FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-03-19 23:00:02 GMT
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| % | AU | BR | CA | CH | CN | GB | EU | JP | MX | NZ | RU | ZA | KR | TR | IN | MY | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US DOLLAR INDEX | Australian Dollar | Brazilian Real | Canadian Dollar | Swiss Franc | Chinese Yuan | British Pound | European Euro | Japanese Yen | Mexican New Peso | NewZeland Dollar | Russian Rubble | Sud Africa Rand | Korean Won | Turkish Lira (New) | Indian Ruppies | Malaysian Ringgit | |||||||||||||||||
| Rates | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | |||||||||||||||||
| US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | ||||||||||||||||||
| Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | |
| USD | AUD | BRL | CAD | CHF | CNY | GBP | EUR | JPY | MXN | NZD | RUB | ZAR | KRW | TRY | INR | MYR | |||||||||||||||||
| SPOT | 100.00 | - | 1.5312 | - | 5.0334 | - | 1.3604 | - | 1.1269 | - | 7.1986 | - | 1.2721 | - | 1.0865 | - | 150.59 | - | 16.882 | - | 1.6526 | - | 92.483 | - | 18.913 | - | 1337.2 | - | 32.339 | - | 82.987 | - | 4.7298 |
| MAR24 | 103.97 | -0.0003 | 1.5309 | -0.0330 | 5.0004 | +0.0005 | 1.3609 | -0.0014 | 1.1255 | -0.0963 | 7.1023 | +0.0028 | 1.2749 | -0.0001 | 1.0864 | -1.3400 | 149.25 | -0.0450 | 16.837 | +0.0006 | 1.6532 | -1.8030 | 90.680 | +0.0630 | 18.976 | +91.400 | 1428.6 | -0.1955 | 32.144 | +0.0490 | 83.036 | - | 4.7298 |
| APR24 | 103.43 | -0.0015 | 1.5294 | +0.0290 | 5.0294 | -0.0048 | 1.3561 | +0.0240 | 1.1495 | +0.0026 | 7.1049 | -0.0047 | 1.2702 | +0.0023 | 1.0887 | - | 149.25 | +0.1690 | 17.006 | +0.0033 | 1.6565 | +8.1970 | 98.877 | +0.0350 | 19.011 | +46.100 | 1474.7 | +1.2617 | 33.406 | +0.0830 | 83.119 | -0.0105 | 4.7193 |
| MAY24 | 103.30 | -0.0003 | 1.5291 | +0.0008 | 5.0302 | +0.0012 | 1.3573 | -0.0004 | 1.1491 | -0.0026 | 7.1023 | +0.0010 | 1.2712 | +0.0001 | 1.0888 | - | 149.25 | +0.0010 | 17.007 | -0.0024 | 1.6541 | -0.4130 | 98.464 | +0.0370 | 19.048 | -46.100 | 1428.6 | +1.3039 | 34.710 | -0.0240 | 83.095 | +0.0004 | 4.7197 |
| JUN24 | 103.22 | -0.0003 | 1.5288 | +0.0008 | 5.0310 | -0.0018 | 1.3555 | -0.0003 | 1.1488 | -0.0025 | 7.0998 | +0.0010 | 1.2722 | +0.0001 | 1.0889 | - | 149.25 | +0.0010 | 17.008 | -0.0015 | 1.6526 | -0.2430 | 98.221 | - | 19.048 | -44.700 | 1383.9 | +5.1416 | 39.851 | +0.0620 | 83.157 | -0.0098 | 4.7099 |
| JUL24 | 103.18 | -0.0030 | 1.5258 | +0.0156 | 5.0466 | -0.0008 | 1.3547 | -0.0001 | 1.1487 | -0.0050 | 7.0948 | +0.0007 | 1.2729 | +0.0014 | 1.0903 | - | 149.25 | +0.0860 | 17.094 | -0.0008 | 1.6518 | -0.1290 | 98.092 | +0.0450 | 19.093 | -87.800 | 1296.1 | -0.0074 | 39.844 | +0.0870 | 83.244 | -0.0093 | 4.7006 |
| AUG24 | 103.17 | -0.0056 | 1.5202 | +0.0148 | 5.0614 | -0.0004 | 1.3543 | -0.0001 | 1.1486 | -0.0076 | 7.0872 | +0.0009 | 1.2738 | +0.0013 | 1.0916 | - | 149.25 | +0.0880 | 17.182 | -0.0002 | 1.6516 | -0.0460 | 98.046 | +0.0550 | 19.148 | -46.100 | 1250.0 | -0.0027 | 39.841 | +0.0770 | 83.321 | -0.0092 | 4.6914 |
| SEP24 | 103.17 | - | 1.5239 | - | 5.0789 | - | 1.3540 | - | 1.1486 | - | 7.0757 | - | 1.2736 | - | 1.0918 | - | 148.76 | - | 17.265 | - | 1.6515 | - | 98.039 | - | 19.194 | - | 1250.0 | - | 39.841 | - | 83.404 | - | 4.6826 |
| 2Q24 | 103.32 | +0.0052 | 1.5291 | -0.0487 | 5.0302 | +0.0023 | 1.3563 | +0.0005 | 1.1491 | +0.0266 | 7.1023 | -0.0024 | 1.2712 | -0.0030 | 1.0888 | +0.4900 | 149.25 | -0.2580 | 17.007 | +0.0029 | 1.6544 | +0.4820 | 98.521 | -0.1580 | 19.036 | +179.10 | 1429.1 | -3.8519 | 35.989 | -0.2800 | 83.124 | +0.0337 | 4.7163 |
| 3Q24 | 103.17 | -0.0058 | 1.5233 | +0.0321 | 5.0623 | -0.0019 | 1.3544 | -0.0005 | 1.1486 | -0.0164 | 7.0859 | +0.0023 | 1.2735 | +0.0024 | 1.0912 | -0.1600 | 149.09 | +0.1730 | 17.180 | -0.0028 | 1.6516 | -0.4620 | 98.059 | +0.1090 | 19.145 | -163.70 | 1265.4 | +3.8531 | 39.842 | +0.1990 | 83.323 | -0.0248 | 4.6915 |
| 4Q24 | 103.14 | -0.0013 | 1.5220 | +0.0477 | 5.1100 | -0.0015 | 1.3529 | -0.0001 | 1.1485 | -0.0291 | 7.0568 | +0.0003 | 1.2738 | +0.0033 | 1.0945 | -1.9200 | 147.17 | +0.2320 | 17.412 | -0.0006 | 1.6510 | -0.1010 | 97.958 | +0.1600 | 19.305 | -15.400 | 1250.0 | -0.0058 | 39.836 | +0.2570 | 83.580 | -0.0140 | 4.6775 |
| 1Q25 | 102.88 | -0.0066 | 1.5154 | +0.0138 | 5.1238 | -0.0022 | 1.3507 | +0.0107 | 1.1592 | -0.0339 | 7.0229 | +0.0006 | 1.2744 | +0.0046 | 1.0991 | -2.2400 | 144.93 | +0.2350 | 17.647 | -0.0040 | 1.6470 | +3.0800 | 101.04 | +0.1630 | 19.468 | - | 1250.0 | +3.8550 | 43.691 | +0.7330 | 84.313 | +0.0368 | 4.7143 |
| 2Q25 | 101.74 | - | 1.5127 | - | 5.1585 | - | 1.3477 | - | 1.1683 | - | 6.9959 | - | 1.2758 | - | 1.1032 | - | 142.87 | - | 17.838 | - | 1.6466 | - | 105.31 | - | 19.621 | - | 1250.0 | - | 47.582 | - | 86.658 | - | 4.8321 |
| 2024 | 103.29 | +0.0127 | 1.5254 | -0.0977 | 5.0608 | +0.0074 | 1.3551 | -0.0219 | 1.1464 | +0.0878 | 7.0837 | -0.0028 | 1.2730 | -0.0122 | 1.0910 | +5.7100 | 148.58 | -0.6750 | 17.163 | +0.0058 | 1.6524 | -7.8810 | 97.430 | -0.4780 | 19.143 | +76.200 | 1326.2 | -9.6678 | 37.914 | -3.3460 | 83.312 | -0.1335 | 4.6986 |
| 2025 | 101.42 | -0.0106 | 1.5148 | +0.1671 | 5.2279 | -0.0165 | 1.3386 | +0.0274 | 1.1738 | -0.0995 | 6.9842 | +0.0007 | 1.2737 | +0.0143 | 1.1053 | -5.0700 | 143.51 | +0.8220 | 17.985 | -0.0054 | 1.6470 | +5.7440 | 103.17 | +0.5230 | 19.666 | -76.200 | 1250.0 | +12.070 | 49.984 | +7.4120 | 90.724 | +0.3379 | 5.0365 |
| 2026 | 98.637 | -0.0081 | 1.5067 | +0.1595 | 5.3874 | -0.0149 | 1.3237 | +0.0477 | 1.2215 | -0.1113 | 6.8729 | -0.0430 | 1.2307 | +0.0809 | 1.1862 | +2.6400 | 146.15 | +1.0380 | 19.023 | +0.0033 | 1.6503 | - | 109.29 | +0.8240 | 20.490 | - | 1250.0 | +16.464 | 66.448 | +57.357 | 148.08 | -0.0353 | 5.0012 |
| 2027 | 96.533 | -3.8000 | 1.5029 | +0.1329 | 5.5203 | -1.4700 | 1.3090 | +0.0341 | 1.2556 | -8.0000 | 6.7929 | -0.1339 | 1.0968 | +0.2466 | 1.4328 | +9.7400 | 155.89 | +0.8010 | 19.824 | +2.7000 | 1.6530 | - | 132.69 | +0.5810 | 21.071 | - | 1250.0 | +12.102 | 78.551 | +126.82 | 274.90 | - | - |
| SPOT |
|---|
| MAR24 |
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| SEP24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |