Author: fenics
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JPY 2016-09-30
01W_8.55_10.05_-0.675_0.275
01M_10.20_10.85_-0.70_0.2625
02M_10.05_10.70_-0.80_0.3125
03M_10.15_10.80_-0.90_0.35
06M_10.25_10.85_-0.975_0.4375
01Y_10.35_10.95_-1.125_0.5625
02Y_10.70_11.60_-1.625_0.6125
GBP 2016-09-30
01W_5.80_6.85_-0.10_0.1625
01M_7.45_7.85_-0.15_0.1875
02M_7.30_7.70_-0.175_0.2125
03M_7.40_7.80_-0.175_0.2375
06M_8.05_8.45_-0.175_0.30
01Y_7.90_8.20_-0.20_0.3875
02Y_8.00_8.90_-0.225_0.40
USD 2016-09-30
01W_6.45_7.75_-0.475_0.15
01M_9.25_9.75_-0.925_0.175
02M_8.95_9.40_-1.20_0.20
03M_9.05_9.55_-1.40_0.2375
06M_8.80_9.25_-1.475_0.275
01Y_8.70_9.15_-1.525_0.325
02Y_8.55_9.35_-1.30_0.3125
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