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ytfloyd
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Joined: July 14th, 2002, 3:00 am

FX corr swap notionals

September 6th, 2007, 6:07 pm

Anybody who sees FX correlation swaps trade, can you tell me what typical notional amounts are on these for say eurusd, usdjpy corr swap? many thanks.
 
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dekac
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Joined: August 27th, 2007, 11:27 am

FX corr swap notionals

September 7th, 2007, 8:18 pm

HiThis is currency rates in this moment :07/09/2007 16:00EUR/USD 1.3767 1.3770 GBP/USD 2.0285 2.0289 USD/JPY 113.37 113.40 USD/CHF 1.1885 1.1888 AUD/USD 0.8265 0.8268 NZD/USD 0.6909 0.6914 USD/CAD 1.0549 1.0553 EUR/JPY 156.09 156.13 XAU/USD 700.63 701.23 XAG/USD 12.5100 12.5600
Last edited by dekac on September 6th, 2007, 10:00 pm, edited 1 time in total.
 
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ytfloyd
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Joined: July 14th, 2002, 3:00 am

FX corr swap notionals

September 7th, 2007, 8:23 pm

Gee thanks for the shameless plug of your website that does not even pretend to answer my qeustion. Way to honor the spirit of this forum.
 
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dekac
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Joined: August 27th, 2007, 11:27 am

FX corr swap notionals

September 7th, 2007, 9:17 pm

QuoteOriginally posted by: ytfloydGee thanks for the shameless plug of your website that does not even pretend to answer my qeustion. Way to honor the spirit of this forum.Sorry if my answer didn't help you, ok I removed link which suggest to you ....Sorry man, my intention have been the best...regards