|
Euro
|
|
|
|
|
1 Year Tenor, 11:00 A.M. (London Time)
|
-0.561
|
-0.563
|
-0.393
|
|
1 Year Tenor, 12:00 P.M. (London Time)
|
-0.558
|
-0.563
|
-0.392
|
|
2 Year Tenor, 11:00 A.M. (London Time)
|
-0.530
|
-0.535
|
-0.304
|
|
2 Year Tenor, 12:00 P.M. (London Time)
|
-0.528
|
-0.534
|
-0.302
|
|
3 Year Tenor, 11:00 A.M. (London Time)
|
-0.510
|
-0.518
|
-0.263
|
|
3 Year Tenor, 12:00 P.M. (London Time)
|
-0.508
|
-0.518
|
-0.259
|
|
4 Year Tenor, 11:00 A.M. (London Time)
|
-0.480
|
-0.492
|
-0.215
|
|
4 Year Tenor, 12:00 P.M. (London Time)
|
-0.478
|
-0.492
|
-0.210
|
|
5 Year Tenor, 11:00 A.M. (London Time)
|
-0.443
|
-0.457
|
-0.164
|
|
5 Year Tenor, 12:00 P.M. (London Time)
|
-0.441
|
-0.458
|
-0.158
|
|
6 Year Tenor, 11:00 A.M. (London Time)
|
-0.403
|
-0.418
|
-0.110
|
|
6 Year Tenor, 12:00 P.M. (London Time)
|
-0.401
|
-0.419
|
-0.102
|
|
7 Year Tenor, 11:00 A.M. (London Time)
|
-0.359
|
-0.375
|
-0.052
|
|
7 Year Tenor, 12:00 P.M. (London Time)
|
-0.358
|
-0.375
|
-0.045
|
|
8 Year Tenor, 11:00 A.M. (London Time)
|
-0.312
|
-0.328
|
0.008
|
|
8 Year Tenor, 12:00 P.M. (London Time)
|
-0.312
|
-0.329
|
0.016
|
|
9 Year Tenor, 11:00 A.M. (London Time)
|
-0.265
|
-0.281
|
0.068
|
|
9 Year Tenor, 12:00 P.M. (London Time)
|
-0.265
|
-0.282
|
0.076
|
|
10 Year Tenor, 11:00 A.M. (London Time)
|
-0.217
|
-0.233
|
0.127
|
|
10 Year Tenor, 12:00 P.M. (London Time)
|
-0.218
|
-0.234
|
0.137
|
|
12 Year Tenor, 11:00 A.M. (London Time)
|
-0.128
|
-0.145
|
0.239
|
|
12 Year Tenor, 12:00 P.M. (London Time)
|
-0.128
|
-0.145
|
0.248
|
|
15 Year Tenor, 11:00 A.M. (London Time)
|
-0.022
|
-0.039
|
0.380
|
|
15 Year Tenor, 12:00 P.M. (London Time)
|
-0.023
|
-0.040
|
0.390
|
|
20 Year Tenor, 11:00 A.M. (London Time)
|
0.066
|
0.049
|
0.516
|
|
20 Year Tenor, 12:00 P.M. (London Time)
|
0.065
|
0.049
|
0.526
|
|
25 Year Tenor, 11:00 A.M. (London Time)
|
0.076
|
0.057
|
0.559
|
|
25 Year Tenor, 12:00 P.M. (London Time)
|
0.075
|
0.057
|
0.569
|
|
30 Year Tenor, 11:00 A.M. (London Time)
|
0.053
|
0.034
|
0.559
|
|
30 Year Tenor, 12:00 P.M. (London Time)
|
0.049
|
0.033
|
0.568
|
|
British Pound
|
|
|
|
|
1 Year Tenor, 11:00 A.M. (London Time)
|
-0.028
|
-0.026
|
.
|
|
2 Year Tenor, 11:00 A.M. (London Time)
|
0.071
|
0.073
|
0.640
|
|
3 Year Tenor, 11:00 A.M. (London Time)
|
0.132
|
0.134
|
0.654
|
|
4 Year Tenor, 11:00 A.M. (London Time)
|
0.194
|
0.196
|
0.680
|
|
5 Year Tenor, 11:00 A.M. (London Time)
|
0.256
|
0.254
|
0.709
|
|
6 Year Tenor, 11:00 A.M. (London Time)
|
0.310
|
0.308
|
0.736
|
|
7 Year Tenor, 11:00 A.M. (London Time)
|
0.362
|
0.358
|
0.764
|
|
8 Year Tenor, 11:00 A.M. (London Time)
|
0.412
|
0.406
|
0.791
|
|
9 Year Tenor, 11:00 A.M. (London Time)
|
0.459
|
0.452
|
0.819
|
|
10 Year Tenor, 11:00 A.M. (London Time)
|
0.502
|
0.493
|
0.846
|
|
12 Year Tenor, 11:00 A.M. (London Time)
|
0.571
|
0.563
|
0.893
|
|
15 Year Tenor, 11:00 A.M. (London Time)
|
0.644
|
0.634
|
0.941
|
|
20 Year Tenor, 11:00 A.M. (London Time)
|
0.700
|
0.691
|
0.980
|
|
25 Year Tenor, 11:00 A.M. (London Time)
|
0.712
|
0.704
|
0.986
|
|
30 Year Tenor, 11:00 A.M. (London Time)
|
0.706
|
0.698
|
0.983
|
|
U.S. Dollar
|
|
|
|
|
1 Year Tenor, 11:00 A.M. (London Time)
|
0.196
|
.
|
1.709
|
|
1 Year Tenor, 3:00 P.M. (London Time)
|
0.195
|
.
|
.
|
|
2 Year Tenor, 11:00 A.M. (London Time)
|
0.206
|
.
|
1.611
|
|
3 Year Tenor, 11:00 A.M. (London Time)
|
0.272
|
.
|
.
|
|
4 Year Tenor, 11:00 A.M. (London Time)
|
0.394
|
.
|
1.581
|
|
5 Year Tenor, 11:00 A.M. (London Time)
|
0.534
|
.
|
1.595
|
|
6 Year Tenor, 11:00 A.M. (London Time)
|
0.676
|
.
|
1.618
|
|
7 Year Tenor, 11:00 A.M. (London Time)
|
0.806
|
.
|
.
|
|
8 Year Tenor, 11:00 A.M. (London Time)
|
0.919
|
.
|
1.673
|
|
9 Year Tenor, 11:00 A.M. (London Time)
|
1.019
|
.
|
1.703
|
|
10 Year Tenor, 11:00 A.M. (London Time)
|
1.105
|
.
|
.
|
|
15 Year Tenor, 11:00 A.M. (London Time)
|
1.380
|
.
|
.
|
|
20 Year Tenor, 11:00 A.M. (London Time)
|
1.506
|
.
|
.
|
|
30 Year Tenor, 11:00 A.M. (London Time)
|
1.589
|
.
|
.
|