Swap Rates[2008.1.4] Swap Rates[2008.1.11] Swap Rates[2008.1.18] Swap Rates[2008.1.24] Swap Rates[2008.1.31]
Cross Bid  Ask Cross Bid  Ask Cross Bid  Ask Cross Bid  Ask Cross Bid  Ask
AUD/CAD -0.09 -0.04 AUD/CAD -0.50 -0.45 AUD/CAD -0.60 -0.55 AUD/CAD -0.53 -0.48 AUD/CAD -0.70 -0.65
AUD/CHF -1.07 -1.02 AUD/CHF -1.16 -1.11 AUD/CHF -1.17 -1.12 AUD/CHF -1.11 -1.06 AUD/CHF -1.08 -1.03
AUD/CZK -13.00 -8.00 AUD/CZK -15.00 -10.00 AUD/CZK -14.00 -9.00 AUD/CZK -15.00 -10.00 AUD/CZK -16.00 -11.00
AUD/DKK -2.60 -2.10 AUD/DKK -3.00 -2.50 AUD/DKK -3.90 -3.40 AUD/DKK -3.00 -2.50 AUD/DKK -3.20 -2.70
AUD/HKD -8.30 -6.30 AUD/HKD -8.00 -6.00 AUD/HKD -7.30 -5.30 AUD/HKD -9.00 -7.00 AUD/HKD -9.40 -7.40
AUD/JPY -1.51 -1.46 AUD/JPY -1.56 -1.51 AUD/JPY -1.60 -1.55 AUD/JPY -1.54 -1.49 AUD/JPY -1.59 -1.54
AUD/NOK -1.20 -0.70 AUD/NOK -2.20 -1.70 AUD/NOK -2.40 -1.90 AUD/NOK -1.60 -1.10 AUD/NOK -1.70 -1.20
AUD/NZD 0.71 0.81 AUD/NZD 0.74 0.84 AUD/NZD 0.62 0.72 AUD/NZD 0.55 0.65 AUD/NZD 0.50 0.60
AUD/PLN -1.10 -0.60 AUD/PLN -1.00 -0.50 AUD/PLN -1.00 -0.50 AUD/PLN -1.00 -0.50 AUD/PLN -1.00 -0.50
AUD/SEK -3.20 -2.70 AUD/SEK -4.30 -3.80 AUD/SEK -4.70 -4.20 AUD/SEK -3.80 -3.30 AUD/SEK -4.10 -3.60
AUD/SGD -1.70 -1.20 AUD/SGD -1.90 -1.70 AUD/SGD -1.45 -1.25 AUD/SGD -1.75 -1.55 AUD/SGD -1.60 -1.40
AUD/THB -5.00 0.00 AUD/THB -5.00 0.00 AUD/THB -5.00 0.00 AUD/THB -5.00 0.00 AUD/THB -5.00 0.00
AUD/USD -0.42 -0.37 AUD/USD -0.56 -0.51 AUD/USD -0.59 -0.54 AUD/USD -0.70 -0.65 AUD/USD -0.91 -0.86
AUD/ZAR 6.10 8.10 AUD/ZAR 6.30 8.30 AUD/ZAR 6.00 8.00 AUD/ZAR 6.00 8.00 AUD/ZAR 7.00 9.00
CAD/CHF -0.59 -0.54 CAD/CHF -0.62 -0.57 CAD/CHF -0.59 -0.54 CAD/CHF -0.56 -0.51 CAD/CHF -0.44 -0.39
CAD/DKK -0.40 0.10 CAD/DKK -0.30 0.20 CAD/DKK -0.80 -0.30 CAD/DKK 0.60 1.10 CAD/DKK 0.00 0.50
CAD/HKD -5.00 -3.00 CAD/HKD -4.00 -2.00 CAD/HKD -4.30 -2.30 CAD/HKD -5.00 -3.00 CAD/HKD -4.80 -2.80
CAD/JPY -1.10 -1.05 CAD/JPY -1.11 -1.06 CAD/JPY -1.04 -0.99 CAD/JPY -1.05 -1.00 CAD/JPY -1.01 -0.96
CAD/NOK 1.30 1.80 CAD/NOK 1.00 1.50 CAD/NOK 1.00 1.50 CAD/NOK 1.40 1.90 CAD/NOK 1.60 2.10
CAD/PLN 0.20 0.70 CAD/PLN 0.20 0.70 CAD/PLN 0.10 0.60 CAD/PLN 0.50 1.00 CAD/PLN 0.50 1.00
CAD/SEK 0.00 0.50 CAD/SEK -0.50 0.00 CAD/SEK -0.90 -0.40 CAD/SEK 0.20 0.70 CAD/SEK 0.20 0.70
CAD/SGD -0.90 -0.70 CAD/SGD -1.25 -1.05 CAD/SGD -0.75 -0.55 CAD/SGD -1.10 -0.90 CAD/SGD -0.80 -0.60
CHF/CZK 5.00 10.00 CHF/CZK 3.00 8.00 CHF/CZK 5.00 10.00 CHF/CZK 5.00 10.00 CHF/CZK 2.00 7.00
CHF/DKK 2.50 3.00 CHF/DKK 2.10 2.60 CHF/DKK 2.00 2.50 CHF/DKK 2.80 3.30 CHF/DKK 2.00 2.50
CHF/HKD -0.50 1.50 CHF/HKD 0.00 2.00 CHF/HKD 1.00 3.00 CHF/HKD -1.00 1.00 CHF/HKD -1.50 0.50
CHF/HUF 1.80 2.30 CHF/HUF 2.10 2.60 CHF/HUF 2.00 2.50 CHF/HUF 2.00 2.50 CHF/HUF 2.00 2.50
CHF/JPY -0.50 -0.45 CHF/JPY -0.46 -0.41 CHF/JPY -0.48 -0.43 CHF/JPY -0.50 -0.45 CHF/JPY -0.58 -0.53
CHF/NOK 4.20 4.70 CHF/NOK 4.20 4.70 CHF/NOK 4.20 4.70 CHF/NOK 4.00 4.50 CHF/NOK 3.70 4.20
CHF/PLN 1.60 2.10 CHF/PLN 1.70 2.20 CHF/PLN 1.60 2.10 CHF/PLN 1.50 2.00 CHF/PLN 1.50 2.00
CHF/SEK 3.00 3.50 CHF/SEK 3.30 3.80 CHF/SEK 3.10 3.60 CHF/SEK 3.20 3.70 CHF/SEK 2.50 3.00
CHF/SGD -0.80 -0.30 CHF/SGD -1.00 -0.50 CHF/SGD -1.10 -0.60 CHF/SGD -0.80 -0.30 CHF/SGD -0.70 -0.20
CHF/TRY 3.00 5.00 CHF/TRY 3.00 5.00 CHF/TRY 3.00 5.00 CHF/TRY 3.00 5.00 CHF/TRY 3.00 5.00
CHF/ZAR 13.50 15.50 CHF/ZAR 14.20 16.20 CHF/ZAR 14.00 16.00 CHF/ZAR 14.00 16.00 CHF/ZAR 15.00 17.00
CZK/HUF 4.00 9.00 CZK/HUF 9.00 14.00 CZK/HUF 7.00 12.00 CZK/HUF 8.50 13.50 CZK/HUF 9.00 14.00
CZK/JPY -6.00 -4.00 CZK/JPY -6.00 -4.00 CZK/JPY -6.00 -4.00 CZK/JPY -6.00 -4.00 CZK/JPY -5.50 -3.50
DKK/CZK -0.50 0.00 DKK/CZK -0.60 -0.10 DKK/CZK -0.40 0.10 DKK/CZK -1.20 -0.70 DKK/CZK -0.90 -0.40
DKK/HUF 0.10 0.60 DKK/HUF 0.10 0.60 DKK/HUF 0.00 0.50 DKK/HUF 0.10 0.60 DKK/HUF 0.10 0.60
DKK/JPY -24.00 -19.00 DKK/JPY -24.00 -19.00 DKK/JPY -23.00 -18.00 DKK/JPY -28.00 -23.00 DKK/JPY -25.00 -20.00
DKK/PLN -0.20 0.30 DKK/PLN -0.20 0.30 DKK/PLN 0.00 0.50 DKK/PLN -0.20 0.30 DKK/PLN -0.40 0.10
DKK/SEK -0.20 0.30 DKK/SEK -0.20 0.30 DKK/SEK -0.20 0.30 DKK/SEK -0.40 0.10 DKK/SEK -0.20 0.30
DKK/SGD -0.50 0.00 DKK/SGD -0.50 0.00 DKK/SGD -0.40 0.10 DKK/SGD -0.50 0.00 DKK/SGD -0.40 0.10
DKK/THB 0.00 5.00 DKK/THB 0.00 5.00 DKK/THB 0.00 5.00 DKK/THB 0.00 5.00 DKK/THB 0.00 5.00
DKK/ZAR 1.00 3.00 DKK/ZAR 1.80 3.80 DKK/ZAR 1.30 3.30 DKK/ZAR 1.40 3.40 DKK/ZAR 1.40 3.40
EUR/AUD 1.03 1.13 EUR/AUD 1.04 1.14 EUR/AUD 1.06 1.16 EUR/AUD 1.06 1.16 EUR/AUD 1.06 1.16
EUR/CAD 0.00 0.15 EUR/CAD 0.00 0.15 EUR/CAD 0.02 0.17 EUR/CAD 0.00 0.15 EUR/CAD -0.10 0.05
EUR/CHF -0.88 -0.83 EUR/CHF -0.82 -0.77 EUR/CHF -0.94 -0.89 EUR/CHF -0.79 -0.74 EUR/CHF -0.73 -0.68
EUR/CZK -3.00 2.00 EUR/CZK -3.00 2.00 EUR/CZK -3.00 2.00 EUR/CZK -5.00 0.00 EUR/CZK -7.00 -2.00
EUR/DKK 0.70 1.20 EUR/DKK 0.30 0.80 EUR/DKK 0.10 0.60 EUR/DKK 1.30 1.80 EUR/DKK 0.00 0.50
EUR/GBP 0.27 0.37 EUR/GBP 0.26 0.36 EUR/GBP 0.23 0.33 EUR/GBP 0.23 0.33 EUR/GBP 0.22 0.32
EUR/HKD -5.00 -3.00 EUR/HKD -4.40 -2.40 EUR/HKD -4.40 -2.40 EUR/HKD -7.00 -5.00 EUR/HKD -7.00 -5.00
EUR/HUF 1.40 1.90 EUR/HUF 2.10 2.60 EUR/HUF 1.50 2.00 EUR/HUF 1.90 2.40 EUR/HUF 1.90 2.40
EUR/JPY -1.49 -1.44 EUR/JPY -1.59 -1.54 EUR/JPY -1.51 -1.46 EUR/JPY -1.51 -1.46 EUR/JPY -1.59 -1.54
EUR/MXN 8.00 13.00 EUR/MXN 10.00 15.00 EUR/MXN 12.00 17.00 EUR/MXN 11.00 16.00 EUR/MXN 8.00 13.00
EUR/NOK 2.80 3.30 EUR/NOK 2.40 2.90 EUR/NOK 2.30 2.80 EUR/NOK 2.50 3.00 EUR/NOK 2.50 3.00
EUR/NZD 2.25 2.55 EUR/NZD 2.35 2.65 EUR/NZD 2.00 2.30 EUR/NZD 2.05 2.35 EUR/NZD 1.95 2.25
EUR/PLN 1.00 1.50 EUR/PLN 1.00 1.50 EUR/PLN 0.90 1.40 EUR/PLN 0.90 1.40 EUR/PLN 1.00 1.50
EUR/SEK 0.60 1.10 EUR/SEK 0.10 0.60 EUR/SEK -0.20 0.30 EUR/SEK 0.50 1.00 EUR/SEK 0.00 0.50
EUR/SGD -1.30 -1.10 EUR/SGD -1.65 -1.45 EUR/SGD -1.45 -1.25 EUR/SGD -1.60 -1.40 EUR/SGD -1.80 -1.60
EUR/SKK 0.00 5.00 EUR/SKK 6.00 11.00 EUR/SKK -2.00 3.00 EUR/SKK -3.00 2.00 EUR/SKK -4.00 1.00
EUR/THB 0.00 5.00 EUR/THB 0.00 5.00 EUR/THB 0.00 5.00 EUR/THB 0.00 5.00 EUR/THB 0.00 5.00
EUR/TRY 4.00 6.00 EUR/TRY 4.00 6.00 EUR/TRY 4.00 6.00 EUR/TRY 4.00 6.00 EUR/TRY 4.00 6.00
EUR/USD 0.24 0.28 EUR/USD 0.16 0.20 EUR/USD 0.09 0.13 EUR/USD -0.21 -0.17 EUR/USD -0.41 -0.37
EUR/ZAR 17.50 19.50 EUR/ZAR 18.50 20.50 EUR/ZAR 17.50 19.50 EUR/ZAR 17.70 19.70 EUR/ZAR 19.80 21.80
GBP/AUD -0.65 -0.45 GBP/AUD 0.42 0.62 GBP/AUD 0.55 0.75 GBP/AUD 0.55 0.75 GBP/AUD 0.55 0.75
GBP/CAD -0.80 -0.60 GBP/CAD -0.80 -0.60 GBP/CAD -0.85 -0.65 GBP/CAD -0.80 -0.60 GBP/CAD -0.90 -0.70
GBP/CHF -2.05 -1.95 GBP/CHF -2.07 -1.97 GBP/CHF -2.00 -1.90 GBP/CHF -1.93 -1.83 GBP/CHF -1.81 -1.71
GBP/CZK -19.00 -14.00 GBP/CZK -24.00 -19.00 GBP/CZK -23.00 -18.00 GBP/CZK -19.00 -14.00 GBP/CZK -23.00 -18.00
GBP/DKK -3.70 -3.20 GBP/DKK -4.00 -3.50 GBP/DKK -4.00 -3.50 GBP/DKK -2.00 -1.50 GBP/DKK -3.80 -3.30
GBP/HKD -14.30 -12.30 GBP/HKD -12.00 -10.00 GBP/HKD -10.60 -8.60 GBP/HKD -14.00 -12.00 GBP/HKD -14.50 -12.50
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 -2.95 -2.90 GBP/JPY -2.89 -2.84 GBP/JPY -2.81 -2.76 GBP/JPY -2.82 -2.77 GBP/JPY -2.86 -2.81
GBP/NOK -0.50 0.00 GBP/NOK -0.70 -0.20 GBP/NOK -0.40 0.10 GBP/NOK -0.20 0.30 GBP/NOK -0.20 0.30
GBP/NZD 1.90 2.20 GBP/NZD 2.10 2.40 GBP/NZD 1.85 2.15 GBP/NZD 1.75 2.05 GBP/NZD 1.70 2.00
GBP/PLN -0.80 -0.30 GBP/PLN -0.70 -0.20 GBP/PLN -1.00 -0.50 GBP/PLN -0.50 0.00 GBP/PLN -0.50 0.00
GBP/SEK -4.60 -4.10 GBP/SEK -4.50 -4.00 GBP/SEK -4.80 -4.30 GBP/SEK -3.90 -3.40 GBP/SEK -4.50 -4.00
GBP/SGD -2.95 -2.55 GBP/SGD -3.50 -3.10 GBP/SGD -2.60 -2.20 GBP/SGD -3.20 -2.80 GBP/SGD -2.80 -2.40
GBP/THB -5.00 0.00 GBP/THB -5.00 0.00 GBP/THB -5.00 0.00 GBP/THB -5.00 0.00 GBP/THB -5.00 0.00
GBP/TRY 6.00 8.00 GBP/TRY 6.00 8.00 GBP/TRY 6.00 8.00 GBP/TRY 6.00 8.00 GBP/TRY 6.00 8.00
GBP/USD -0.60 -0.55 GBP/USD -0.71 -0.66 GBP/USD -0.68 -0.63 GBP/USD -1.02 -0.97 GBP/USD -1.30 -1.25
GBP/ZAR 18.00 20.00 GBP/ZAR 19.50 21.50 GBP/ZAR 18.50 20.50 GBP/ZAR 18.50 20.50 GBP/ZAR 21.50 23.50
HKD/JPY -9.00 -4.00 HKD/JPY -11.00 -6.00 HKD/JPY -11.00 -6.00 HKD/JPY -9.00 -4.00 HKD/JPY -8.00 -3.00
MXN/JPY -18.00 -13.00 MXN/JPY -20.00 -15.00 MXN/JPY -21.00 -16.00 MXN/JPY -21.00 -16.00 MXN/JPY -19.00 -14.00
NOK/DKK -0.31 -0.21 NOK/DKK -0.50 0.00 NOK/DKK -0.50 0.00 NOK/DKK -0.50 0.00 NOK/DKK -0.60 -0.10
NOK/JPY -30.00 -25.00 NOK/JPY -28.00 -23.00 NOK/JPY -29.00 -24.00 NOK/JPY -28.00 -23.00 NOK/JPY -29.00 -24.00
NOK/SEK -0.39 -0.29 NOK/SEK -0.36 -0.26 NOK/SEK -0.39 -0.29 NOK/SEK -0.32 -0.22 NOK/SEK -0.41 -0.31
NZD/CAD -0.88 -0.83 NZD/CAD -0.95 -0.90 NZD/CAD -0.85 -0.80 NZD/CAD -0.84 -0.79 NZD/CAD -0.88 -0.83
NZD/CHF -1.48 -1.43 NZD/CHF -1.58 -1.53 NZD/CHF -1.42 -1.37 NZD/CHF -1.37 -1.32 NZD/CHF -1.32 -1.27
NZD/CZK -17.00 -12.00 NZD/CZK -18.00 -13.00 NZD/CZK -18.00 -13.00 NZD/CZK -19.00 -14.00 NZD/CZK -20.00 -15.00
NZD/DKK -4.70 -4.20 NZD/DKK -5.50 -5.00 NZD/DKK -4.70 -4.20 NZD/DKK -4.50 -4.00 NZD/DKK -4.60 -4.10
NZD/HKD -11.00 -9.00 NZD/HKD -11.00 -9.00 NZD/HKD -9.30 -7.30 NZD/HKD -11.00 -9.00 NZD/HKD -11.00 -9.00
NZD/HUF -0.50 0.00 NZD/HUF -0.30 0.20 NZD/HUF -0.80 -0.30 NZD/HUF -0.20 0.30 NZD/HUF -0.30 0.20
NZD/JPY -1.84 -1.79 NZD/JPY -1.90 -1.85 NZD/JPY -1.74 -1.69 NZD/JPY -1.73 -1.68 NZD/JPY -1.74 -1.69
NZD/PLN -1.20 -1.50 NZD/PLN -2.10 -1.60 NZD/PLN -1.90 -1.40 NZD/PLN -1.80 -1.30 NZD/PLN -1.70 -1.20
NZD/SEK -4.70 -4.20 NZD/SEK -4.70 -4.20 NZD/SEK -5.30 -4.80 NZD/SEK -4.10 -3.60 NZD/SEK -6.80 -6.30
NZD/SGD -2.05 -1.85 NZD/SGD -2.40 -2.20 NZD/SGD -1.60 -1.40 NZD/SGD -2.10 -1.90 NZD/SGD -1.90 -1.70
NZD/THB -5.00 0.00 NZD/THB