Swap Rates[2007.10.5] Swap Rates[2007.10.8] Swap Rates[2007.10.12] Swap Rates[2007.10.16] Swap Rates[2007.10.18] Swap Rates[2007.10.25]
Cross Bid  Ask Cross Bid  Ask Cross Bid  Ask Cross Bid  Ask Cross Bid  Ask Cross Bid  Ask
AUD/CAD -0.41 -0.36 AUD/CAD -0.44 -0.39 AUD/CAD -0.42 -0.37 AUD/CAD -0.41 -0.36 AUD/CAD -0.42 -0.37 AUD/CAD -0.42 -0.37
AUD/CHF -1.18 -1.13 AUD/CHF -1.23 -1.18 AUD/CHF -1.28 -1.23 AUD/CHF -1.25 -1.20 AUD/CHF -1.24 -1.19 AUD/CHF -1.26 -1.21
AUD/HKD 0.30 2.30 AUD/CZK -18.00 -13.00 AUD/CZK -17.00 -12.00 AUD/CZK -16.00 -11.00 AUD/CZK -16.00 -11.00 AUD/CZK -16.00 -11.00
AUD/JPY -1.67 -1.62 AUD/DKK -3.40 -2.90 AUD/DKK -3.30 -2.80 AUD/DKK -3.10 -2.60 AUD/DKK -3.10 -2.60 AUD/DKK -3.20 -2.70
AUD/NZD 0.42 0.52 AUD/HKD -3.00 -1.00 AUD/HKD -2.00 0.00 AUD/HKD -3.00 -1.00 AUD/HKD -3.00 -1.00 AUD/HKD -3.50 -1.50
AUD/SGD -1.40 -1.20 AUD/JPY -1.77 -1.72 AUD/JPY -1.74 -1.69 AUD/JPY -1.70 -1.65 AUD/JPY -1.69 -1.64 AUD/JPY -1.67 -1.62
AUD/USD -0.35 -0.30 AUD/NOK -2.20 -1.70 AUD/NOK -2.00 -1.50 AUD/NOK -1.80 -1.30 AUD/NOK -1.80 -1.30 AUD/NOK -1.80 -1.30
CAD/CHF -0.78 -0.73 AUD/NZD 0.5100 0.6100 AUD/NZD 0.43 0.53 AUD/NZD 0.52 0.62 AUD/NZD 0.52 0.62 AUD/NZD 0.47 0.57
CAD/JPY -1.35 -1.30 AUD/PLN -1.4000 -0.9000 AUD/PLN -1.30 -0.80 AUD/PLN -1.30 -0.80 AUD/PLN -1.30 -0.80 AUD/PLN -1.30 -0.80
CHF/JPY -0.58 -0.53 AUD/SEK -4.5000 -4.0000 AUD/SEK -4.30 -3.80 AUD/SEK -4.10 -3.60 AUD/SEK -4.10 -3.60 AUD/SEK -4.40 -3.90
CHF/NOK 3.60 4.10 AUD/SGD -1.5000 -1.3000 AUD/SGD -1.50 -1.30 AUD/SGD -1.60 -1.40 AUD/SGD -1.60 -1.40 AUD/SGD -1.50 -1.30
CHF/SEK 2.00 2.50 AUD/THB -5.0000 0.0000 AUD/THB -5.00 0.00 AUD/THB -5.00 0.00 AUD/THB -5.00 0.00 AUD/THB -5.00 0.00
EUR/AUD 1.08 1.18 AUD/USD -0.43 -0.38 AUD/USD -0.41 -0.36 AUD/USD -0.37 -0.32 AUD/USD -0.37 -0.32 AUD/USD -0.40 -0.35
EUR/CAD 0.30 0.45 AUD/ZAR 4.00 6.00 AUD/ZAR 5.00 7.00 AUD/ZAR 5.50 7.50 AUD/ZAR 5.50 7.50 AUD/ZAR 4.50 6.50
EUR/CHF -0.66 -0.61 CAD/CHF -0.8100 -0.7600 CAD/CHF -0.86 -0.81 CAD/CHF -0.85 -0.80 CAD/CHF -0.85 -0.80 CAD/CHF -0.94 -0.89
EUR/CZK -5.00 0.00 CAD/DKK -1.1000 -0.6000 CAD/DKK -1.10 -0.60 CAD/DKK -1.00 -0.50 CAD/DKK -1.00 -0.50 CAD/DKK -1.20 -0.70
EUR/GBP 0.30 0.40 CAD/HKD 1.0000 3.0000 CAD/HKD 2.00 4.00 CAD/HKD 0.70 2.70 CAD/HKD 0.70 2.70 CAD/HKD 0.00 2.00
EUR/HKD 7.50 9.50 CAD/JPY -1.46 -1.41 CAD/JPY -1.45 -1.40 CAD/JPY -1.37 -1.32 CAD/JPY -1.37 -1.32 CAD/JPY -1.38 -1.33
EUR/HUF 2.10 2.60 CAD/NOK 0.40 0.90 CAD/NOK 0.50 1.00 CAD/NOK 0.40 0.90 CAD/NOK 0.40 0.90 CAD/NOK 0.30 0.80
EUR/JPY -1.45 -1.40 CAD/SEK -1.70 -1.20 CAD/SEK -1.60 -1.10 CAD/PLN -0.20 0.30 CAD/PLN -0.20 0.30 CAD/PLN -0.30 0.20
EUR/NOK 2.70 3.20 CAD/SGD -0.90 -0.70 CAD/SGD -1.00 -0.80 CAD/SEK -1.50 -1.00 CAD/SEK -1.50 -1.00 CAD/SEK -1.50 -1.00
EUR/NZD 2.00 2.30 CHF/CZK 3.00 8.00 CHF/CZK 3.00 8.00 CAD/SGD -1.10 -0.90 CAD/SGD -1.10 -0.90 CAD/SGD -1.10 -0.60
EUR/PLN 0.50 1.00 CHF/DKK 2.10 2.60 CHF/DKK 2.30 2.80 CHF/CZK 4.00 9.00 CHF/CZK 4.00 9.00 CHF/CZK 5.00 10.00
EUR/SEK -0.50 0.00 CHF/HKD 5.20 7.20 CHF/HKD 6.00 8.00 CHF/DKK 2.20 2.70 CHF/DKK 2.20 2.70 CHF/DKK 2.50 3.00
EUR/USD 0.45 0.49 CHF/HUF 1.80 2.30 CHF/HUF 1.80 2.30 CHF/HKD 5.00 7.00 CHF/HKD 5.00 7.00 CHF/HKD 5.30 7.30
EUR/ZAR 14.00 16.00 CHF/JPY -0.56 -0.51 CHF/JPY -0.48 -0.43 CHF/HUF 1.80 2.30 CHF/HUF 1.80 2.30 CHF/HUF 2.10 2.60
GBP/AUD 0.40 0.60 CHF/NOK 3.2000 3.7000 CHF/NOK 3.50 4.00 CHF/JPY -0.48 -0.43 CHF/JPY -0.48 -0.43 CHF/JPY -0.43 -0.38
GBP/CAD -0.60 -0.40 CHF/PLN 1.3000 1.8000 CHF/PLN 1.40 1.90 CHF/NOK 3.50 4.00 CHF/NOK 3.50 4.00 CHF/NOK 4.00 4.50
GBP/CHF -2.25 -2.15 CHF/SEK 2.3000 2.8000 CHF/SEK 2.40 2.90 CHF/PLN 1.40 1.90 CHF/PLN 1.40 1.90 CHF/PLN 1.50 2.00
GBP/DKK -4.80 -4.30 CHF/SGD 0.1000 0.3000 CHF/SGD 0.00 2.00 CHF/SEK 2.50 3.00 CHF/SEK 2.50 3.00 CHF/SEK 2.50 3.00
GBP/HUF 0.00 5.00 CHF/TRY 3.7000 4.2000 CHF/TRY 0.50 2.50 CHF/SGD 0.00 0.20 CHF/SGD 0.00 0.20 CHF/SGD 0.30 0.80
GBP/JPY -3.36 -3.31 CHF/ZAR 11.0000 13.0000 CHF/ZAR 11.00 13.00 CHF/TRY 2.00 4.00 CHF/TRY 2.00 4.00 CHF/TRY 2.00 4.00
GBP/NOK -1.10 -0.60 CZK/HUF 8.0000 13.0000 CZK/HUF 7.00 12.00 CHF/ZAR 11.50 13.50 CHF/ZAR 11.50 13.50 CHF/ZAR 11.50 13.50
GBP/NZD 1.55 1.85 CZK/JPY -5.5000 -3.5000 CZK/JPY -5.50 -3.50 CZK/HUF 7.00 12.00 CZK/HUF 7.00 12.00 CZK/HUF 8.00 13.00
GBP/PLN -1.80 -1.30 DKK/CZK -5.0000 0.0000 DKK/CZK -1.00 -0.5 CZK/JPY -5.50 -3.50 CZK/JPY -5.50 -3.50 CZK/JPY -6.00 -4.00
GBP/SEK -7.20 -6.70 DKK/HUF 0.1000 0.6000 DKK/HUF 0.10 0.60 DKK/CZK -0.80 -0.30 DKK/CZK -0.80 -0.30 DKK/CZK -0.80 -0.30
GBP/SGD -3.00 -2.60 DKK/JPY -24.0000 -19.0000 DKK/JPY -24.00 -19.00 DKK/HUF 0.10 0.60 DKK/HUF 0.10 0.60 DKK/HUF 0.20 0.70
GBP/USD -0.41 -0.36 DKK/PLN 0.0000 0.5000 DKK/PLN 0.00 0.50 DKK/JPY -24.00 -19.00 DKK/JPY -24.00 -19.00 DKK/JPY -24.00 -19.00
HKD/JPY -28.00 -23.00 DKK/SEK -0.5000 0.0000 DKK/SEK -0.30 0.20 DKK/PLN -0.20 0.30 DKK/PLN -0.20 0.30 DKK/PLN -0.20 0.30
NOK/SEK -0.51 -0.41 DKK/SGD -0.3000 0.2000 DKK/SGD -0.30 0.20 DKK/SEK -0.30 0.20 DKK/SEK -0.30 0.20 DKK/SEK -0.30 0.20
NZD/CAD -0.74 -0.69 DKK/THB 0.0000 5.0000 DKK/THB 0.00 5.00 DKK/SGD -0.30 0.20 DKK/SGD -0.30 0.20 DKK/SGD -0.80 -0.30
NZD/CHF -1.40 -1.35 DKK/ZAR 1.0000 3.0000 DKK/ZAR 1.00 3.00 DKK/THB 0.00 5.00 DKK/THB 0.00 5.00 DKK/THB 0.00 5.00
NZD/DKK -4.50 -4.00 EUR/AUD 1.05 1.15 EUR/AUD 1.08 1.18 DKK/ZAR 1.00 3.00 DKK/ZAR 1.00 3.00 DKK/ZAR 1.00 3.00
NZD/JPY -1.85 -1.80 EUR/CAD 0.25 0.40 EUR/CAD 0.25 0.40 EUR/AUD 0.97 1.07 EUR/AUD 0.97 1.07 EUR/AUD 0.93 1.03
NZD/SEK -6.20 -5.70 EUR/CHF -0.76 -0.71 EUR/CHF -0.88 -0.83 EUR/CAD 0.20 0.35 EUR/CAD 0.20 0.35 EUR/CAD 0.17 0.32
NZD/SGD -1.70 -1.50 EUR/CZK -5.00 0.00 EUR/CZK -5.00 0.00 EUR/CHF -0.93 -0.88 EUR/CHF -0.93 -0.88 EUR/CHF -0.96 -0.91
NZD/USD -0.63 -0.58 EUR/DKK 0.10 0.60 EUR/DKK 0.50 1.00 EUR/CZK -5.00 0.00 EUR/CZK -5.00 0.00 EUR/CZK -12.00 -7.00
SGD/JPY -0.60 -0.10 EUR/GBP 0.28 0.38 EUR/GBP 0.29 0.39 EUR/DKK 0.00 0.50 EUR/DKK 0.00 0.50 EUR/DKK 0.00 0.50
THB/JPY -6.00 0.00 EUR/HKD 4.50 6.50 EUR/HKD 4.00 6.00 EUR/GBP 0.27 0.37 EUR/GBP 0.27 0.37 EUR/GBP 0.26 0.36
USD/CAD -0.02 0.03 EUR/HUF 2.00 2.50 EUR/HUF 1.90 2.40 EUR/HKD 4.00 6.00 EUR/HKD 4.00 6.00 EUR/HKD 2.20 4.20
USD/CHF -0.84 -0.79 EUR/JPY -1.59 -1.54 EUR/JPY -1.51 -1.46 EUR/HUF 1.80 2.30 EUR/HUF 1.80 2.30 EUR/HUF 2.10 2.60
USD/CZK -13.00 -8.00 EUR/MXN 9.00 14.00 EUR/MXN 11.00 16.00 EUR/JPY -1.57 -1.52 EUR/JPY -1.60 -1.55 EUR/JPY -1.58 -1.53
USD/DKK -1.40 -0.90 EUR/NOK 2.10 2.60 EUR/NOK 2.30 2.80 EUR/MXN 7.00 12.00 EUR/MXN 13.00 18.00 EUR/MXN 8.00 13.00
USD/HKD 4.00 6.00 EUR/NZD 2.10 2.40 EUR/NZD 1.90 2.20 EUR/NOK 2.10 2.60 EUR/NOK 2.10 2.60 EUR/NOK 2.10 2.60
USD/HUF 1.00 1.50 EUR/PLN 0.60 1.10 EUR/PLN 0.80 1.30 EUR/NZD 2.00 2.30 EUR/NZD 2.00 2.30 EUR/NZD 1.90 2.20
USD/JPY -1.42 -1.38 EUR/SEK -0.50 0.00 EUR/SEK 0.00 0.50 EUR/PLN 0.50 1.00 EUR/PLN 0.50 1.00 EUR/PLN 0.40 0.90
USD/MXN 6.00 7.00 EUR/SGD -0.75 -0.55 EUR/SGD -1.00 -0.80 EUR/SEK -0.50 0.00 EUR/SEK -0.50 0.00 EUR/SEK -0.80 -0.30
USD/NOK 0.20 0.70 EUR/THB 0.00 5.00 EUR/THB 0.00 5.00 EUR/SGD -1.10 -0.90 EUR/SGD -1.10 -0.90 EUR/SGD -1.00 -0.80
USD/PLN -0.50 0.00 EUR/TRY 12.50 13.00 EUR/TRY 6.00 8.00 EUR/THB 0.00 5.00 EUR/THB 0.00 5.00 EUR/THB 0.00 5.00
USD/SEK -2.30 -1.80 EUR/USD 0.36 0.40 EUR/USD 0.42 0.46 EUR/TRY 5.50 7.50 EUR/TRY 5.50 7.50 EUR/TRY 4.00 6.00
USD/SGD -1.05 -0.85 EUR/ZAR 13.50 15.50 EUR/ZAR 14.50 16.50 EUR/USD 0.34 0.38 EUR/USD 0.32 0.36 EUR/USD 0.29 0.33
USD/THB -3.00 2.00 GBP/AUD 0.40 0.60 GBP/AUD 0.30 0.50 EUR/ZAR 15.00 17.00 EUR/ZAR 15.00 17.00 EUR/ZAR 14.50 16.50
USD/ZAR 7.50 9.50 GBP/CAD -0.65 -0.45 GBP/CAD -0.65 -0.45 GBP/AUD 0.30 0.50 GBP/AUD 0.30 0.50 GBP/AUD 0.35 0.55
ZAR/JPY -43.00 -38.00 GBP/CHF -2.36 -2.26 GBP/CHF -2.47 -2.37 GBP/CAD -0.70 -0.50 GBP/CAD -0.70 -0.50 GBP/CAD -0.65 -0.45
GBP/CZK -28.00 -23.00 GBP/CZK -27.00 -22.00 GBP/CHF -2.46 -2.36 GBP/CHF -2.46 -2.36 GBP/CHF -2.50 -2.40
GBP/DKK -5.10 -4.60 GBP/DKK -5.10 -4.60 GBP/CZK -26.00 -21.00 GBP/CZK -26.00 -21.00 GBP/CZK -27.00 -22.00
GBP/HKD -0.50 1.50 GBP/HKD 1.00 3.00 GBP/DKK -5.00 -4.50 GBP/DKK -5.00 -4.50 GBP/DKK -4.90 -4.40
GBP/HUF 0.00 5.00 GBP/HUF 0.00 5.00 GBP/HKD -2.50 -0.50 GBP/HKD -2.50 -0.50 GBP/HKD -2.00 0.00
GBP/JPY -3.46 -3.41 GBP/JPY -3.43 -3.38 GBP/HUF 0.00 5.00 GBP/HUF 0.00 5.00 GBP/HUF 0.00 5.00
GBP/NOK -2.10 -1.60 GBP/NOK -2.00 -1.50 GBP/JPY -3.39 -3.34 GBP/JPY -3.37 -3.32 GBP/JPY -3.31 -3.26
GBP/NZD 1.75 2.05 GBP/NZD 1.20 1.50 GBP/NOK -1.90 -1.40 GBP/NOK -1.90 -1.40 GBP/NOK -1.70 -1.20
GBP/PLN -1.80 -1.30 GBP/PLN -1.70 -1.20 GBP/NZD 1.60 1.90 GBP/NZD 1.60 1.90 GBP/NZD 1.60 1.90
GBP/SEK -7.00 -6.50 GBP/SEK -7.00 -6.50 GBP/PLN -1.80 -1.30 GBP/PLN -1.80 -1.30 GBP/PLN -1.70 -1.20
GBP/SGD -3.20 -2.80 GBP/SGD -3.00 -2.60 GBP/SEK -6.90 -6.40 GBP/SEK -6.90 -6.40 GBP/SEK -7.00 -6.50
GBP/THB -5.00 0.00 GBP/THB -5.00 0.00 GBP/SGD -3.20 -2.80 GBP/SGD -3.20 -2.80 GBP/SGD -3.10 -2.70
GBP/TRY 7.00 7.50 GBP/TRY 6.00 8.00 GBP/THB -5.00 0.00 GBP/THB -5.00 0.00 GBP/THB -5.00 0.00
GBP/USD -0.54 -0.49 GBP/USD -0.53 -0.48 GBP/TRY 6.00 8.00 GBP/TRY 6.00 8.00 GBP/TRY 6.00 8.00
GBP/ZAR 14.50 16.50 GBP/ZAR 15.00 17.00 GBP/USD -0.51 -0.46 GBP/USD -0.54 -0.49 GBP/USD -0.55 -0.50
HKD/JPY -24.00 -19.00 HKD/JPY -24.00 -19.00 GBP/ZAR 16.00 18.00 GBP/ZAR 16.00 18.00 GBP/ZAR 14.50 16.50
MXN/JPY -22.00 -17.00 MXN/JPY -22.00 -17.00 HKD/JPY -22.00 -17.00 HKD/JPY -22.00 -17.00 HKD/JPY -21.00 -16.00
NOK/DKK -0.60 -0.10 NOK/DKK -0.50 0.00 MXN/JPY -21.00 -16.00 MXN/JPY -22.00 -17.00 MXN/JPY -21.00 -16.00
NOK/JPY -29.00 -24.00 NOK/JPY -30.00 -25.00 NOK/DKK -0.50 0.00 NOK/DKK -0.50 0.00 NOK/DKK -0.50 0.00
NOK/SEK -0.4300 -0.3300 NOK/SEK -0.43 -0.33 NOK/JPY -29.00 -24.00 NOK/JPY -30.00 -25.00 NOK/JPY -30.00 -25.00
NZD/CAD -0.7500 -0.7000 NZD/CAD -0.62 -0.57 NOK/SEK -0.44 -0.34 NOK/SEK -0.44 -0.34 NOK/SEK -0.48 -0.38
NZD/CHF -1.5100 -1.4600 NZD/CHF -1.41 -1.36 NZD/CAD -0.72 -0.67 NZD/CAD -0.72 -0.67 NZD/CAD -0.69 -0.64
NZD/CZK -22.0000 -17.0000 NZD/CZK -20.00