| INSTRUMENT | SWAPLONG | SWAPSHORT |
| USD /CHF | -0.40 | -0.16 |
| EUR /USD | 0.40 | -1.30 |
| USD /JPY | 0.15 | -0.80 |
| GBP /USD | 0.80 | -1.30 |
| GBP /CHF | 0.60 | -1.50 |
| GBP /JPY | 1.50 | -2.00 |
| EUR /JPY | 0.80 | -1.50 |
| EUR /CHF | 0.30 | -1.00 |
| EUR /GBP | -0.30 | -0.10 |
| INDU | 0.00 | 0.00 |
| NASDC | 0.00 | 0.00 |
| S&P500 | 0.00 | 0.00 |
| AUD /USD | 1.00 | -1.20 |
| USD /CAD | -0.50 | 0.10 |
| NZD /USD | 0.20 | -0.50 |