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Forex Swap Policy and Rates


 Long Swap Short Swap   Long Swap Short Swap
AUD/CAD (1.01) (0.97) GBP/AUD 1.62 1.66
AUD/CHF (1.18) (1.14) GBP/CAD 0.22 0.26
AUD/JPY (1.10) (1.06) GBP/CHF (0.21) (0.17)
AUD/NZD (0.64) (0.60) GBP/JPY (0.23) (0.19)
AUD/USD (1.24) (1.21) GBP/NZD 1.13 1.17
CAD/CHF (0.25) (0.22) GBP/USD (0.15) (0.12)
CAD/JPY (0.25) (0.23) NZD/CAD (0.39) (0.36)
CHF/JPY (0.03) 0.01 NZD/CHF (0.56) (0.52)
EUR/AUD 1.46 1.52 NZD/JPY (0.52) (0.49)
EUR/CAD 0.30 0.32 USD/CAD 0.15 0.25
EUR/CHF (0.06) (0.03) USD/JPY (0.08) (0.05)
EUR/GBP 0.07 0.10 USD/DDK (0.13) (0.23)
EUR/JPY (0.07) (0.04) USD/NOK 1.93 2.09
EUR/NOK 2.67 2.96 USD/SEK 2.69 2.85
EUR/NZD 1.10 1.14 USD/SGD (0.06) 0.04
EUR/SEK 3.70 3.93 USD/HKD (1.40) 0.80
EUR/USD 0.02 0.04


Metals

Long Swap Short Swap
XAUUSD -1.91 +0.13
XAGUSD -1.98 +0.06


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