| Maturity | JPY/USD | EUR/USD | GBP/USD |
| 1 | 0.5 | 0.87 | 0.5 |
| 2 | 2.5 | 0.25 | 0.87 |
| 3 | 4.62 | 0.87 | 1.25 |
| 4 | 6.12 | 1.5 | 1.5 |
| 5 | 8.12 | 2.25 | 1.87 |
| 6 | 10 | 2.25 | 2.37 |
| 7 | 11.5 | 2.25 | 2.75 |
| 8 | 13.25 | 2.25 | 3.37 |
| 9 | 14.25 | 2.25 | 3.75 |
| 10 | 15.5 | 2.25 | 4 |
| 15 | 21 | 0.25 | 5.5 |
| 20 | 24.75 | 1.62 | 6.25 |
| Source: Prebon Marshall Yamane. Tel: 44 (0) 20 7200 7201 E-Mail: BasisSwaps@prebon.co.uk |
