| Swap Rates[2008.3.7] | Swap Rates[2008.3.14] | Swap Rates[2008.3.21] | Swap Rates[2008.3.28] | |||||||||||||||
| Cross | Bid | Ask | Cross | Bid | Ask | Cross | Bid | Ask | Cross | Bid | Ask | |||||||
| AUD/CAD | -0.86 | -0.81 | AUD/CAD | -0.91 | -0.86 | AUD/CAD | -0.86 | -0.81 | AUD/CAD | -0.72 | -0.67 | |||||||
| AUD/CHF | -1.26 | -1.21 | AUD/CHF | -1.26 | -1.21 | AUD/CHF | -1.19 | -1.14 | AUD/CHF | -1.09 | -1.04 | |||||||
| AUD/CZK | -17.00 | -12.00 | AUD/CZK | -16.00 | -11.00 | AUD/CZK | -17.00 | -12.00 | AUD/CZK | -15.00 | -10.00 | |||||||
| AUD/DKK | -3.90 | -3.40 | AUD/DKK | -3.90 | -3.40 | AUD/DKK | -3.80 | -3.30 | AUD/DKK | -3.70 | -3.20 | |||||||
| AUD/HKD | -10.00 | -8.00 | AUD/HKD | -10.10 | -8.10 | AUD/HKD | -11.20 | -9.20 | AUD/HKD | -10.00 | -8.00 | |||||||
| AUD/JPY | -1.76 | -1.71 | AUD/JPY | -1.81 | -1.76 | AUD/JPY | -1.75 | -1.70 | AUD/JPY | -1.57 | -1.52 | |||||||
| AUD/NOK | -2.20 | -1.70 | AUD/NOK | -2.10 | -1.60 | AUD/NOK | -2.30 | -1.80 | AUD/NOK | -2.20 | -1.70 | |||||||
| AUD/NZD | 0.53 | 0.63 | AUD/NZD | 0.40 | 0.50 | AUD/NZD | 0.49 | 0.59 | AUD/NZD | 0.49 | 0.59 | |||||||
| AUD/PLN | -1.20 | -0.70 | AUD/PLN | -1.10 | -0.60 | AUD/PLN | -1.10 | -0.60 | AUD/PLN | -0.80 | -0.30 | |||||||
| AUD/SEK | -4.40 | -3.90 | AUD/SEK | -4.30 | -3.80 | AUD/SEK | -4.20 | -3.70 | AUD/SEK | -4.00 | -3.50 | |||||||
| AUD/SGD | -2.20 | -2.00 | AUD/SGD | -2.45 | -2.25 | AUD/SGD | -2.20 | -2.00 | AUD/SGD | -1.75 | -1.55 | |||||||
| 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 | -1.03 | -0.98 | AUD/USD | -1.12 | -1.07 | AUD/USD | -1.14 | -1.09 | AUD/USD | -0.91 | -0.86 | |||||||
| AUD/ZAR | 6.50 | 8.50 | AUD/ZAR | 8.00 | 10.00 | AUD/ZAR | 7.30 | 9.30 | AUD/ZAR | 8.00 | 10.00 | |||||||
| CAD/CHF | -0.35 | -0.30 | CAD/CHF | -0.33 | -0.28 | CAD/CHF | -0.32 | -0.27 | CAD/CHF | -0.38 | -0.33 | |||||||
| CAD/DKK | 0.60 | 1.10 | CAD/DKK | 0.70 | 1.20 | CAD/DKK | 0.50 | 1.00 | CAD/DKK | -0.30 | 0.20 | |||||||
| CAD/HKD | -1.00 | 1.00 | CAD/HKD | -3.80 | -1.80 | CAD/HKD | -4.70 | -2.70 | CAD/HKD | -5.00 | -3.00 | |||||||
| CAD/JPY | -0.89 | -0.84 | CAD/JPY | -0.93 | -0.88 | CAD/JPY | -0.84 | -0.79 | CAD/JPY | -0.88 | -0.83 | |||||||
| CAD/NOK | 2.30 | 2.80 | CAD/NOK | 2.60 | 3.10 | CAD/NOK | 2.80 | 3.30 | CAD/NOK | 1.30 | 1.80 | |||||||
| CAD/PLN | 0.90 | 1.40 | CAD/PLN | 1.10 | 1.60 | CAD/PLN | 0.90 | 1.40 | CAD/PLN | 0.80 | 1.30 | |||||||
| CAD/SEK | 0.90 | 1.40 | CAD/SEK | 1.30 | 1.80 | CAD/SEK | 0.90 | 1.40 | CAD/SEK | 0.20 | 0.70 | |||||||
| CAD/SGD | -1.05 | -0.85 | CAD/SGD | -1.30 | -1.10 | CAD/SGD | -1.05 | -0.85 | CAD/SGD | -1.50 | -1.30 | |||||||
| CHF/CZK | 4.00 | 9.00 | CHF/CZK | 5.00 | 10.00 | CHF/CZK | 2.00 | 7.00 | CHF/CZK | 4.00 | 9.00 | |||||||
| CHF/DKK | 2.00 | 2.50 | CHF/DKK | 2.20 | 2.70 | CHF/DKK | 0.90 | 1.40 | CHF/DKK | 1.60 | 2.10 | |||||||
| CHF/HKD | 1.70 | 3.70 | CHF/HKD | 0.00 | 2.00 | CHF/HKD | -2.00 | 0.00 | CHF/HKD | -4.00 | -2.00 | |||||||
| CHF/HUF | 2.10 | 2.60 | CHF/HUF | 1.70 | 2.20 | CHF/HUF | 1.90 | 2.40 | CHF/HUF | 1.90 | 2.40 | |||||||
| CHF/JPY | -0.55 | -0.50 | CHF/JPY | -0.53 | -0.48 | CHF/JPY | -0.61 | -0.56 | CHF/JPY | -0.55 | -0.50 | |||||||
| CHF/NOK | 4.10 | 4.60 | CHF/NOK | 4.20 | 4.70 | CHF/NOK | 3.20 | 3.70 | CHF/NOK | 3.50 | 4.00 | |||||||
| CHF/PLN | 1.80 | 2.30 | CHF/PLN | 1.80 | 2.30 | CHF/PLN | 1.70 | 2.20 | CHF/PLN | 1.80 | 2.30 | |||||||
| CHF/SEK | 3.10 | 3.60 | CHF/SEK | 3.30 | 3.80 | CHF/SEK | 2.30 | 2.80 | CHF/SEK | 2.70 | 3.20 | |||||||
| CHF/SGD | -1.00 | -0.50 | CHF/SGD | -1.10 | -0.60 | CHF/SGD | -0.80 | -0.30 | CHF/SGD | -0.50 | 0.00 | |||||||
| CHF/TRY | 3.00 | 5.00 | CHF/TRY | 3.00 | 5.00 | CHF/TRY | 3.00 | 5.00 | CHF/TRY | 3.50 | 5.50 | |||||||
| CHF/ZAR | 16.70 | 18.70 | CHF/ZAR | 18.00 | 20.00 | CHF/ZAR | 17.50 | 19.50 | CHF/ZAR | 18.00 | 20.00 | |||||||
| CZK/HUF | 9.00 | 14.00 | CZK/HUF | 6.00 | 11.00 | CZK/HUF | 7.00 | 12.00 | CZK/HUF | 5.00 | 10.00 | |||||||
| CZK/JPY | -6.50 | -4.50 | CZK/JPY | -6.30 | -4.30 | CZK/JPY | -6.40 | -4.40 | CZK/JPY | -6.40 | -4.40 | |||||||
| DKK/CZK | -0.60 | -0.10 | DKK/CZK | -0.60 | -0.10 | DKK/CZK | -0.20 | 0.30 | DKK/CZK | -0.20 | 0.30 | |||||||
| DKK/HUF | 0.10 | 0.60 | DKK/HUF | 0.00 | 0.50 | DKK/HUF | 0.00 | 0.50 | DKK/HUF | -0.20 | 0.30 | |||||||
| DKK/JPY | -23.00 | -18.00 | DKK/JPY | -23.00 | -18.00 | DKK/JPY | -23.00 | -18.00 | DKK/JPY | -22.00 | -17.00 | |||||||
| DKK/PLN | -0.40 | 0.10 | DKK/PLN | -0.30 | 0.20 | DKK/PLN | -0.30 | 0.20 | DKK/PLN | -0.30 | 0.20 | |||||||
| DKK/SEK | -0.10 | 0.40 | DKK/SEK | 0.00 | 0.50 | DKK/SEK | 0.00 | 0.50 | DKK/SEK | -0.10 | 0.40 | |||||||
| DKK/SGD | -0.50 | 0.00 | DKK/SGD | -0.50 | 0.00 | DKK/SGD | -0.50 | 0.00 | DKK/SGD | -0.50 | 0.00 | |||||||
| 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 | 1.70 | 3.70 | DKK/ZAR | 2.20 | 4.20 | DKK/ZAR | 2.20 | 4.20 | DKK/ZAR | 2.60 | 4.60 | |||||||
| EUR/AUD | 1.40 | 1.50 | EUR/AUD | 1.36 | 1.46 | EUR/AUD | 1.35 | 1.45 | EUR/AUD | 1.26 | 1.36 | |||||||
| EUR/CAD | -0.23 | -0.08 | EUR/CAD | -0.35 | -0.20 | EUR/CAD | -0.27 | -0.12 | EUR/CAD | -0.15 | 0.00 | |||||||
| EUR/CHF | -0.75 | -0.70 | EUR/CHF | -0.77 | -0.72 | EUR/CHF | -0.70 | -0.65 | EUR/CHF | -0.65 | -0.60 | |||||||
| EUR/CZK | -5.00 | 0.00 | EUR/CZK | -5.00 | 0.00 | EUR/CZK | -5.00 | 0.00 | EUR/CZK | -3.00 | 2.00 | |||||||
| EUR/DKK | 0.00 | 0.50 | EUR/DKK | -0.20 | 0.30 | EUR/DKK | -1.50 | -1.00 | EUR/DKK | -0.40 | 0.10 | |||||||
| EUR/GBP | 0.20 | 0.30 | EUR/GBP | 0.21 | 0.31 | EUR/GBP | 0.26 | 0.36 | EUR/GBP | 0.25 | 0.35 | |||||||
| EUR/HKD | -3.20 | -1.20 | EUR/HKD | -7.00 | -5.00 | EUR/HKD | -7.70 | -5.70 | EUR/HKD | -9.20 | -7.20 | |||||||
| EUR/HUF | 2.10 | 2.60 | EUR/HUF | 1.30 | 1.80 | EUR/HUF | 1.20 | 1.70 | EUR/HUF | 0.50 | 1.00 | |||||||
| EUR/JPY | -1.55 | -1.50 | EUR/JPY | -1.54 | -1.49 | EUR/JPY | -1.55 | -1.50 | EUR/JPY | -1.43 | -1.38 | |||||||
| EUR/MXN | 13.00 | 18.00 | EUR/MXN | 15.00 | 20.00 | EUR/MXN | 15.00 | 20.00 | EUR/MXN | 20.00 | 25.00 | |||||||
| EUR/NOK | 3.10 | 3.60 | EUR/NOK | 3.40 | 3.90 | EUR/NOK | 1.60 | 2.10 | EUR/NOK | 2.30 | 2.80 | |||||||
| EUR/NZD | 2.35 | 2.65 | EUR/NZD | 2.10 | 2.40 | EUR/NZD | 2.30 | 2.60 | EUR/NZD | 2.20 | 2.50 | |||||||
| EUR/PLN | 1.20 | 1.70 | EUR/PLN | 1.20 | 1.70 | EUR/PLN | 1.20 | 1.70 | EUR/PLN | 1.50 | 2.00 | |||||||
| EUR/SEK | 0.50 | 1.00 | EUR/SEK | 0.70 | 1.20 | EUR/SEK | 0.60 | 1.10 | EUR/SEK | 0.50 | 1.00 | |||||||
| EUR/SGD | -1.80 | -1.60 | EUR/SGD | -2.65 | -2.45 | EUR/SGD | -2.00 | -1.80 | EUR/SGD | -1.60 | -1.40 | |||||||
| EUR/SKK | -5.00 | 0.00 | EUR/SKK | -9.00 | -4.00 | EUR/SKK | -9.00 | -4.00 | EUR/SKK | -11.00 | -6.00 | |||||||
| 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 | 5.00 | 7.00 | EUR/TRY | 5.00 | 7.00 | EUR/TRY | 5.00 | 7.00 | EUR/TRY | 5.50 | 7.50 | |||||||
| EUR/USD | -0.43 | -0.39 | EUR/USD | -0.43 | -0.39 | EUR/USD | -0.58 | -0.54 | EUR/USD | -0.33 | -0.29 | |||||||
| EUR/ZAR | 21.00 | 23.00 | EUR/ZAR | 22.20 | 24.20 | EUR/ZAR | 22.50 | 24.50 | EUR/ZAR | 23.00 | 25.00 | |||||||
| GBP/AUD | 1.05 | 1.25 | GBP/AUD | 1.00 | 1.20 | GBP/AUD | 0.90 | 1.10 | GBP/AUD | 0.90 | 1.10 | |||||||
| GBP/CAD | -0.95 | -0.75 | GBP/CAD | -1.10 | -0.90 | GBP/CAD | -1.10 | -0.90 | GBP/CAD | -0.80 | -0.60 | |||||||
| GBP/CHF | -1.70 | -1.60 | GBP/CHF | -1.76 | -1.66 | GBP/CHF | -1.82 | -1.72 | GBP/CHF | -1.67 | -1.57 | |||||||
| GBP/CZK | -17.00 | -12.00 | GBP/CZK | -17.00 | -12.00 | GBP/CZK | -19.00 | -14.00 | GBP/CZK | -14.00 | -9.00 | |||||||
| GBP/DKK | -3.10 | -2.60 | GBP/DKK | -3.20 | -2.70 | GBP/DKK | -4.80 | -4.30 | GBP/DKK | -3.40 | -2.90 | |||||||
| GBP/HKD | -8.00 | -6.00 | GBP/HKD | -15.00 | -13.00 | GBP/HKD | -15.70 | -13.70 | GBP/HKD | -13.10 | -11.10 | |||||||
| 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 | -2.69 | -2.64 | GBP/JPY | -2.69 | -2.64 | GBP/JPY | -2.81 | -2.76 | GBP/JPY | -2.50 | -2.45 | |||||||
| GBP/NOK | 0.70 | 1.20 | GBP/NOK | 0.90 | 1.40 | GBP/NOK | -0.80 | -0.30 | GBP/NOK | 0.10 | 0.60 | |||||||
| GBP/NZD | 2.30 | 2.60 | GBP/NZD | 1.95 | 2.25 | GBP/NZD | 1.95 | 2.25 | GBP/NZD | 1.95 | 2.25 | |||||||
| GBP/PLN | 0.00 | 0.50 | GBP/PLN | 0.00 | 0.50 | GBP/PLN | -0.30 | 0.20 | GBP/PLN | 0.20 | 0.70 | |||||||
| GBP/SEK | -3.00 | -2.50 | GBP/SEK | -3.00 | -2.50 | GBP/SEK | -3.40 | -2.90 | GBP/SEK | -3.00 | -2.50 | |||||||
| GBP/SGD | -3.45 | -3.05 | GBP/SGD | -4.00 | -3.60 | GBP/SGD | -3.55 | -3.15 | GBP/SGD | -2.70 | -2.30 | |||||||
| 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 | 6.50 | 8.50 | GBP/TRY | 7.00 | 9.00 | GBP/TRY | 6.50 | 8.50 | |||||||
| GBP/USD | -1.20 | -1.15 | GBP/USD | -1.23 | -1.18 | GBP/USD | -1.62 | -1.57 | GBP/USD | -1.22 | -1.17 | |||||||
| GBP/ZAR | 23.50 | 25.50 | GBP/ZAR | 24.00 | 26.00 | GBP/ZAR | 22.80 | 24.80 | GBP/ZAR | 23.80 | 25.80 | |||||||
| HKD/JPY | -7.00 | -2.00 | HKD/JPY | -8.00 | -3.00 | HKD/JPY | -5.00 | 0.00 | HKD/JPY | -8.00 | -3.00 | |||||||
| MXN/JPY | -20.00 | -15.00 | MXN/JPY | -22.00 | -17.00 | MXN/JPY | -21.00 | -16.00 | MXN/JPY | -24.00 | -19.00 | |||||||
| NOK/DKK | -0.60 | -0.10 | NOK/DKK | -0.60 | -0.10 | NOK/DKK | -0.60 | -0.10 | NOK/DKK | -0.60 | -0.10 | |||||||
| NOK/JPY | -30.00 | -25.00 | NOK/JPY | -30.00 | -25.00 | NOK/JPY | -29.00 | -24.00 | NOK/JPY | -27.00 | -22.00 | |||||||
| NOK/SEK | -0.37 | -0.27 | NOK/SEK | -0.34 | -0.24 | NOK/SEK | -0.23 | -0.13 | NOK/SEK | -0.30 | -0.20 | |||||||
| NZD/CAD | -1.08 | -1.03 | NZD/CAD | -1.05 | -1.00 | NZD/CAD | -1.10 | -1.05 | NZD/CAD | -0.96 | -0.91 | |||||||
| NZD/CHF | -1.45 | -1.40 | NZD/CHF | -1.36 | -1.31 | NZD/CHF | -1.39 | -1.34 | NZD/CHF | -1.29 | -1.24 | |||||||
| NZD/CZK | -24.00 | -19.00 | NZD/CZK | -21.00 | -16.00 | NZD/CZK | -24.00 | -19.00 | NZD/CZK | -20.00 | -15.00 | |||||||
| NZD/DKK | -5.10 | -4.60 | NZD/DKK | -4.70 | -4.20 | NZD/DKK | -5.20 | -4.70 | NZD/DKK | -4.70 | -4.20 | |||||||
| NZD/HKD | -10.30 | -8.30 | NZD/HKD | -11.00 | -9.00 | NZD/HKD | -12.00 | -10.00 | NZD/HKD | -11.00 | -9.00 | |||||||
| NZD/HUF | -0.50 | 0.00 | NZD/HUF | -0.60 | -0.10 | NZD/HUF | -0.80 | -0.30 | NZD/HUF | -0.20 | 0.30 | |||||||
| NZD/JPY | -1.86 | -1.81 | NZD/JPY | -1.74 | -1.69 | NZD/JPY | -1.79 | -1.74 | NZD/JPY | -1.68 | -1.63 | |||||||
| NZD/PLN | -1.90 | -1.40 | NZD/PLN | -1.60 | -1.10 | NZD/PLN | -1.80 | -1.30 | NZD/PLN | -1.50 | -1.00 | |||||||
| NZD/SEK | -6.10 | -5.60 | NZD/SEK | -4.90 | -4.40 | NZD/SEK | -5.00 | -4.50 | NZD/SEK | -3.50 | -3.00 | |||||||
| NZD/SGD | -2.40 | -2.20 | NZD/SGD | -2.55 | -2.35 | NZD/SGD | -2.40 | -2.20 | NZD/SGD | -2.00 | -1.80 | |||||||
| NZD/THB | -5.00 | 0.00 | NZD/THB | -5.00 | 0.00 | NZD/THB | -5.00 | 0.00 | NZD/THB | -5.00 | 0.00 | |||||||
| NZD/USD | -1.24 | -1.19 | NZD/USD | -1.21 | -1.16 | NZD/USD | -1.41 | -1.36 | NZD/USD | -1.15 | -1.10 | |||||||
| NZD/ZAR | 0.20 | 2.20 | NZD/ZAR | 3.00 | 5.00 | NZD/ZAR | 3.00 | 5.00 | NZD/ZAR | 3.00 | 5.00 | |||||||
| PLN/CZK | -5.00 | 0.00 | PLN/CZK | -5.00 | 0.00 | PLN/CZK | -5.00 | 0.00 | PLN/CZK | -6.00 | -1.00 | |||||||
| PLN/HUF | 2.00 | 7.00 | PLN/HUF | 2.00 | 7.00 | PLN/HUF | 2.00 | 7.00 | PLN/HUF | 1.00 | 6.00 | |||||||
| PLN/JPY | -64.00 | -59.00 | PLN/JPY | -64.00 | -59.00 | PLN/JPY | -62.00 | -57.00 | PLN/JPY | -65.00 | -60.00 | |||||||
| SEK/JPY | -20.00 | -15.00 | SEK/JPY | -20.00 | -15.00 | SEK/JPY | -22.00 | -17.00 | SEK/JPY | -19.00 | -14.00 | |||||||
| SEK/PLN | 0.00 | 0.50 | SEK/PLN | 0.00 | 0.50 | SEK/PLN | 0.00 | 0.50 | SEK/PLN | 0.00 | 0.50 | |||||||
| SGD/HKD | 4.00 | 6.00 | SGD/HKD | 3.30 | 5.30 | SGD/HKD | 0.00 | 2.00 | SGD/HKD | 1.80 | 3.80 | |||||||
| SGD/JPY | -0.30 | 0.20 | SGD/JPY | -0.10 | 0.40 | SGD/JPY | -0.20 | 0.30 | SGD/JPY | -0.40 | 0.10 | |||||||
| THB/JPY | -6.00 | 0.00 | THB/JPY | -6.00 | 0.00 | THB/JPY | -6.00 | 0.00 | THB/JPY | -6.00 | 0.00 | |||||||
| TRY/JPY | -420.00 | -370.00 | TRY/JPY | |||||||||||||||