| Swap Rates[2007.3.2] | Swap Rates[2007.3.9] | Swap Rates[2007.3.16] | Swap Rates[2007.3.23] | Swap Rates[2007.3.30] | ||||||||||||||
| Cross | Bid | Ask | Cross | Bid | Ask | Cross | Bid | Ask | Cross | Bid | Ask | Cross | Bid | Ask | ||||
| AUD/CAD | -0.49 | -0.44 | AUD/CAD | -0.49 | -0.44 | AUD/CAD | -0.51 | -0.46 | AUD/CAD | -0.53 | -0.48 | AUD/CAD | -0.51 | -0.46 | ||||
| AUD/CHF | -1.12 | -1.07 | AUD/CHF | -1.10 | -1.05 | AUD/CHF | -1.08 | -1.03 | AUD/CHF | -1.10 | -1.05 | AUD/CHF | -1.09 | -1.04 | ||||
| AUD/HKD | -4.00 | -2.00 | AUD/HKD | -4.00 | -2.00 | AUD/HKD | -4.00 | -2.00 | AUD/HKD | -5.00 | -3.00 | AUD/HKD | -4.00 | -2.00 | ||||
| AUD/JPY | -1.40 | -1.35 | AUD/JPY | -1.40 | -1.35 | AUD/JPY | -1.43 | -1.38 | AUD/JPY | -1.48 | -1.43 | AUD/JPY | -1.43 | -1.38 | ||||
| AUD/NZD | 0.3300 | 0.4300 | AUD/NZD | 0.4500 | 0.5500 | AUD/NZD | 0.4200 | 0.5200 | AUD/NZD | 0.3500 | 0.4500 | AUD/NZD | 0.3700 | 0.4700 | ||||
| AUD/SGD | -0.9000 | -0.8000 | AUD/SGD | -0.9500 | -0.8500 | AUD/SGD | -1.0500 | -0.9500 | AUD/SGD | -0.9000 | -0.8000 | AUD/SGD | -0.9000 | -0.8000 | ||||
| AUD/USD | -0.25 | -0.20 | AUD/USD | -0.23 | -0.18 | AUD/USD | -0.23 | -0.18 | AUD/USD | -0.25 | -0.20 | AUD/USD | -0.23 | -0.18 | ||||
| CAD/CHF | -0.6600 | -0.6100 | CAD/CHF | -0.6500 | -0.6000 | CAD/CHF | -0.6000 | -0.5500 | CAD/CHF | -0.6000 | -0.5500 | CAD/CHF | -0.6200 | -0.5700 | ||||
| CAD/JPY | -0.99 | -0.94 | CAD/JPY | -1.01 | -0.96 | CAD/JPY | -1.01 | -0.96 | CAD/JPY | -1.01 | -0.96 | CAD/JPY | -0.99 | -0.94 | ||||
| CHF/JPY | -0.39 | -0.34 | CHF/JPY | -0.42 | -0.37 | CHF/JPY | -0.45 | -0.40 | CHF/JPY | -0.47 | -0.42 | CHF/JPY | -0.44 | -0.39 | ||||
| CHF/NOK | 2.2000 | 2.7000 | CHF/NOK | 2.2000 | 2.7000 | CHF/NOK | 2.5000 | 3.0000 | CHF/NOK | 2.5000 | 3.0000 | CHF/NOK | 2.5000 | 3.0000 | ||||
| CHF/SEK | 1.7000 | 2.2000 | CHF/SEK | 1.7000 | 2.2000 | CHF/SEK | 1.5000 | 2.0000 | CHF/SEK | 1.5000 | 2.0000 | CHF/SEK | 1.5000 | 2.0000 | ||||
| EUR/AUD | 1.16 | 1.21 | EUR/AUD | 1.13 | 1.18 | EUR/AUD | 1.03 | 1.08 | EUR/AUD | 1.05 | 1.10 | EUR/AUD | 1.00 | 1.05 | ||||
| EUR/CAD | 0.20 | 0.35 | EUR/CAD | 0.20 | 0.35 | EUR/CAD | 0.10 | 0.25 | EUR/CAD | 0.10 | 0.25 | EUR/CAD | 0.10 | 0.25 | ||||
| EUR/CHF | -0.70 | -0.65 | EUR/CHF | -0.68 | -0.63 | EUR/CHF | -0.75 | -0.70 | EUR/CHF | -0.74 | -0.69 | EUR/CHF | -0.73 | -0.68 | ||||
| EUR/CZK | -9.00 | -4.00 | EUR/CZK | -9.00 | -4.00 | EUR/CZK | -11.00 | -6.00 | EUR/CZK | -11.00 | -6.00 | EUR/CZK | -11.00 | -6.00 | ||||
| EUR/GBP | 0.25 | 0.35 | EUR/GBP | 0.25 | 0.35 | EUR/GBP | 0.22 | 0.32 | EUR/GBP | 0.22 | 0.32 | EUR/GBP | 0.22 | 0.32 | ||||
| EUR/HKD | 1.00 | 3.00 | EUR/HKD | 0.70 | 2.70 | EUR/HKD | 0.10 | 2.10 | EUR/HKD | 0.00 | 2.00 | EUR/HKD | 0.50 | 2.50 | ||||
| EUR/HUF | 2.20 | 2.70 | EUR/HUF | 2.40 | 2.90 | EUR/HUF | 2.10 | 2.60 | EUR/HUF | 2.50 | 3.00 | EUR/HUF | 2.20 | 2.70 | ||||
| EUR/JPY | -1.23 | -1.18 | EUR/JPY | -1.26 | -1.21 | EUR/JPY | -1.37 | -1.32 | EUR/JPY | -1.38 | -1.33 | EUR/JPY | -1.35 | -1.30 | ||||
| EUR/NOK | 0.60 | 1.10 | EUR/NOK | 0.30 | 0.80 | EUR/NOK | 0.10 | 0.60 | EUR/NOK | 0.30 | 0.80 | EUR/NOK | 0.30 | 0.80 | ||||
| EUR/NZD | 1.80 | 2.10 | EUR/NZD | 2.00 | 2.30 | EUR/NZD | 1.80 | 2.10 | EUR/NZD | 1.80 | 2.10 | EUR/NZD | 1.70 | 2.00 | ||||
| EUR/PLN | 0.20 | 0.70 | EUR/PLN | 0.20 | 0.70 | EUR/PLN | 0.00 | 0.50 | EUR/PLN | 0.00 | 0.50 | EUR/PLN | 0.00 | 0.50 | ||||
| EUR/SEK | -0.70 | -0.20 | EUR/SEK | -0.70 | -0.20 | EUR/SEK | -1.80 | -1.30 | EUR/SEK | -1.80 | -1.30 | EUR/SEK | -1.80 | -1.30 | ||||
| EUR/USD | 0.60 | 0.64 | EUR/USD | 0.60 | 0.64 | EUR/USD | 0.51 | 0.55 | EUR/USD | 0.51 | 0.55 | EUR/USD | 0.53 | 0.57 | ||||
| EUR/ZAR | 13.00 | 15.00 | EUR/ZAR | 13.00 | 15.00 | EUR/ZAR | 12.50 | 14.50 | EUR/ZAR | 13.00 | 15.00 | EUR/ZAR | 12.00 | 14.00 | ||||
| GBP/AUD | 0.50 | 0.70 | GBP/AUD | 0.45 | 0.65 | GBP/AUD | 0.50 | 0.70 | GBP/AUD | 0.55 | 0.75 | GBP/AUD | 0.45 | 0.65 | ||||
| GBP/CAD | -0.70 | -0.50 | GBP/CAD | -0.70 | -0.50 | GBP/CAD | -0.70 | -0.50 | GBP/CAD | -0.75 | -0.55 | GBP/CAD | -0.70 | -0.50 | ||||
| GBP/CHF | -2.20 | -2.10 | GBP/CHF | -2.12 | -2.02 | GBP/CHF | -2.05 | -1.95 | GBP/CHF | -2.05 | -1.95 | GBP/CHF | -2.05 | -1.95 | ||||
| GBP/DKK | -5.20 | -4.70 | GBP/DKK | -3.70 | -3.20 | GBP/DKK | -4.30 | -3.80 | GBP/DKK | -3.80 | -3.30 | GBP/DKK | -3.20 | -2.70 | ||||
| GBP/HUF | 0.00 | 5.00 | GBP/HUF | 0.00 | 5.00 | GBP/HUF | 0.00 | 5.00 | GBP/HUF | 0.00 | 5.00 | GBP/HUF | 0.00 | 5.00 | ||||
| GBP/JPY | -2.89 | -2.84 | GBP/JPY | -2.87 | -2.82 | GBP/JPY | -2.91 | -2.86 | GBP/JPY | -2.94 | -2.89 | GBP/JPY | -2.85 | -2.80 | ||||
| GBP/NOK | -4.50 | -4.00 | GBP/NOK | -4.50 | -4.00 | GBP/NOK | -3.90 | -3.40 | GBP/NOK | -3.80 | -3.30 | GBP/NOK | -3.50 | -3.00 | ||||
| GBP/NZD | 1.40 | 1.70 | GBP/NZD | 1.60 | 1.90 | GBP/NZD | 1.60 | 1.90 | GBP/NZD | 1.60 | 1.90 | GBP/NZD | 1.60 | 1.90 | ||||
| GBP/PLN | -2.10 | -1.60 | GBP/PLN | -2.00 | -1.50 | GBP/PLN | -2.10 | -1.60 | GBP/PLN | -2.00 | -1.50 | GBP/PLN | -2.20 | -1.70 | ||||
| GBP/SEK | -7.50 | -7.00 | GBP/SEK | -7.00 | -6.50 | GBP/SEK | -7.30 | -6.80 | GBP/SEK | -7.50 | -7.00 | GBP/SEK | -7.30 | -6.80 | ||||
| GBP/SGD | -1.40 | -1.30 | GBP/SGD | -1.80 | -1.70 | GBP/SGD | -1.95 | -1.85 | GBP/SGD | -1.45 | -1.35 | GBP/SGD | -1.45 | -1.35 | ||||
| GBP/USD | 0.01 | 0.06 | GBP/USD | 0.00 | 0.05 | GBP/USD | 0.00 | 0.05 | GBP/USD | 0.00 | 0.05 | GBP/USD | 0.02 | 0.07 | ||||
| HKD/JPY | -16.00 | -11.00 | HKD/JPY | -15.00 | -10.00 | HKD/JPY | -15.00 | -10.00 | HKD/JPY | -15.00 | -10.00 | HKD/JPY | -15.00 | -10.00 | ||||
| NOK/SEK | -0.2700 | -0.1700 | NOK/SEK | -0.1800 | -0.0800 | NOK/SEK | -0.2500 | -0.1500 | NOK/SEK | -0.2500 | -0.1500 | NOK/SEK | -0.2800 | -0.1800 | ||||
| NZD/CAD | -0.7000 | -0.6500 | NZD/CAD | -0.7700 | -0.7200 | NZD/CAD | -0.7700 | -0.7200 | NZD/CAD | -0.7800 | -0.7300 | NZD/CAD | -0.7800 | -0.7300 | ||||
| NZD/CHF | -1.2700 | -1.2200 | NZD/CHF | -1.3000 | -1.2500 | NZD/CHF | -1.2900 | -1.2400 | NZD/CHF | -1.3000 | -1.2500 | NZD/CHF | -1.3100 | -1.2600 | ||||
| NZD/DKK | -4.30 | -3.80 | NZD/DKK | -4.20 | -3.70 | NZD/DKK | -4.30 | -3.80 | NZD/DKK | -4.00 | -3.50 | NZD/DKK | -3.90 | -3.40 | ||||
| NZD/JPY | -1.50 | -1.45 | NZD/JPY | -1.56 | -1.51 | NZD/JPY | -1.59 | -1.54 | NZD/JPY | -1.62 | -1.57 | NZD/JPY | -1.62 | -1.57 | ||||
| NZDSEK | -5.40 | -4.9 | NZDSEK | -5.70 | -5.2 | NZDSEK | -5.70 | -5.2 | NZDSEK | -5.80 | -5.3 | NZDSEK | -5.90 | -5.4 | ||||
| NZD/SGD | -1.10 | -1.00 | NZD/SGD | -1.30 | -1.20 | NZD/SGD | -1.35 | -1.25 | NZD/SGD | -1.20 | -1.10 | NZD/SGD | -1.20 | -1.10 | ||||
| NZD/USD | -0.42 | -0.37 | NZD/USD | -0.47 | -0.42 | NZD/USD | -0.46 | -0.41 | NZD/USD | -0.48 | -0.43 | NZD/USD | -0.48 | -0.43 | ||||
| SGD/JPY | -0.80 | -0.30 | SGD/JPY | -0.70 | -0.20 | SGD/JPY | -0.60 | -0.10 | SGD/JPY | -0.60 | -0.10 | SGD/JPY | -0.70 | -0.20 | ||||
| THB/JPY | -4.00 | 0.00 | THB/JPY | -10.00 | -2.00 | THB/JPY | -6.00 | 0.00 | THB/JPY | -6.00 | 0.00 | THB/JPY | -6.00 | 0.00 | ||||
| USD/CAD | -0.35 | -0.30 | USD/CAD | -0.35 | -0.30 | USD/CAD | -0.35 | -0.30 | USD/CAD | -0.35 | -0.30 | USD/CAD | -0.35 | -0.30 | ||||
| USD/CHF | -1.13 | -1.08 | USD/CHF | -1.13 | -1.08 | USD/CHF | -1.06 | -1.01 | USD/CHF | -1.05 | -1.00 | USD/CHF | -1.08 | -1.03 | ||||
| USD/CZK | -18.00 | -13.00 | USD/CZK | -18.00 | -13.00 | USD/CZK | -18.00 | -13.00 | USD/CZK | -18.00 | -13.00 | USD/CZK | -18.00 | -13.00 | ||||
| USD/DKK | -2.50 | -2.00 | USD/DKK | -2.30 | -1.80 | USD/DKK | -2.30 | -1.80 | USD/DKK | -2.20 | -1.70 | USD/DKK | -1.90 | -1.40 | ||||
| USD/HKD | -3.00 | -1.00 | USD/HKD | -3.00 | -1.00 | USD/HKD | -3.00 | -1.00 | USD/HKD | -3.50 | -1.50 | USD/HKD | -3.00 | -1.00 | ||||
| USD/HUF | 1.00 | 1.50 | USD/HUF | 1.00 | 1.50 | USD/HUF | 0.90 | 1.40 | USD/HUF | 1.20 | 1.70 | USD/HUF | 0.90 | 1.40 | ||||
| USD/JPY | -1.50 | -1.46 | USD/JPY | -1.53 | -1.49 | USD/JPY | -1.52 | -1.48 | USD/JPY | -1.52 | -1.48 | USD/JPY | -1.51 | -1.47 | ||||
| USD/MXN | 4.50 | 5.50 | USD/MXN | 4.80 | 5.80 | USD/MXN | 4.70 | 5.70 | USD/MXN | 5.00 | 6.00 | USD/MXN | 4.70 | 5.70 | ||||
| USD/NOK | -2.40 | -1.90 | USD/NOK | -2.50 | -2.00 | USD/NOK | -2.20 | -1.70 | USD/NOK | -2.10 | -1.60 | USD/NOK | -1.80 | -1.30 | ||||
| USD/PLN | -1.30 | -0.80 | USD/PLN | -1.30 | -0.80 | USD/PLN | -1.40 | -0.90 | USD/PLN | -1.40 | -0.90 | USD/PLN | -1.40 | -0.90 | ||||
| USD/SEK | -3.90 | -3.40 | USD/SEK | -3.90 | -3.40 | USD/SEK | -4.00 | -3.50 | USD/SEK | -3.80 | -3.30 | USD/SEK | -3.90 | -3.40 | ||||
| USD/SGD | -0.75 | -0.65 | USD/SGD | -0.90 | -0.80 | USD/SGD | -1.00 | -0.90 | USD/SGD | -0.80 | -0.70 | USD/SGD | -0.80 | -0.70 | ||||
| USD/THB | 0.00 | 3.50 | USD/THB | 2.00 | 7.00 | USD/THB | 0.00 | 5.00 | USD/THB | -2.00 | 3.00 | USD/THB | -2.00 | 3.00 | ||||
| USD/ZAR | 6.50 | 8.50 | USD/ZAR | 6.50 | 8.50 | USD/ZAR | 6.50 | 8.50 | USD/ZAR | 6.50 | 8.50 | USD/ZAR | 6.50 | 8.50 | ||||
| ZAR/JPY | -38.00 | -33.00 | ZAR/JPY | -38.00 | -33.00 | ZAR/JPY | -38.00 | -33.00 | ZAR/JPY | -39.00 | -34.00 | ZAR/JPY | -37.00 | -32.00 | ||||