LIBOR 0.3% |
| CHFNOK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFNOK positions held on 12-Mar-2010
CHF LIBID -0.35% NOK LIBOR 2.1% |
Interest rates used in calculating the swap points for Short CHFNOK positions held on 12-Mar-2010
NOK LIBID 1.47% CHF LIBOR 0.3% |
| EURAUD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURAUD positions held on 12-Mar-2010
EUR LIBID -0.04% AUD LIBOR 4.2% |
Interest rates used in calculating the swap points for Short EURAUD positions held on 12-Mar-2010
AUD LIBID 3.55% EUR LIBOR 0.5% |
| EURCAD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURCAD positions held on 12-Mar-2010
EUR LIBID -0.04% CAD LIBOR 0.55% |
Interest rates used in calculating the swap points for Short EURCAD positions held on 12-Mar-2010
CAD LIBID -0.09% EUR LIBOR 0.5% |
| EURCHF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURCHF positions held on 12-Mar-2010
EUR LIBID -0.04% CHF LIBOR 0.3% |
Interest rates used in calculating the swap points for Short EURCHF positions held on 12-Mar-2010
CHF LIBID -0.35% EUR LIBOR 0.5% |
| EURCZK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURCZK positions held on 12-Mar-2010
EUR LIBID -0.04% CZK LIBOR 1.36% |
Interest rates used in calculating the swap points for Short EURCZK positions held on 12-Mar-2010
CZK LIBID 0.61% EUR LIBOR 0.5% |
| EURDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURDKK positions held on 12-Mar-2010
EUR LIBID -0.04% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short EURDKK positions held on 12-Mar-2010
DKK LIBID 0.34% EUR LIBOR 0.5% |
| EURGBP | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURGBP positions held on 12-Mar-2010
EUR LIBID -0.04% GBP LIBOR 0.76% |
Interest rates used in calculating the swap points for Short EURGBP positions held on 12-Mar-2010
GBP LIBID 0.21% EUR LIBOR 0.5% |
| EURJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURJPY positions held on 12-Mar-2010
EUR LIBID -0.04% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short EURJPY positions held on 12-Mar-2010
JPY LIBID -0.22% EUR LIBOR 0.5% |
| EURNOK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURNOK positions held on 12-Mar-2010
EUR LIBID -0.04% NOK LIBOR 2.1% |
Interest rates used in calculating the swap points for Short EURNOK positions held on 12-Mar-2010
NOK LIBID 1.47% EUR LIBOR 0.5% |
| EURSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURSEK positions held on 12-Mar-2010
EUR LIBID -0.04% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short EURSEK positions held on 12-Mar-2010
SEK LIBID -0.18% EUR LIBOR 0.5% |
| EURUSD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURUSD positions held on 12-Mar-2010
EUR LIBID -0.04% USD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short EURUSD positions held on 12-Mar-2010
USD LIBID -0.06% EUR LIBOR 0.5% |
| GBPAUD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPAUD positions held on 12-Mar-2010
GBP LIBID 0.21% AUD LIBOR 4.2% |
Interest rates used in calculating the swap points for Short GBPAUD positions held on 12-Mar-2010
AUD LIBID 3.55% GBP LIBOR 0.76% |
| GBPCAD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPCAD positions held on 12-Mar-2010
GBP LIBID 0.21% CAD LIBOR 0.55% |
Interest rates used in calculating the swap points for Short GBPCAD positions held on 12-Mar-2010
CAD LIBID -0.09% GBP LIBOR 0.76% |
| GBPCHF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPCHF positions held on 12-Mar-2010
GBP LIBID 0.21% CHF LIBOR 0.3% |
Interest rates used in calculating the swap points for Short GBPCHF positions held on 12-Mar-2010
CHF LIBID -0.35% GBP LIBOR 0.76% |
| GBPDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPDKK positions held on 12-Mar-2010
GBP LIBID 0.21% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short GBPDKK positions held on 12-Mar-2010
DKK LIBID 0.34% GBP LIBOR 0.76% |
| GBPJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPJPY positions held on 12-Mar-2010
GBP LIBID 0.21% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short GBPJPY positions held on 12-Mar-2010
JPY LIBID -0.22% GBP LIBOR 0.76% |
| GBPNOK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPNOK positions held on 12-Mar-2010
GBP LIBID 0.21% NOK LIBOR 2.1% |
Interest rates used in calculating the swap points for Short GBPNOK positions held on 12-Mar-2010
NOK LIBID 1.47% GBP LIBOR 0.76% |
| GBPNZD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPNZD positions held on 12-Mar-2010
GBP LIBID 0.21% NZD LIBOR 3.01% |
Interest rates used in calculating the swap points for Short GBPNZD positions held on 12-Mar-2010
NZD LIBID 2.33% GBP LIBOR 0.76% |
| GBPSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPSEK positions held on 12-Mar-2010
GBP LIBID 0.21% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short GBPSEK positions held on 12-Mar-2010
SEK LIBID -0.18% GBP LIBOR 0.76% |
| GBPSGD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPSGD positions held on 12-Mar-2010
GBP LIBID 0.21% SGD LIBOR 0.86% |
Interest rates used in calculating the swap points for Short GBPSGD positions held on 12-Mar-2010
SGD LIBID -0.08% GBP LIBOR 0.76% |
| GBPUSD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPUSD positions held on 12-Mar-2010
GBP LIBID 0.21% USD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short GBPUSD positions held on 12-Mar-2010
USD LIBID -0.06% GBP LIBOR 0.76% |
| NOKSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NOKSEK positions held on 12-Mar-2010
NOK LIBID 1.47% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short NOKSEK positions held on 12-Mar-2010
SEK LIBID -0.18% NOK LIBOR 2.1% |
| NZDCAD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDCAD positions held on 12-Mar-2010
NZD LIBID 2.33% CAD LIBOR 0.55% |
Interest rates used in calculating the swap points for Short NZDCAD positions held on 12-Mar-2010
CAD LIBID -0.09% NZD LIBOR 3.01% |
| NZDCHF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDCHF positions held on 12-Mar-2010
NZD LIBID 2.33% CHF LIBOR 0.3% |
Interest rates used in calculating the swap points for Short NZDCHF positions held on 12-Mar-2010
CHF LIBID -0.35% NZD LIBOR 3.01% |
| NZDJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDJPY positions held on 12-Mar-2010
NZD LIBID 2.33% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short NZDJPY positions held on 12-Mar-2010
JPY LIBID -0.22% NZD LIBOR 3.01% |
| NZDUSD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDUSD positions held on 12-Mar-2010
NZD LIBID 2.33% USD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short NZDUSD positions held on 12-Mar-2010
USD LIBID -0.06% NZD LIBOR 3.01% |
| USDCAD | 10-Mar-2010 | 11-Mar-2010 |
Interest rates used in calculating the swap points for Long USDCAD positions held on 11-Mar-2010
USD LIBID -0.06% CAD LIBOR 0.55% |
Interest rates used in calculating the swap points for Short USDCAD positions held on 11-Mar-2010
CAD LIBID -0.09% USD LIBOR 0.48% |
| USDCHF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDCHF positions held on 12-Mar-2010
USD LIBID -0.06% CHF LIBOR 0.3% |
Interest rates used in calculating the swap points for Short USDCHF positions held on 12-Mar-2010
CHF LIBID -0.35% USD LIBOR 0.48% |
| USDCZK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDCZK positions held on 12-Mar-2010
USD LIBID -0.06% CZK LIBOR 1.36% |
Interest rates used in calculating the swap points for Short USDCZK positions held on 12-Mar-2010
CZK LIBID 0.61% USD LIBOR 0.48% |
| USDDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDDKK positions held on 12-Mar-2010
USD LIBID -0.06% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short USDDKK positions held on 12-Mar-2010
DKK LIBID 0.34% USD LIBOR 0.48% |
| USDJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDJPY positions held on 12-Mar-2010
USD LIBID -0.06% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short USDJPY positions held on 12-Mar-2010
JPY LIBID -0.22% USD LIBOR 0.48% |
| USDNOK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDNOK positions held on 12-Mar-2010
USD LIBID -0.06% NOK LIBOR 2.1% |
Interest rates used in calculating the swap points for Short USDNOK positions held on 12-Mar-2010
NOK LIBID 1.47% USD LIBOR 0.48% |
| USDSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDSEK positions held on 12-Mar-2010
USD LIBID -0.06% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short USDSEK positions held on 12-Mar-2010
SEK LIBID -0.18% USD LIBOR 0.48% |
| USDSGD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDSGD positions held on 12-Mar-2010
USD LIBID -0.06% SGD LIBOR 0.86% |
Interest rates used in calculating the swap points for Short USDSGD positions held on 12-Mar-2010
SGD LIBID -0.08% USD LIBOR 0.48% |
| NOKJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NOKJPY positions held on 12-Mar-2010
NOK LIBID 1.47% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short NOKJPY positions held on 12-Mar-2010
JPY LIBID -0.22% NOK LIBOR 2.1% |
| USDPLN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDPLN positions held on 12-Mar-2010
USD LIBID -0.06% PLN LIBOR 3.25% |
Interest rates used in calculating the swap points for Short USDPLN positions held on 12-Mar-2010
PLN LIBID 2.33% USD LIBOR 0.48% |
| SGDJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long SGDJPY positions held on 12-Mar-2010
SGD LIBID -0.08% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short SGDJPY positions held on 12-Mar-2010
JPY LIBID -0.22% SGD LIBOR 0.86% |
| USDZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDZAR positions held on 12-Mar-2010
USD LIBID -0.06% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short USDZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% USD LIBOR 0.48% |
| CHFSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFSEK positions held on 12-Mar-2010
CHF LIBID -0.35% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short CHFSEK positions held on 12-Mar-2010
SEK LIBID -0.18% CHF LIBOR 0.3% |
| CHFDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFDKK positions held on 12-Mar-2010
CHF LIBID -0.35% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short CHFDKK positions held on 12-Mar-2010
DKK LIBID 0.34% CHF LIBOR 0.3% |
| EURPLN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURPLN positions held on 12-Mar-2010
EUR LIBID -0.04% PLN LIBOR 3.25% |
Interest rates used in calculating the swap points for Short EURPLN positions held on 12-Mar-2010
PLN LIBID 2.33% EUR LIBOR 0.5% |
| USDHKD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDHKD positions held on 12-Mar-2010
USD LIBID -0.06% HKD LIBOR 0.3% |
Interest rates used in calculating the swap points for Short USDHKD positions held on 12-Mar-2010
HKD LIBID -0.34% USD LIBOR 0.48% |
| USDKRW | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDKRW positions held on 12-Mar-2010
USD LIBID -0.06% KRW LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDKRW positions held on 12-Mar-2010
KRW LIBID -0.255% USD LIBOR 0.48% |
| USDMYR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDMYR positions held on 12-Mar-2010
USD LIBID -0.06% MYR LIBOR 3.77% |
Interest rates used in calculating the swap points for Short USDMYR positions held on 12-Mar-2010
MYR LIBID 2.98% USD LIBOR 0.48% |
| USDMXN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDMXN positions held on 12-Mar-2010
USD LIBID -0.06% MXN LIBOR 3.11% |
Interest rates used in calculating the swap points for Short USDMXN positions held on 12-Mar-2010
MXN LIBID 1.64% USD LIBOR 0.48% |
| USDPHP | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDPHP positions held on 12-Mar-2010
USD LIBID -0.06% PHP LIBOR 6.75% |
Interest rates used in calculating the swap points for Short USDPHP positions held on 12-Mar-2010
PHP LIBID 3.75% USD LIBOR 0.48% |
| USDSAR | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long USDSAR positions held on 15-Mar-2010
USD LIBID -0.06% SAR LIBOR 0.56% |
Interest rates used in calculating the swap points for Short USDSAR positions held on 15-Mar-2010
SAR LIBID -0.37% USD LIBOR 0.48% |
| USDTHB | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDTHB positions held on 12-Mar-2010
USD LIBID -0.06% THB LIBOR 0.51% |
Interest rates used in calculating the swap points for Short USDTHB positions held on 12-Mar-2010
THB LIBID -0.22% USD LIBOR 0.48% |
| USDTWD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDTWD positions held on 12-Mar-2010
USD LIBID -0.06% TWD LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDTWD positions held on 12-Mar-2010
TWD LIBID -0.255% USD LIBOR 0.48% |
| USDEGP | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDEGP positions held on 12-Mar-2010
USD LIBID -0.06% EGP LIBOR 0.51% |
Interest rates used in calculating the swap points for Short USDEGP positions held on 12-Mar-2010
EGP LIBID -0.23% USD LIBOR 0.48% |
| USDIDR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDIDR positions held on 12-Mar-2010
USD LIBID -0.06% IDR LIBOR 9.1% |
Interest rates used in calculating the swap points for Short USDIDR positions held on 12-Mar-2010
IDR LIBID 8.55% USD LIBOR 0.48% |
| USDJOD | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long USDJOD positions held on 15-Mar-2010
USD LIBID -0.06% JOD LIBOR 2.5% |
Interest rates used in calculating the swap points for Short USDJOD positions held on 15-Mar-2010
JOD LIBID -0.25% USD LIBOR 0.48% |
| USDKWD | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long USDKWD positions held on 15-Mar-2010
USD LIBID -0.06% KWD LIBOR 2.25% |
Interest rates used in calculating the swap points for Short USDKWD positions held on 15-Mar-2010
KWD LIBID -0.25% USD LIBOR 0.48% |
| USDMAD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDMAD positions held on 12-Mar-2010
USD LIBID -0.06% MAD LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDMAD positions held on 12-Mar-2010
MAD LIBID -0.255% USD LIBOR 0.48% |
| USDOMR | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long USDOMR positions held on 15-Mar-2010
USD LIBID -0.06% OMR LIBOR 2.25% |
Interest rates used in calculating the swap points for Short USDOMR positions held on 15-Mar-2010
OMR LIBID -0.25% USD LIBOR 0.48% |
| USDQAR | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long USDQAR positions held on 15-Mar-2010
USD LIBID -0.06% QAR LIBOR 2.25% |
Interest rates used in calculating the swap points for Short USDQAR positions held on 15-Mar-2010
QAR LIBID -0.25% USD LIBOR 0.48% |
| USDAED | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long USDAED positions held on 15-Mar-2010
USD LIBID -0.06% AED LIBOR 1.9% |
Interest rates used in calculating the swap points for Short USDAED positions held on 15-Mar-2010
AED LIBID -0.52% USD LIBOR 0.48% |
| USDBHD | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long USDBHD positions held on 15-Mar-2010
USD LIBID -0.06% BHD LIBOR 2.5% |
Interest rates used in calculating the swap points for Short USDBHD positions held on 15-Mar-2010
BHD LIBID -0.25% USD LIBOR 0.48% |
| NOKDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NOKDKK positions held on 12-Mar-2010
NOK LIBID 1.47% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short NOKDKK positions held on 12-Mar-2010
DKK LIBID 0.34% NOK LIBOR 2.1% |
| SEKDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long SEKDKK positions held on 12-Mar-2010
SEK LIBID -0.18% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short SEKDKK positions held on 12-Mar-2010
DKK LIBID 0.34% SEK LIBOR 0.41% |
| EURHUF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURHUF positions held on 12-Mar-2010
EUR LIBID -0.04% HUF LIBOR 5.47% |
Interest rates used in calculating the swap points for Short EURHUF positions held on 12-Mar-2010
HUF LIBID 4.27% EUR LIBOR 0.5% |
| EURNZD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURNZD positions held on 12-Mar-2010
EUR LIBID -0.04% NZD LIBOR 3.01% |
Interest rates used in calculating the swap points for Short EURNZD positions held on 12-Mar-2010
NZD LIBID 2.33% EUR LIBOR 0.5% |
| EURZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURZAR positions held on 12-Mar-2010
EUR LIBID -0.04% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short EURZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% EUR LIBOR 0.5% |
| USDBRL | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDBRL positions held on 12-Mar-2010
USD LIBID -0.06% BRL LIBOR 7.34% |
Interest rates used in calculating the swap points for Short USDBRL positions held on 12-Mar-2010
BRL LIBID 6.06% USD LIBOR 0.48% |
| USDHUF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDHUF positions held on 12-Mar-2010
USD LIBID -0.06% HUF LIBOR 5.47% |
Interest rates used in calculating the swap points for Short USDHUF positions held on 12-Mar-2010
HUF LIBID 4.27% USD LIBOR 0.48% |
| USDINR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDINR positions held on 12-Mar-2010
USD LIBID -0.06% INR LIBOR 4.55% |
Interest rates used in calculating the swap points for Short USDINR positions held on 12-Mar-2010
INR LIBID 3.95% USD LIBOR 0.48% |
| USDISK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDISK positions held on 12-Mar-2010
USD LIBID -0.06% ISK LIBOR 2.57% |
Interest rates used in calculating the swap points for Short USDISK positions held on 12-Mar-2010
ISK LIBID -3.39% USD LIBOR 0.48% |
| USDCNY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDCNY positions held on 12-Mar-2010
USD LIBID -0.06% CNY LIBOR 0.51% |
Interest rates used in calculating the swap points for Short USDCNY positions held on 12-Mar-2010
CNY LIBID -0.23% USD LIBOR 0.48% |
| SEKJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long SEKJPY positions held on 12-Mar-2010
SEK LIBID -0.18% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short SEKJPY positions held on 12-Mar-2010
JPY LIBID -0.22% SEK LIBOR 0.41% |
| EURMXN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURMXN positions held on 12-Mar-2010
EUR LIBID -0.04% MXN LIBOR 3.11% |
Interest rates used in calculating the swap points for Short EURMXN positions held on 12-Mar-2010
MXN LIBID 1.64% EUR LIBOR 0.5% |
| ISKDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long ISKDKK positions held on 12-Mar-2010
ISK LIBID -0.22% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short ISKDKK positions held on 12-Mar-2010
DKK LIBID 0.34% ISK LIBOR 9.11% |
| CADDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CADDKK positions held on 12-Mar-2010
CAD LIBID -0.09% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short CADDKK positions held on 12-Mar-2010
DKK LIBID 0.34% CAD LIBOR 0.55% |
| AUDDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDDKK positions held on 12-Mar-2010
AUD LIBID 3.55% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short AUDDKK positions held on 12-Mar-2010
DKK LIBID 0.34% AUD LIBOR 4.2% |
| NZDDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDDKK positions held on 12-Mar-2010
NZD LIBID 2.33% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short NZDDKK positions held on 12-Mar-2010
DKK LIBID 0.34% NZD LIBOR 3.01% |
| PLNJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long PLNJPY positions held on 12-Mar-2010
PLN LIBID 2.33% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short PLNJPY positions held on 12-Mar-2010
JPY LIBID -0.22% PLN LIBOR 3.25% |
| PLNDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long PLNDKK positions held on 12-Mar-2010
PLN LIBID 2.33% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short PLNDKK positions held on 12-Mar-2010
DKK LIBID 0.34% PLN LIBOR 3.25% |
| HKDDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HKDDKK positions held on 12-Mar-2010
HKD LIBID -0.34% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short HKDDKK positions held on 12-Mar-2010
DKK LIBID 0.34% HKD LIBOR 0.3% |
| SGDDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long SGDDKK positions held on 12-Mar-2010
SGD LIBID -0.13% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short SGDDKK positions held on 12-Mar-2010
DKK LIBID 0.34% SGD LIBOR 0.78% |
| DKKJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long DKKJPY positions held on 12-Mar-2010
DKK LIBID 0.34% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short DKKJPY positions held on 12-Mar-2010
JPY LIBID -0.22% DKK LIBOR 0.98% |
| USDILS | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDILS positions held on 12-Mar-2010
USD LIBID -0.06% ILS LIBOR 1.42% |
Interest rates used in calculating the swap points for Short USDILS positions held on 12-Mar-2010
ILS LIBID 0.57% USD LIBOR 0.48% |
| EURSGD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURSGD positions held on 12-Mar-2010
EUR LIBID -0.04% SGD LIBOR 0.86% |
Interest rates used in calculating the swap points for Short EURSGD positions held on 12-Mar-2010
SGD LIBID -0.08% EUR LIBOR 0.5% |
| EUREGP | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EUREGP positions held on 12-Mar-2010
EUR LIBID -0.04% EGP LIBOR 0.51% |
Interest rates used in calculating the swap points for Short EUREGP positions held on 12-Mar-2010
EGP LIBID -0.23% EUR LIBOR 0.5% |
| GBPEGP | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPEGP positions held on 12-Mar-2010
GBP LIBID 0.21% EGP LIBOR 0.51% |
Interest rates used in calculating the swap points for Short GBPEGP positions held on 12-Mar-2010
EGP LIBID -0.23% GBP LIBOR 0.76% |
| AUDCHF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDCHF positions held on 12-Mar-2010
AUD LIBID 3.55% CHF LIBOR 0.3% |
Interest rates used in calculating the swap points for Short AUDCHF positions held on 12-Mar-2010
CHF LIBID -0.35% AUD LIBOR 4.2% |
| GBPZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPZAR positions held on 12-Mar-2010
GBP LIBID 0.21% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short GBPZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% GBP LIBOR 0.76% |
| AUDHKD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDHKD positions held on 12-Mar-2010
AUD LIBID 3.55% HKD LIBOR 0.3% |
Interest rates used in calculating the swap points for Short AUDHKD positions held on 12-Mar-2010
HKD LIBID -0.34% AUD LIBOR 4.2% |
| GBPHKD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPHKD positions held on 12-Mar-2010
GBP LIBID 0.21% HKD LIBOR 0.3% |
Interest rates used in calculating the swap points for Short GBPHKD positions held on 12-Mar-2010
HKD LIBID -0.34% GBP LIBOR 0.76% |
| NZDNOK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDNOK positions held on 12-Mar-2010
NZD LIBID 2.33% NOK LIBOR 2.1% |
Interest rates used in calculating the swap points for Short NZDNOK positions held on 12-Mar-2010
NOK LIBID 1.47% NZD LIBOR 3.01% |
| EURHKD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURHKD positions held on 12-Mar-2010
EUR LIBID -0.04% HKD LIBOR 0.3% |
Interest rates used in calculating the swap points for Short EURHKD positions held on 12-Mar-2010
HKD LIBID -0.34% EUR LIBOR 0.5% |
| CADNOK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CADNOK positions held on 12-Mar-2010
CAD LIBID -0.09% NOK LIBOR 2.1% |
Interest rates used in calculating the swap points for Short CADNOK positions held on 12-Mar-2010
NOK LIBID 1.47% CAD LIBOR 0.55% |
| CHFPLN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFPLN positions held on 12-Mar-2010
CHF LIBID -0.35% PLN LIBOR 3.25% |
Interest rates used in calculating the swap points for Short CHFPLN positions held on 12-Mar-2010
PLN LIBID 2.33% CHF LIBOR 0.3% |
| GBPHUF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPHUF positions held on 12-Mar-2010
GBP LIBID 0.21% HUF LIBOR 5.47% |
Interest rates used in calculating the swap points for Short GBPHUF positions held on 12-Mar-2010
HUF LIBID 4.27% GBP LIBOR 0.76% |
| EURISK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURISK positions held on 12-Mar-2010
EUR LIBID -0.04% ISK LIBOR 2.57% |
Interest rates used in calculating the swap points for Short EURISK positions held on 12-Mar-2010
ISK LIBID -3.39% EUR LIBOR 0.5% |
| USDLTL | 15-Mar-2010 | 16-Mar-2010 |
Interest rates used in calculating the swap points for Long USDLTL positions held on 16-Mar-2010
USD LIBID -0.06% LTL LIBOR 1.2% |
Interest rates used in calculating the swap points for Short USDLTL positions held on 16-Mar-2010
LTL LIBID -0.08% USD LIBOR 0.48% |
| EURLTL | 15-Mar-2010 | 16-Mar-2010 |
Interest rates used in calculating the swap points for Long EURLTL positions held on 16-Mar-2010
EUR LIBID -0.04% LTL LIBOR 1.2% |
Interest rates used in calculating the swap points for Short EURLTL positions held on 16-Mar-2010
LTL LIBID -0.08% EUR LIBOR 0.5% |
| USDEEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDEEK positions held on 12-Mar-2010
USD LIBID -0.06% EEK LIBOR 6.76% |
Interest rates used in calculating the swap points for Short USDEEK positions held on 12-Mar-2010
EEK LIBID 4.53% USD LIBOR 0.48% |
| EUREEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EUREEK positions held on 12-Mar-2010
EUR LIBID -0.04% EEK LIBOR 6.76% |
Interest rates used in calculating the swap points for Short EUREEK positions held on 12-Mar-2010
EEK LIBID 4.53% EUR LIBOR 0.5% |
| USDHRK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDHRK positions held on 12-Mar-2010
USD LIBID -0.06% HRK LIBOR 1.51% |
Interest rates used in calculating the swap points for Short USDHRK positions held on 12-Mar-2010
HRK LIBID 0.28% USD LIBOR 0.48% |
| EURHRK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURHRK positions held on 12-Mar-2010
EUR LIBID -0.04% HRK LIBOR 1.51% |
Interest rates used in calculating the swap points for Short EURHRK positions held on 12-Mar-2010
HRK LIBID 0.28% EUR LIBOR 0.5% |
| USDLVL | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDLVL positions held on 12-Mar-2010
USD LIBID -0.06% LVL LIBOR 1.76% |
Interest rates used in calculating the swap points for Short USDLVL positions held on 12-Mar-2010
LVL LIBID 0.67% USD LIBOR 0.48% |
| EURLVL | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURLVL positions held on 12-Mar-2010
EUR LIBID -0.04% LVL LIBOR 1.76% |
Interest rates used in calculating the swap points for Short EURLVL positions held on 12-Mar-2010
LVL LIBID 0.67% EUR LIBOR 0.5% |
| USDSKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDSKK positions held on 12-Mar-2010
USD LIBID -0.06% SKK LIBOR 2.3% |
Interest rates used in calculating the swap points for Short USDSKK positions held on 12-Mar-2010
SKK LIBID 1.27% USD LIBOR 0.48% |
| EURSKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURSKK positions held on 12-Mar-2010
EUR LIBID -0.04% SKK LIBOR 2.3% |
Interest rates used in calculating the swap points for Short EURSKK positions held on 12-Mar-2010
SKK LIBID 1.27% EUR LIBOR 0.5% |
| USDDZD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDDZD positions held on 12-Mar-2010
USD LIBID -0.06% DZD LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDDZD positions held on 12-Mar-2010
DZD LIBID -0.255% USD LIBOR 0.48% |
| USDIRR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDIRR positions held on 12-Mar-2010
USD LIBID -0.06% IRR LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDIRR positions held on 12-Mar-2010
IRR LIBID -0.255% USD LIBOR 0.48% |
| USDIQD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDIQD positions held on 12-Mar-2010
USD LIBID -0.06% IQD LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDIQD positions held on 12-Mar-2010
IQD LIBID -0.255% USD LIBOR 0.48% |
| USDLBP | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDLBP positions held on 12-Mar-2010
USD LIBID -0.06% LBP LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDLBP positions held on 12-Mar-2010
LBP LIBID -0.255% USD LIBOR 0.48% |
| USDLYD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDLYD positions held on 12-Mar-2010
USD LIBID -0.06% LYD LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDLYD positions held on 12-Mar-2010
LYD LIBID -0.255% USD LIBOR 0.48% |
| USDSYP | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDSYP positions held on 12-Mar-2010
USD LIBID -0.06% SYP LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDSYP positions held on 12-Mar-2010
SYP LIBID -0.255% USD LIBOR 0.48% |
| USDTND | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDTND positions held on 12-Mar-2010
USD LIBID -0.06% TND LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDTND positions held on 12-Mar-2010
TND LIBID -0.255% USD LIBOR 0.48% |
| USDYER | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDYER positions held on 12-Mar-2010
USD LIBID -0.06% YER LIBOR 0.255% |
Interest rates used in calculating the swap points for Short USDYER positions held on 12-Mar-2010
YER LIBID -0.255% USD LIBOR 0.48% |
| EURAED | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long EURAED positions held on 15-Mar-2010
EUR LIBID -0.04% AED LIBOR 2.26% |
Interest rates used in calculating the swap points for Short EURAED positions held on 15-Mar-2010
AED LIBID 0.3% EUR LIBOR 0.5% |
| EURBHD | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long EURBHD positions held on 15-Mar-2010
EUR LIBID -0.04% BHD LIBOR 1.12% |
Interest rates used in calculating the swap points for Short EURBHD positions held on 15-Mar-2010
BHD LIBID 0.03% EUR LIBOR 0.5% |
| EURJOD | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long EURJOD positions held on 15-Mar-2010
EUR LIBID -0.04% JOD LIBOR 2.65% |
Interest rates used in calculating the swap points for Short EURJOD positions held on 15-Mar-2010
JOD LIBID -0.23% EUR LIBOR 0.5% |
| EURKWD | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long EURKWD positions held on 15-Mar-2010
EUR LIBID -0.04% KWD LIBOR 1.01% |
Interest rates used in calculating the swap points for Short EURKWD positions held on 15-Mar-2010
KWD LIBID 0.03% EUR LIBOR 0.5% |
| EUROMR | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long EUROMR positions held on 15-Mar-2010
EUR LIBID -0.04% OMR LIBOR 0.56% |
Interest rates used in calculating the swap points for Short EUROMR positions held on 15-Mar-2010
OMR LIBID -0.17% EUR LIBOR 0.5% |
| EURQAR | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long EURQAR positions held on 15-Mar-2010
EUR LIBID -0.04% QAR LIBOR 3% |
Interest rates used in calculating the swap points for Short EURQAR positions held on 15-Mar-2010
QAR LIBID 1.78% EUR LIBOR 0.5% |
| EURSAR | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long EURSAR positions held on 15-Mar-2010
EUR LIBID -0.04% SAR LIBOR 0.89% |
Interest rates used in calculating the swap points for Short EURSAR positions held on 15-Mar-2010
SAR LIBID -0.07% EUR LIBOR 0.5% |
| EURIQD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURIQD positions held on 12-Mar-2010
EUR LIBID -0.04% IQD LIBOR 0.255% |
Interest rates used in calculating the swap points for Short EURIQD positions held on 12-Mar-2010
IQD LIBID -0.255% EUR LIBOR 0.5% |
| EURLBP | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURLBP positions held on 12-Mar-2010
EUR LIBID -0.04% LBP LIBOR 0.255% |
Interest rates used in calculating the swap points for Short EURLBP positions held on 12-Mar-2010
LBP LIBID -0.255% EUR LIBOR 0.5% |
| XAUUSD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAUUSD positions held on 12-Mar-2010
XAU LIBID -0.37% USD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short XAUUSD positions held on 12-Mar-2010
USD LIBID -0.06% XAU LIBOR 0.475% |
| XAGUSD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAGUSD positions held on 12-Mar-2010
XAG LIBID -1.28% USD LIBOR 0.48% |
Interest rates used in calculating the swap points for Short XAGUSD positions held on 12-Mar-2010
USD LIBID -0.06% XAG LIBOR 0.25% |
| NZDSGD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDSGD positions held on 12-Mar-2010
NZD LIBID 2.33% SGD LIBOR 0.86% |
Interest rates used in calculating the swap points for Short NZDSGD positions held on 12-Mar-2010
SGD LIBID -0.08% NZD LIBOR 3.01% |
| GBPPLN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPPLN positions held on 12-Mar-2010
GBP LIBID 0.21% PLN LIBOR 3.25% |
Interest rates used in calculating the swap points for Short GBPPLN positions held on 12-Mar-2010
PLN LIBID 2.33% GBP LIBOR 0.76% |
| HKDJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HKDJPY positions held on 12-Mar-2010
HKD LIBID -0.34% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short HKDJPY positions held on 12-Mar-2010
JPY LIBID -0.22% HKD LIBOR 0.3% |
| USDRUB | 10-Mar-2010 | 11-Mar-2010 |
Interest rates used in calculating the swap points for Long USDRUB positions held on 11-Mar-2010
USD LIBID -0.06% RUB LIBOR 5.05% |
Interest rates used in calculating the swap points for Short USDRUB positions held on 11-Mar-2010
RUB LIBID 3.37% USD LIBOR 0.48% |
| AUDCZK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDCZK positions held on 12-Mar-2010
AUD LIBID 3.55% CZK LIBOR 1.36% |
Interest rates used in calculating the swap points for Short AUDCZK positions held on 12-Mar-2010
CZK LIBID 0.61% AUD LIBOR 4.2% |
| AUDHUF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDHUF positions held on 12-Mar-2010
AUD LIBID 3.55% HUF LIBOR 5.47% |
Interest rates used in calculating the swap points for Short AUDHUF positions held on 12-Mar-2010
HUF LIBID 4.27% AUD LIBOR 4.2% |
| AUDPLN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDPLN positions held on 12-Mar-2010
AUD LIBID 3.55% PLN LIBOR 3.25% |
Interest rates used in calculating the swap points for Short AUDPLN positions held on 12-Mar-2010
PLN LIBID 2.33% AUD LIBOR 4.2% |
| AUDSGD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDSGD positions held on 12-Mar-2010
AUD LIBID 3.55% SGD LIBOR 0.86% |
Interest rates used in calculating the swap points for Short AUDSGD positions held on 12-Mar-2010
SGD LIBID -0.08% AUD LIBOR 4.2% |
| AUDTHB | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDTHB positions held on 12-Mar-2010
AUD LIBID 3.55% THB LIBOR 0.51% |
Interest rates used in calculating the swap points for Short AUDTHB positions held on 12-Mar-2010
THB LIBID -0.22% AUD LIBOR 4.2% |
| CHFCZK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFCZK positions held on 12-Mar-2010
CHF LIBID -0.35% CZK LIBOR 1.36% |
Interest rates used in calculating the swap points for Short CHFCZK positions held on 12-Mar-2010
CZK LIBID 0.61% CHF LIBOR 0.3% |
| CHFHUF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFHUF positions held on 12-Mar-2010
CHF LIBID -0.35% HUF LIBOR 5.47% |
Interest rates used in calculating the swap points for Short CHFHUF positions held on 12-Mar-2010
HUF LIBID 4.27% CHF LIBOR 0.3% |
| CHFZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFZAR positions held on 12-Mar-2010
CHF LIBID -0.35% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short CHFZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% CHF LIBOR 0.3% |
| DKKCZK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long DKKCZK positions held on 12-Mar-2010
DKK LIBID 0.34% CZK LIBOR 1.36% |
Interest rates used in calculating the swap points for Short DKKCZK positions held on 12-Mar-2010
CZK LIBID 0.61% DKK LIBOR 0.98% |
| DKKHUF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long DKKHUF positions held on 12-Mar-2010
DKK LIBID 0.34% HUF LIBOR 5.47% |
Interest rates used in calculating the swap points for Short DKKHUF positions held on 12-Mar-2010
HUF LIBID 4.27% DKK LIBOR 0.98% |
| DKKTHB | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long DKKTHB positions held on 12-Mar-2010
DKK LIBID 0.34% THB LIBOR 0.51% |
Interest rates used in calculating the swap points for Short DKKTHB positions held on 12-Mar-2010
THB LIBID -0.22% DKK LIBOR 0.98% |
| DKKZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long DKKZAR positions held on 12-Mar-2010
DKK LIBID 0.34% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short DKKZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% DKK LIBOR 0.98% |
| EURTHB | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURTHB positions held on 12-Mar-2010
EUR LIBID -0.04% THB LIBOR 0.51% |
Interest rates used in calculating the swap points for Short EURTHB positions held on 12-Mar-2010
THB LIBID -0.22% EUR LIBOR 0.5% |
| GBPCZK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPCZK positions held on 12-Mar-2010
GBP LIBID 0.21% CZK LIBOR 1.36% |
Interest rates used in calculating the swap points for Short GBPCZK positions held on 12-Mar-2010
CZK LIBID 0.61% GBP LIBOR 0.76% |
| GBPTHB | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPTHB positions held on 12-Mar-2010
GBP LIBID 0.21% THB LIBOR 0.51% |
Interest rates used in calculating the swap points for Short GBPTHB positions held on 12-Mar-2010
THB LIBID -0.22% GBP LIBOR 0.76% |
| NZDCZK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDCZK positions held on 12-Mar-2010
NZD LIBID 2.33% CZK LIBOR 1.36% |
Interest rates used in calculating the swap points for Short NZDCZK positions held on 12-Mar-2010
CZK LIBID 0.61% NZD LIBOR 3.01% |
| NZDHUF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDHUF positions held on 12-Mar-2010
NZD LIBID 2.33% HUF LIBOR 5.47% |
Interest rates used in calculating the swap points for Short NZDHUF positions held on 12-Mar-2010
HUF LIBID 4.27% NZD LIBOR 3.01% |
| NZDPLN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDPLN positions held on 12-Mar-2010
NZD LIBID 2.33% PLN LIBOR 3.25% |
Interest rates used in calculating the swap points for Short NZDPLN positions held on 12-Mar-2010
PLN LIBID 2.33% NZD LIBOR 3.01% |
| NZDSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDSEK positions held on 12-Mar-2010
NZD LIBID 2.33% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short NZDSEK positions held on 12-Mar-2010
SEK LIBID -0.18% NZD LIBOR 3.01% |
| NZDTHB | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDTHB positions held on 12-Mar-2010
NZD LIBID 2.33% THB LIBOR 0.51% |
Interest rates used in calculating the swap points for Short NZDTHB positions held on 12-Mar-2010
THB LIBID -0.22% NZD LIBOR 3.01% |
| THBJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long THBJPY positions held on 12-Mar-2010
THB LIBID -0.22% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short THBJPY positions held on 12-Mar-2010
JPY LIBID -0.22% THB LIBOR 0.51% |
| EURTRY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURTRY positions held on 12-Mar-2010
EUR LIBID -0.04% TRY LIBOR 6.85% |
Interest rates used in calculating the swap points for Short EURTRY positions held on 12-Mar-2010
TRY LIBID 5.49% EUR LIBOR 0.5% |
| USDTRY | 10-Mar-2010 | 11-Mar-2010 |
Interest rates used in calculating the swap points for Long USDTRY positions held on 11-Mar-2010
USD LIBID -0.06% TRY LIBOR 6.85% |
Interest rates used in calculating the swap points for Short USDTRY positions held on 11-Mar-2010
TRY LIBID 5.49% USD LIBOR 0.48% |
| GBPAED | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPAED positions held on 15-Mar-2010
GBP LIBID 0.21% AED LIBOR 2.26% |
Interest rates used in calculating the swap points for Short GBPAED positions held on 15-Mar-2010
AED LIBID 0.3% GBP LIBOR 0.76% |
| GBPKWD | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPKWD positions held on 15-Mar-2010
GBP LIBID 0.21% KWD LIBOR 1.01% |
Interest rates used in calculating the swap points for Short GBPKWD positions held on 15-Mar-2010
KWD LIBID 0.03% GBP LIBOR 0.76% |
| GBPMXN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPMXN positions held on 12-Mar-2010
GBP LIBID 0.21% MXN LIBOR 3.11% |
Interest rates used in calculating the swap points for Short GBPMXN positions held on 12-Mar-2010
MXN LIBID 1.64% GBP LIBOR 0.76% |
| XAUEUR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAUEUR positions held on 12-Mar-2010
XAU LIBID -0.37% EUR LIBOR 0.5% |
Interest rates used in calculating the swap points for Short XAUEUR positions held on 12-Mar-2010
EUR LIBID -0.04% XAU LIBOR 0.475% |
| XAUJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAUJPY positions held on 12-Mar-2010
XAU LIBID -0.37% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short XAUJPY positions held on 12-Mar-2010
JPY LIBID -0.22% XAU LIBOR 0.475% |
| XAGEUR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAGEUR positions held on 12-Mar-2010
XAG LIBID -1.28% EUR LIBOR 0.5% |
Interest rates used in calculating the swap points for Short XAGEUR positions held on 12-Mar-2010
EUR LIBID -0.04% XAG LIBOR 0.25% |
| XAGJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAGJPY positions held on 12-Mar-2010
XAG LIBID -1.28% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short XAGJPY positions held on 12-Mar-2010
JPY LIBID -0.22% XAG LIBOR 0.25% |
| XAUAUD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAUAUD positions held on 12-Mar-2010
XAU LIBID -0.37% AUD LIBOR 4.2% |
Interest rates used in calculating the swap points for Short XAUAUD positions held on 12-Mar-2010
AUD LIBID 3.55% XAU LIBOR 0.475% |
| PLNSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long PLNSEK positions held on 12-Mar-2010
PLN LIBID 2.33% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short PLNSEK positions held on 12-Mar-2010
SEK LIBID -0.18% PLN LIBOR 3.25% |
| XAGAUD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAGAUD positions held on 12-Mar-2010
XAG LIBID -1.28% AUD LIBOR 4.2% |
Interest rates used in calculating the swap points for Short XAGAUD positions held on 12-Mar-2010
AUD LIBID 3.55% XAG LIBOR 0.25% |
| ZARJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long ZARJPY positions held on 12-Mar-2010
ZAR LIBID 6.66% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short ZARJPY positions held on 12-Mar-2010
JPY LIBID -0.22% ZAR LIBOR 7.88% |
| TRYDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long TRYDKK positions held on 12-Mar-2010
TRY LIBID 5.49% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short TRYDKK positions held on 12-Mar-2010
DKK LIBID 0.34% TRY LIBOR 6.85% |
| XAGHKD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAGHKD positions held on 12-Mar-2010
XAG LIBID -1.28% HKD LIBOR 0.3% |
Interest rates used in calculating the swap points for Short XAGHKD positions held on 12-Mar-2010
HKD LIBID -0.34% XAG LIBOR 0.25% |
| XAUHKD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAUHKD positions held on 12-Mar-2010
XAU LIBID -0.37% HKD LIBOR 0.3% |
Interest rates used in calculating the swap points for Short XAUHKD positions held on 12-Mar-2010
HKD LIBID -0.34% XAU LIBOR 0.475% |
| AUDTRY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDTRY positions held on 12-Mar-2010
AUD LIBID 3.55% TRY LIBOR 6.85% |
Interest rates used in calculating the swap points for Short AUDTRY positions held on 12-Mar-2010
TRY LIBID 5.49% AUD LIBOR 4.2% |
| CADTRY | 10-Mar-2010 | 11-Mar-2010 |
Interest rates used in calculating the swap points for Long CADTRY positions held on 11-Mar-2010
CAD LIBID -0.09% TRY LIBOR 6.85% |
Interest rates used in calculating the swap points for Short CADTRY positions held on 11-Mar-2010
TRY LIBID 5.49% CAD LIBOR 0.55% |
| CHFTRY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFTRY positions held on 12-Mar-2010
CHF LIBID -0.35% TRY LIBOR 6.85% |
Interest rates used in calculating the swap points for Short CHFTRY positions held on 12-Mar-2010
TRY LIBID 5.49% CHF LIBOR 0.3% |
| CHFSGD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFSGD positions held on 12-Mar-2010
CHF LIBID -0.35% SGD LIBOR 0.86% |
Interest rates used in calculating the swap points for Short CHFSGD positions held on 12-Mar-2010
SGD LIBID -0.08% CHF LIBOR 0.3% |
| GBPTRY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPTRY positions held on 12-Mar-2010
GBP LIBID 0.21% TRY LIBOR 6.85% |
Interest rates used in calculating the swap points for Short GBPTRY positions held on 12-Mar-2010
TRY LIBID 5.49% GBP LIBOR 0.76% |
| NZDTRY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDTRY positions held on 12-Mar-2010
NZD LIBID 2.33% TRY LIBOR 6.85% |
Interest rates used in calculating the swap points for Short NZDTRY positions held on 12-Mar-2010
TRY LIBID 5.49% NZD LIBOR 3.01% |
| NZDZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDZAR positions held on 12-Mar-2010
NZD LIBID 2.33% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short NZDZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% NZD LIBOR 3.01% |
| CHFTHB | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFTHB positions held on 12-Mar-2010
CHF LIBID -0.35% THB LIBOR 0.51% |
Interest rates used in calculating the swap points for Short CHFTHB positions held on 12-Mar-2010
THB LIBID -0.22% CHF LIBOR 0.3% |
| MXNJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long MXNJPY positions held on 12-Mar-2010
MXN LIBID 1.64% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short MXNJPY positions held on 12-Mar-2010
JPY LIBID -0.22% MXN LIBOR 3.11% |
| TRYJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long TRYJPY positions held on 12-Mar-2010
TRY LIBID 5.49% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short TRYJPY positions held on 12-Mar-2010
JPY LIBID -0.22% TRY LIBOR 6.85% |
| AUDZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDZAR positions held on 12-Mar-2010
AUD LIBID 3.55% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short AUDZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% AUD LIBOR 4.2% |
| CADPLN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CADPLN positions held on 12-Mar-2010
CAD LIBID -0.09% PLN LIBOR 3.25% |
Interest rates used in calculating the swap points for Short CADPLN positions held on 12-Mar-2010
PLN LIBID 2.33% CAD LIBOR 0.55% |
| CADMXN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CADMXN positions held on 12-Mar-2010
CAD LIBID -0.09% MXN LIBOR 3.11% |
Interest rates used in calculating the swap points for Short CADMXN positions held on 12-Mar-2010
MXN LIBID 1.64% CAD LIBOR 0.55% |
| CHFSKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFSKK positions held on 12-Mar-2010
CHF LIBID -0.35% SKK LIBOR 2.3% |
Interest rates used in calculating the swap points for Short CHFSKK positions held on 12-Mar-2010
SKK LIBID 1.27% CHF LIBOR 0.3% |
| GBPSKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPSKK positions held on 12-Mar-2010
GBP LIBID 0.21% SKK LIBOR 2.3% |
Interest rates used in calculating the swap points for Short GBPSKK positions held on 12-Mar-2010
SKK LIBID 1.27% GBP LIBOR 0.76% |
| SGDHKD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long SGDHKD positions held on 12-Mar-2010
SGD LIBID -0.08% HKD LIBOR 0.3% |
Interest rates used in calculating the swap points for Short SGDHKD positions held on 12-Mar-2010
HKD LIBID -0.34% SGD LIBOR 0.86% |
| AUDSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDSEK positions held on 12-Mar-2010
AUD LIBID 3.55% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short AUDSEK positions held on 12-Mar-2010
SEK LIBID -0.18% AUD LIBOR 4.2% |
| USDRON | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long USDRON positions held on 12-Mar-2010
USD LIBID -0.06% RON LIBOR 3.51% |
Interest rates used in calculating the swap points for Short USDRON positions held on 12-Mar-2010
RON LIBID 1.76% USD LIBOR 0.48% |
| EURRON | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURRON positions held on 12-Mar-2010
EUR LIBID -0.04% RON LIBOR 3.51% |
Interest rates used in calculating the swap points for Short EURRON positions held on 12-Mar-2010
RON LIBID 1.76% EUR LIBOR 0.5% |
| GBPILS | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long GBPILS positions held on 12-Mar-2010
GBP LIBID 0.21% ILS LIBOR 1.42% |
Interest rates used in calculating the swap points for Short GBPILS positions held on 12-Mar-2010
ILS LIBID 0.57% GBP LIBOR 0.76% |
| EEKDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EEKDKK positions held on 12-Mar-2010
EEK LIBID 4.53% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short EEKDKK positions held on 12-Mar-2010
DKK LIBID 0.34% EEK LIBOR 6.76% |
| HRKDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HRKDKK positions held on 12-Mar-2010
HRK LIBID 0.28% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short HRKDKK positions held on 12-Mar-2010
DKK LIBID 0.34% HRK LIBOR 1.51% |
| ILSDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long ILSDKK positions held on 12-Mar-2010
ILS LIBID 0.88% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short ILSDKK positions held on 12-Mar-2010
DKK LIBID 0.34% ILS LIBOR 1.92% |
| LTLDKK | 15-Mar-2010 | 16-Mar-2010 |
Interest rates used in calculating the swap points for Long LTLDKK positions held on 16-Mar-2010
LTL LIBID -0.08% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short LTLDKK positions held on 16-Mar-2010
DKK LIBID 0.34% LTL LIBOR 1.2% |
| LVLDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long LVLDKK positions held on 12-Mar-2010
LVL LIBID 0.67% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short LVLDKK positions held on 12-Mar-2010
DKK LIBID 0.34% LVL LIBOR 1.76% |
| ISKJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long ISKJPY positions held on 12-Mar-2010
ISK LIBID -3.39% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short ISKJPY positions held on 12-Mar-2010
JPY LIBID -0.22% ISK LIBOR 2.57% |
| MXNDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long MXNDKK positions held on 12-Mar-2010
MXN LIBID -0.22% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short MXNDKK positions held on 12-Mar-2010
DKK LIBID 0.34% MXN LIBOR 5.02% |
| NZDMXN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NZDMXN positions held on 12-Mar-2010
NZD LIBID 2.33% MXN LIBOR 3.11% |
Interest rates used in calculating the swap points for Short NZDMXN positions held on 12-Mar-2010
MXN LIBID 1.64% NZD LIBOR 3.01% |
| AUDNOK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDNOK positions held on 12-Mar-2010
AUD LIBID 3.55% NOK LIBOR 2.1% |
Interest rates used in calculating the swap points for Short AUDNOK positions held on 12-Mar-2010
NOK LIBID 1.47% AUD LIBOR 4.2% |
| CHFMXN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFMXN positions held on 12-Mar-2010
CHF LIBID -0.35% MXN LIBOR 3.11% |
Interest rates used in calculating the swap points for Short CHFMXN positions held on 12-Mar-2010
MXN LIBID 1.64% CHF LIBOR 0.3% |
| AUDMXN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDMXN positions held on 12-Mar-2010
AUD LIBID 3.55% MXN LIBOR 3.11% |
Interest rates used in calculating the swap points for Short AUDMXN positions held on 12-Mar-2010
MXN LIBID 1.64% AUD LIBOR 4.2% |
| EURRUB | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURRUB positions held on 12-Mar-2010
EUR LIBID -0.04% RUB LIBOR 5.05% |
Interest rates used in calculating the swap points for Short EURRUB positions held on 12-Mar-2010
RUB LIBID 3.37% EUR LIBOR 0.5% |
| SARDKK | 11-Mar-2010 | 15-Mar-2010 |
Interest rates used in calculating the swap points for Long SARDKK positions held on 15-Mar-2010
SAR LIBID -0.07% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short SARDKK positions held on 15-Mar-2010
DKK LIBID 0.34% SAR LIBOR 0.89% |
| SKKDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long SKKDKK positions held on 12-Mar-2010
SKK LIBID 1.27% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short SKKDKK positions held on 12-Mar-2010
DKK LIBID 0.34% SKK LIBOR 2.3% |
| XAGDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAGDKK positions held on 12-Mar-2010
XAG LIBID -1.28% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short XAGDKK positions held on 12-Mar-2010
DKK LIBID 0.34% XAG LIBOR 0.25% |
| XAUDKK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAUDKK positions held on 12-Mar-2010
XAU LIBID -0.37% DKK LIBOR 0.98% |
Interest rates used in calculating the swap points for Short XAUDKK positions held on 12-Mar-2010
DKK LIBID 0.34% XAU LIBOR 0.475% |
| SKKHUF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long SKKHUF positions held on 12-Mar-2010
SKK LIBID 1.27% HUF LIBOR 5.47% |
Interest rates used in calculating the swap points for Short SKKHUF positions held on 12-Mar-2010
HUF LIBID 4.27% SKK LIBOR 2.3% |
| CZKPLN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CZKPLN positions held on 12-Mar-2010
CZK LIBID 0.61% PLN LIBOR 3.25% |
Interest rates used in calculating the swap points for Short CZKPLN positions held on 12-Mar-2010
PLN LIBID 2.33% CZK LIBOR 1.36% |
| PLNHUF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long PLNHUF positions held on 12-Mar-2010
PLN LIBID 2.33% HUF LIBOR 5.47% |
Interest rates used in calculating the swap points for Short PLNHUF positions held on 12-Mar-2010
HUF LIBID 4.27% PLN LIBOR 3.25% |
| CADSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CADSEK positions held on 12-Mar-2010
CAD LIBID -0.09% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short CADSEK positions held on 12-Mar-2010
SEK LIBID -0.18% CAD LIBOR 0.55% |
| HUFJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HUFJPY positions held on 12-Mar-2010
HUF LIBID 4.27% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short HUFJPY positions held on 12-Mar-2010
JPY LIBID -0.22% HUF LIBOR 5.47% |
| TRYZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long TRYZAR positions held on 12-Mar-2010
TRY LIBID 5.49% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short TRYZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% TRY LIBOR 6.85% |
| XAUGBP | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAUGBP positions held on 12-Mar-2010
XAU LIBID -0.37% GBP LIBOR 0.76% |
Interest rates used in calculating the swap points for Short XAUGBP positions held on 12-Mar-2010
GBP LIBID 0.21% XAU LIBOR 0.475% |
| EURILS | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long EURILS positions held on 12-Mar-2010
EUR LIBID -0.04% ILS LIBOR 1.92% |
Interest rates used in calculating the swap points for Short EURILS positions held on 12-Mar-2010
ILS LIBID 0.88% EUR LIBOR 0.5% |
| AUDILS | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long AUDILS positions held on 12-Mar-2010
AUD LIBID 3.55% ILS LIBOR 1.42% |
Interest rates used in calculating the swap points for Short AUDILS positions held on 12-Mar-2010
ILS LIBID 0.57% AUD LIBOR 4.2% |
| CHFHKD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFHKD positions held on 12-Mar-2010
CHF LIBID -0.35% HKD LIBOR 0.3% |
Interest rates used in calculating the swap points for Short CHFHKD positions held on 12-Mar-2010
HKD LIBID -0.34% CHF LIBOR 0.3% |
| CHFILS | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CHFILS positions held on 12-Mar-2010
CHF LIBID -0.35% ILS LIBOR 1.92% |
Interest rates used in calculating the swap points for Short CHFILS positions held on 12-Mar-2010
ILS LIBID 0.88% CHF LIBOR 0.3% |
| CZKHKD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CZKHKD positions held on 12-Mar-2010
CZK LIBID 0.61% HKD LIBOR 0.3% |
Interest rates used in calculating the swap points for Short CZKHKD positions held on 12-Mar-2010
HKD LIBID -0.34% CZK LIBOR 1.36% |
| CZKNOK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CZKNOK positions held on 12-Mar-2010
CZK LIBID 0.61% NOK LIBOR 2.1% |
Interest rates used in calculating the swap points for Short CZKNOK positions held on 12-Mar-2010
NOK LIBID 1.47% CZK LIBOR 1.36% |
| CZKSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CZKSEK positions held on 12-Mar-2010
CZK LIBID 0.61% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short CZKSEK positions held on 12-Mar-2010
SEK LIBID -0.18% CZK LIBOR 1.36% |
| CZKSGD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CZKSGD positions held on 12-Mar-2010
CZK LIBID 0.61% SGD LIBOR 0.78% |
Interest rates used in calculating the swap points for Short CZKSGD positions held on 12-Mar-2010
SGD LIBID -0.13% CZK LIBOR 1.36% |
| CZKZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CZKZAR positions held on 12-Mar-2010
CZK LIBID 0.61% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short CZKZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% CZK LIBOR 1.36% |
| HKDHUF | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HKDHUF positions held on 12-Mar-2010
HKD LIBID -0.34% HUF LIBOR 5.47% |
Interest rates used in calculating the swap points for Short HKDHUF positions held on 12-Mar-2010
HUF LIBID 4.27% HKD LIBOR 0.3% |
| HKDMXN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HKDMXN positions held on 12-Mar-2010
HKD LIBID -0.34% MXN LIBOR 5.02% |
Interest rates used in calculating the swap points for Short HKDMXN positions held on 12-Mar-2010
MXN LIBID -0.22% HKD LIBOR 0.3% |
| HKDNOK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HKDNOK positions held on 12-Mar-2010
HKD LIBID -0.34% NOK LIBOR 2.1% |
Interest rates used in calculating the swap points for Short HKDNOK positions held on 12-Mar-2010
NOK LIBID 1.47% HKD LIBOR 0.3% |
| HKDNZD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HKDNZD positions held on 12-Mar-2010
HKD LIBID -0.34% NZD LIBOR 3.01% |
Interest rates used in calculating the swap points for Short HKDNZD positions held on 12-Mar-2010
NZD LIBID 2.33% HKD LIBOR 0.3% |
| HKDPLN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HKDPLN positions held on 12-Mar-2010
HKD LIBID -0.34% PLN LIBOR 3.25% |
Interest rates used in calculating the swap points for Short HKDPLN positions held on 12-Mar-2010
PLN LIBID 2.33% HKD LIBOR 0.3% |
| HKDSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HKDSEK positions held on 12-Mar-2010
HKD LIBID -0.34% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short HKDSEK positions held on 12-Mar-2010
SEK LIBID -0.18% HKD LIBOR 0.3% |
| HKDZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HKDZAR positions held on 12-Mar-2010
HKD LIBID -0.34% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short HKDZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% HKD LIBOR 0.3% |
| HUFCZK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HUFCZK positions held on 12-Mar-2010
HUF LIBID 4.27% CZK LIBOR 1.36% |
Interest rates used in calculating the swap points for Short HUFCZK positions held on 12-Mar-2010
CZK LIBID 0.61% HUF LIBOR 5.47% |
| HUFMXN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HUFMXN positions held on 12-Mar-2010
HUF LIBID 4.27% MXN LIBOR 5.02% |
Interest rates used in calculating the swap points for Short HUFMXN positions held on 12-Mar-2010
MXN LIBID -0.22% HUF LIBOR 5.47% |
| HUFNOK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HUFNOK positions held on 12-Mar-2010
HUF LIBID 4.27% NOK LIBOR 2.1% |
Interest rates used in calculating the swap points for Short HUFNOK positions held on 12-Mar-2010
NOK LIBID 1.47% HUF LIBOR 5.47% |
| HUFSEK | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HUFSEK positions held on 12-Mar-2010
HUF LIBID 4.27% SEK LIBOR 0.41% |
Interest rates used in calculating the swap points for Short HUFSEK positions held on 12-Mar-2010
SEK LIBID -0.18% HUF LIBOR 5.47% |
| HUFSGD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HUFSGD positions held on 12-Mar-2010
HUF LIBID 4.27% SGD LIBOR 0.78% |
Interest rates used in calculating the swap points for Short HUFSGD positions held on 12-Mar-2010
SGD LIBID -0.13% HUF LIBOR 5.47% |
| HUFZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long HUFZAR positions held on 12-Mar-2010
HUF LIBID 4.27% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short HUFZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% HUF LIBOR 5.47% |
| ILSJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long ILSJPY positions held on 12-Mar-2010
ILS LIBID 0.88% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short ILSJPY positions held on 12-Mar-2010
JPY LIBID -0.22% ILS LIBOR 1.92% |
| ILSNZD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long ILSNZD positions held on 12-Mar-2010
ILS LIBID 0.88% NZD LIBOR 3.01% |
Interest rates used in calculating the swap points for Short ILSNZD positions held on 12-Mar-2010
NZD LIBID 2.33% ILS LIBOR 1.92% |
| NOKPLN | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NOKPLN positions held on 12-Mar-2010
NOK LIBID 1.47% PLN LIBOR 3.25% |
Interest rates used in calculating the swap points for Short NOKPLN positions held on 12-Mar-2010
PLN LIBID 2.33% NOK LIBOR 2.1% |
| NOKSGD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NOKSGD positions held on 12-Mar-2010
NOK LIBID 1.47% SGD LIBOR 0.78% |
Interest rates used in calculating the swap points for Short NOKSGD positions held on 12-Mar-2010
SGD LIBID -0.13% NOK LIBOR 2.1% |
| NOKZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long NOKZAR positions held on 12-Mar-2010
NOK LIBID 1.47% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short NOKZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% NOK LIBOR 2.1% |
| SEKSGD | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long SEKSGD positions held on 12-Mar-2010
SEK LIBID -0.18% SGD LIBOR 0.78% |
Interest rates used in calculating the swap points for Short SEKSGD positions held on 12-Mar-2010
SGD LIBID -0.13% SEK LIBOR 0.41% |
| SEKZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long SEKZAR positions held on 12-Mar-2010
SEK LIBID -0.18% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short SEKZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% SEK LIBOR 0.41% |
| SGDZAR | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long SGDZAR positions held on 12-Mar-2010
SGD LIBID -0.13% ZAR LIBOR 7.88% |
Interest rates used in calculating the swap points for Short SGDZAR positions held on 12-Mar-2010
ZAR LIBID 6.66% SGD LIBOR 0.78% |
| XAGGBP | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long XAGGBP positions held on 12-Mar-2010
XAG LIBID -1.28% GBP LIBOR 0.76% |
Interest rates used in calculating the swap points for Short XAGGBP positions held on 12-Mar-2010
GBP LIBID 0.21% XAG LIBOR 0.25% |
| CZKJPY | 11-Mar-2010 | 12-Mar-2010 |
Interest rates used in calculating the swap points for Long CZKJPY positions held on 12-Mar-2010
CZK LIBID 0.61% JPY LIBOR 0.4% |
Interest rates used in calculating the swap points for Short CZKJPY positions held on 12-Mar-2010
JPY LIBID -0.22% CZK LIBOR 1.36% |