| Swap Rates[2005.1.5] | Swap Rates[2006.1.12] | Swap Rates[2006.1.19] | Swap Rates[2006.1.26] | |||||||||||
| Cross | Bid | Ask | Cross | Bid | Ask | Cross | Bid | Ask | Cross | Bid | Ask | |||
| AUD/CAD | -0.55 | -0.50 | AUD/CAD | -0.55 | -0.50 | AUD/CAD | -0.57 | -0.52 | AUD/CAD | -0.57 | -0.52 | |||
| AUD/CHF | -1.25 | -1.20 | AUD/CHF | -1.25 | -1.20 | AUD/CHF | -1.30 | -1.25 | AUD/CHF | -1.30 | -1.25 | |||
| AUD/JPY | -1.27 | -1.22 | AUD/JPY | -1.25 | -1.20 | AUD/JPY | -1.25 | -1.20 | AUD/JPY | -1.25 | -1.20 | |||
| AUD/NZD | 0.5500 | 0.6500 | AUD/NZD | 0.5500 | 0.6500 | AUD/NZD | 0.5500 | 0.6500 | AUD/NZD | 0.5500 | 0.6500 | |||
| AUD/SGD | -0.6500 | -0.6000 | AUD/SGD | -0.7500 | -0.7000 | AUD/SGD | -0.7500 | -0.7000 | AUD/SGD | -0.7500 | -0.7000 | |||
| AUD/USD | -0.25 | -0.20 | AUD/USD | -0.25 | -0.20 | AUD/USD | -0.25 | -0.20 | AUD/USD | -0.25 | -0.20 | |||
| CAD/CHF | -0.8000 | -0.7500 | CAD/CHF | -0.7500 | -0.7000 | CAD/CHF | -0.8000 | -0.7500 | CAD/CHF | -0.8000 | -0.7500 | |||
| CAD/JPY | -0.90 | -0.85 | CAD/JPY | -0.85 | -0.80 | CAD/JPY | -0.85 | -0.80 | CAD/JPY | -0.95 | -0.90 | |||
| CHF/JPY | -0.25 | -0.20 | CHF/JPY | -0.30 | -0.25 | CHF/JPY | -0.28 | -0.23 | CHF/JPY | -0.28 | -0.23 | |||
| CHF/NOK | 2.0000 | 2.5000 | CHF/NOK | 1.5000 | 2.0000 | CHF/NOK | 2.0000 | 2.5000 | CHF/NOK | 2.0000 | 2.5000 | |||
| CHF/SEK | 1.0000 | 1.5000 | CHF/SEK | 1.0000 | 1.5000 | CHF/SEK | 1.0000 | 1.5000 | CHF/SEK | 1.0000 | 1.5000 | |||
| EUR/AUD | 1.35 | 1.40 | EUR/AUD | 1.35 | 1.40 | EUR/AUD | 1.40 | 1.45 | EUR/AUD | 1.40 | 1.45 | |||
| EUR/CAD | 0.25 | 0.40 | EUR/CAD | 0.25 | 0.40 | EUR/CAD | 0.25 | 0.40 | EUR/CAD | 0.30 | 0.45 | |||
| EUR/CHF | -0.70 | -0.65 | EUR/CHF | -0.65 | -0.60 | EUR/CHF | -0.70 | -0.65 | EUR/CHF | -0.70 | -0.65 | |||
| EUR/GBP | 0.35 | 0.45 | EUR/GBP | 0.35 | 0.45 | EUR/GBP | 0.35 | 0.45 | EUR/GBP | 0.35 | 0.45 | |||
| EUR/HUF | 2.0000 | 2.5000 | EUR/HUF | 2.3000 | 2.8000 | EUR/HUF | 2.3000 | 2.8000 | EUR/HUF | 2.3000 | 2.8000 | |||
| EUR/JPY | -0.90 | -0.85 | EUR/JPY | -0.85 | -0.80 | EUR/JPY | -0.85 | -0.80 | EUR/JPY | -0.85 | -0.80 | |||
| EUR/NOK | -0.50 | 0.00 | EUR/NOK | -0.50 | 0.00 | EUR/NOK | -0.50 | 0.00 | EUR/NOK | -0.50 | 0.00 | |||
| EUR/PLN | 2.0000 | 2.5000 | EUR/PLN | 2.0000 | 2.5000 | EUR/PLN | 2.0000 | 2.5000 | EUR/PLN | 2.0000 | 2.5000 | |||
| EUR/SEK | -2.30 | -1.80 | EUR/SEK | -2.30 | -1.80 | EUR/SEK | -2.30 | -1.80 | EUR/SEK | -2.30 | -1.80 | |||
| EUR/USD | 0.62 | 0.65 | EUR/USD | 0.62 | 0.65 | EUR/USD | 0.64 | 0.67 | EUR/USD | 0.65 | 0.68 | |||
| EUR/ZAR | 8.00 | 10.00 | EUR/ZAR | 8.00 | 10.00 | EUR/ZAR | 8.00 | 10.00 | EUR/ZAR | 8.00 | 10.00 | |||
| GBP/AUD | 0.40 | 0.60 | GBP/AUD | 0.50 | 0.70 | GBP/AUD | 0.60 | 0.80 | GBP/AUD | 0.60 | 0.80 | |||
| GBP/CAD | -0.9000 | -0.7000 | GBP/CAD | -0.8000 | -0.6000 | GBP/CAD | -0.8000 | -0.6000 | GBP/CAD | -0.7000 | -0.5000 | |||
| GBP/CHF | -2.50 | -2.40 | GBP/CHF | -2.30 | -2.20 | GBP/CHF | -2.40 | -2.30 | GBP/CHF | -2.30 | -2.20 | |||
| GBP/DKK | -7.00 | -6.50 | GBP/DKK | -6.80 | -6.30 | GBP/DKK | -6.80 | -6.30 | GBP/DKK | -6.80 | -6.30 | |||
| GBP/HUF | 1.00 | 6.00 | GBP/HUF | 1.00 | 6.00 | GBP/HUF | 1.00 | 6.00 | GBP/HUF | 1.00 | 6.00 | |||
| GBP/JPY | -2.55 | -2.50 | GBP/JPY | -2.40 | -2.35 | GBP/JPY | -2.40 | -2.35 | GBP/JPY | -2.40 | -2.35 | |||
| GBP/NOK | -7.50 | -7.00 | GBP/NOK | -7.50 | -7.00 | GBP/NOK | -7.50 | -7.00 | GBP/NOK | -7.50 | -7.00 | |||
| GBP/NZD | 1.80 | 2.00 | GBP/NZD | 2.00 | 2.20 | GBP/NZD | 2.10 | 2.30 | GBP/NZD | 2.10 | 2.30 | |||
| GBP/PLN | -0.30 | 0.20 | GBP/PLN | -0.30 | 0.20 | GBP/PLN | -0.20 | 0.30 | GBP/PLN | -0.20 | 0.30 | |||
| GBP/SEK | -11.50 | -11.00 | GBP/SEK | -11.00 | -10.50 | GBP/SEK | -11.00 | -10.50 | GBP/SEK | -10.50 | -10.00 | |||
| GBP/SGD | -1.00 | -0.95 | GBP/SGD | -1.00 | -0.95 | GBP/SGD | -1.00 | -0.95 | GBP/SGD | -1.00 | -0.95 | |||
| GBP/USD | -0.17 | -0.12 | GBP/USD | -0.15 | -0.10 | GBP/USD | -0.10 | -0.05 | GBP/USD | -0.10 | -0.05 | |||
| NOK/SEK | -0.3000 | -0.2000 | NOK/SEK | -0.2500 | -0.1500 | NOK/SEK | -0.2500 | -0.1500 | NOK/SEK | -0.2500 | -0.1500 | |||
| NZD/CAD | -0.95 | -0.90 | NZD/CAD | -0.95 | -0.90 | NZD/CAD | -1.00 | -0.95 | NZD/CAD | -0.95 | -0.90 | |||
| NZD/CHF | -1.6500 | -1.6000 | NZD/CHF | -1.6500 | -1.6000 | NZD/CHF | -1.7000 | -1.6500 | NZD/CHF | -1.6300 | -1.5800 | |||
| NZD/DKK | -6.20 | -5.70 | NZD/DKK | -6.20 | -5.70 | NZD/DKK | -6.50 | -6.00 | NZD/DKK | -6.30 | -5.80 | |||
| NZD/JPY | -1.63 | -1.58 | NZD/JPY | -1.55 | -1.5 | NZD/JPY | -1.60 | -1.55 | NZD/JPY | -1.60 | -1.55 | |||
| NZD/SEK | -8.00 | -7.5 | NZD/SEK | -8.00 | -7.5 | NZD/SEK | -8.00 | -7.5 | NZD/SEK | -8.00 | -7.5 | |||
| NZD/SGD | -1.25 | -1.20 | NZD/SGD | -1.30 | -1.25 | NZD/SGD | -1.30 | -1.25 | NZD/SGD | -1.30 | -1.25 | |||
| NZD/USD | -0.60 | -0.55 | NZD/USD | -0.60 | -0.55 | NZD/USD | -0.65 | -0.60 | NZD/USD | -0.65 | -0.60 | |||
| SGD/JPY | -1.1000 | -0.1000 | SGD/JPY | -1.1000 | -0.1000 | SGD/JPY | -1.1000 | -0.1000 | SGD/JPY | -1.1000 | -0.1000 | |||
| THB/JPY | -0.80 | -0.10 | THB/JPY | -0.80 | -0.10 | THB/JPY | -0.80 | -0.10 | THB/JPY | -0.80 | -0.10 | |||
| USD/CAD | -1.00 | -0.95 | USD/CAD | -0.35 | -0.30 | USD/CAD | -0.35 | -0.30 | USD/CAD | -0.30 | -0.25 | |||
| USD/CHF | -1.30 | -1.25 | USD/CHF | -1.20 | -1.15 | USD/CHF | -1.25 | -1.20 | USD/CHF | -1.25 | -1.20 | |||
| USD/CZK | -1.5000 | -1.4000 | USD/CZK | -1.5000 | -1.4000 | USD/CZK | -1.5000 | -1.4000 | USD/CZK | -1.5000 | -1.4000 | |||
| USD/DKK | -3.5000 | -3.0000 | USD/DKK | -3.5000 | -3.0000 | USD/DKK | -3.7000 | -3.2000 | USD/DKK | -3.7000 | -3.2000 | |||
| USD/HUF | 0.7000 | 1.2000 | USD/HUF | 0.7000 | 1.2000 | USD/HUF | 0.7000 | 1.2000 | USD/HUF | 0.7000 | 1.2000 | |||
| USD/JPY | -1.34 | -1.30 | USD/JPY | -1.32 | -1.28 | USD/JPY | -1.32 | -1.28 | USD/JPY | -1.35 | -1.31 | |||
| USD/MXN | 14.5000 | 15.5000 | USD/MXN | 14.5000 | 15.5000 | USD/MXN | 13.5000 | 14.5000 | USD/MXN | 14.0000 | 15.0000 | |||
| USD/NOK | -3.50 | -3.00 | USD/NOK | -4.00 | -3.50 | USD/NOK | -4.00 | -3.50 | USD/NOK | -4.00 | -3.50 | |||
| USD/PLN | 0.0000 | 0.5000 | USD/PLN | 0.0000 | 0.5000 | USD/PLN | 0.0000 | 0.5000 | USD/PLN | 0.0000 | 0.5000 | |||
| USD/SEK | -6.20 | -5.70 | USD/SEK | -6.00 | -5.50 | USD/SEK | -6.00 | -5.50 | USD/SEK | -6.00 | -5.50 | |||
| USD/SGD | -0.4000 | -0.3500 | USD/SGD | -0.5000 | -0.4500 | USD/SGD | -0.4500 | -0.4000 | USD/SGD | -0.4500 | -0.4000 | |||
| USD/THB | 0.00 | 0.50 | USD/THB | 0.00 | 0.50 | USD/THB | 0.00 | 0.50 | USD/THB | 0.00 | 0.50 | |||
| USD/ZAR | 3.00 | 5.00 | USD/ZAR | 3.00 | 5.00 | USD/ZAR | 3.00 | 5.00 | USD/ZAR | 3.00 | 5.00 | |||