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Quote Date£º2010-09-07 |
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O/N Shibor |
1W Shibor |
3M Shibor |
FR007/3M Shibor |
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| Term |
Bid |
Ask |
Bid |
Ask |
Bid |
Ask |
Bid |
Ask |
| 0.5Y |
--- |
--- |
--- |
--- |
--- |
--- |
--- |
--- |
| 1Y |
--- |
--- |
--- |
--- |
2.5900 |
2.6400 |
--- |
--- |
| 2Y |
--- |
--- |
--- |
--- |
2.7000 |
2.7500 |
--- |
--- |
| 3Y |
--- |
--- |
--- |
--- |
2.8400 |
2.8900 |
--- |
--- |
| 4Y |
|
|
--- |
--- |
2.9600 |
3.0200 |
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| 5Y |
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--- |
--- |
3.0800 |
3.1400 |
--- |
--- |
| 6Y |
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|
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--- |
--- |
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| 7Y |
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--- |
--- |
--- |
--- |
| 8Y |
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--- |
--- |
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| 9Y |
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--- |
--- |
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| 10Y |
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--- |
--- |
--- |
--- |
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| Quote rules£ºPayment frequency-quarterly; Fixed rate date basis-ACT/365; Floating rate date basis- ACT360; Interest rate payment adjustment-next business day of the adjustment; Interest rate calculation adjustment-Actual days. The BID and ASK value of FR007/3M Shibor Basis Swap is the BP-point of the payment or receipt of FR007. |