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Update Notification – Overnight Swaps – 19 May 2020


Update Notification – Overnight Swaps – 19 May 2020

Dear Valued Clients:

Please find below for the overnight swaps updated on 19 May 2020. Contact us if you have any questions.

Symbol Long Swap Short Swap 3-Day Swaps
AUDUSD -2.013 -1.892 Wednesday
EURUSD -3.553 0.413 Wednesday
GBPUSD -2.981 -2.475 Wednesday
NZDUSD -0.957 -1.650 Wednesday
USDCAD -1.727 -2.233 Thursday
USDCHF 0.960 -3.933 Wednesday
USDJPY -0.660 -3.388 Wednesday
AUDCAD -1.243 -1.364 Wednesday
AUDCHF 0.527 -2.635 Wednesday
AUDJPY -0.286 -1.936 Wednesday
AUDNZD -2.277 -0.660 Wednesday
CADCHF 0.543 -2.822 Wednesday
CADJPY -0.330 -1.980 Wednesday
CHFJPY -3.097 0.097 Wednesday
EURAUD -5.148 0.583 Wednesday
EURCAD -4.675 0.510 Wednesday
EURCHF -0.638 -2.365 Wednesday
EURGBP -3.410 -0.440 Wednesday
EURJPY -2.376 -0.946 Wednesday
EURNZD -6.787 1.628 Wednesday
GBPAUD -3.883 -3.707 Wednesday
GBPCAD -3.685 -3.465 Wednesday
GBPCHF 0.178 -5.698 Wednesday
GBPJPY -1.650 -4.444 Wednesday
GBPNZD -5.797 -2.585 Wednesday
NZDCAD -0.561 -1.760 Wednesday
NZDCHF 0.778 -2.805 Wednesday
NZDJPY 0.170 -2.200 Wednesday
USDCNH -56.947 25.192 Wednesday
USDHKD -12.012 -11.462 Wednesday
USDNOK -3.520 -18.700 Wednesday
USDPLN -10.615 -0.583 Wednesday
USDSEK -3.630 -20.548 Wednesday
USDSGD -1.474 -3.674 Wednesday
USDTRY -76.010 15.989 Thursday
USDZAR -274.230 71.955 Wednesday
XAGUSD -0.719 -0.106 Wednesday
XAUUSD -4.829 -0.913 Wednesday
XBRUSD -17.688 9.563 Wednesday
XNGUSD -103.079 58.209 Wednesday
XTIUSD -30.514 18.681 Wednesday
AUS200 -44.265 -41.188 Friday
EU50 -36.148 -44.182 Friday
FRA40 -27.248 -40.367 Friday
GER30 -48.836 -87.959 Friday
HK50 -189.728 -103.488 Friday
JPN225 -157.850 -189.420 Friday
NAS100 -60.500 -50.600 Friday
SP500 -18.700 -16.500 Friday
UK100 -37.869 -33.361 Friday
US30 -157.300 -132.000 Friday

 

(Note: Swap rates are calculated based on the points method

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