323 B
323 B
| 1 | tenor | days | spot | atm | rr25 | bf25 | rr10 | bf10 | r_dom | r_for |
|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 1W | 7 | 1.0850 | 7.50 | -0.20 | 0.15 | -0.40 | 0.50 | 0.0430 | 0.0250 |
| 3 | 1M | 30 | 1.0850 | 7.80 | -0.25 | 0.18 | -0.50 | 0.60 | 0.0430 | 0.0250 |
| 4 | 3M | 91 | 1.0850 | 8.10 | -0.30 | 0.20 | -0.60 | 0.70 | 0.0430 | 0.0250 |
| 5 | 6M | 182 | 1.0850 | 8.30 | -0.35 | 0.22 | -0.70 | 0.80 | 0.0430 | 0.0250 |
| 6 | 1Y | 365 | 1.0850 | 8.50 | -0.40 | 0.25 | -0.80 | 0.90 | 0.0430 | 0.0250 |