SMBC CM Header
Home Page Vertical Green Line
Highlights
- About SMBC CM
Locations
- Hong Kong
- London
- New York
Research
- Weekly Commentary
- Pricing Complex Options
Products
- Traded Products
- Currencies
- Basis Swaps Prices
- Floating Indices
Group Links
- SMBC Group - Japan
- SMBC Group
- Daiwa

Disclaimer
Comments
Basis Swaps

Prices below apply to Floating/Floating Cross Currency Basis Swaps with SMBC Capital Markets Inc.
Prices may vary for non-market standard conventions eg. sizes smaller or larger than standard market range.
All prices shown are indicative. Please call for live prices.
The page is updated at 09:00 GMT daily. Last updated 04/07/2008 09:00:17
EUR/USD
OfferBidMaturity
-27.9-28.41YR
-23.1-23.62YR
-20-20.53YR
-16.8-17.84YR
-14.8-15.85YR
-10.9-12.97YR
-7.1-9.110YR
-2.2-4.215YR
-0.1-2.120YR
 GBP/USD
OfferBidMaturity
-26.1-28.11YR
-21-232YR
-18-203YR
-16.8-18.84YR
-15.9-17.95YR
-14.3-16.37YR
-11.6-13.610YR
-10.1-12.115YR
-9.3-11.320YR
 CHF/USD
OfferBidMaturity
-22.1-24.11YR
-16.9-18.92YR
-13-153YR
-11.4-13.44YR
-10.3-12.35YR
-8.8-10.87YR
-7.3-9.310YR
-2.5-5.515YR
-1.9-4.920YR
JPY/USD
OfferBidMaturity
-13.3-15.31YR
-7.3-9.32YR
-4.9-6.93YR
-2.1-4.14YR
-0.9-2.95YR
2.10.17YR
4.82.810YR
5.93.915YR
6.14.120YR
 SEK/USD
OfferBidMaturity
-18-211YR
-11.4-14.42YR
-8.3-11.33YR
-5.8-8.84YR
-4.8-7.85YR
-3.8-6.87YR
-2.9-5.910YR
0-415YR
0.3-3.720YR
 DKK/USD
OfferBidMaturity
-60-631YR
-43.3-46.32YR
-33-363YR
-26.1-29.14YR
-22.1-25.15YR
-16.4-19.47YR
-10.9-13.910YR
-4.5-8.515YR
-1.5-5.520YR
NOK/USD
OfferBidMaturity
-8.6-11.61YR
-6.9-9.92YR
-6.1-9.13YR
-5.1-8.14YR
-4.4-7.45YR
-4.1-7.17YR
-3.8-6.810YR
-3.3-7.315YR
-3.3-7.320YR
 PLN/USD
OfferBidMaturity
-5.5-111YR
-10-15.52YR
-4.5-103YR
-4.5-104YR
-4.5-105YR
-8.3-13.87YR
-5.8-11.310YR
-5.8-11.315YR
-5.8-11.320YR
 CZK/USD
OfferBidMaturity
4.5-0.51YR
4.5-0.52YR
5.20.23YR
5.20.24YR
4.6-0.45YR
4.8-0.37YR
4.8-0.310YR
4.8-0.315YR
5020YR
CAD/USD
OfferBidMaturity
851YR
11.48.42YR
15.512.53YR
16.513.54YR
16.813.85YR
16.813.87YR
16.813.810YR
11.38.315YR
8.35.320YR
 ZAR/USD
OfferBidMaturity
24101YR
2062YR
1953YR
1954YR
1955YR
1737YR
16210YR
10-415YR
4-1020YR
 AUD/USD
OfferBidMaturity
0.8-4.31YR
3.3-1.82YR
5.30.33YR
5.80.84YR
6.11.15YR
4.6-0.47YR
2.8-2.310YR
-3.4-8.415YR
-7.5-12.520YR
Horizontal Green Line
All pages Copyright © SMBC Capital Markets 2008