FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-02-03 23:00:05 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 | - | 1.4217 | - | 5.2604 | - | 1.3662 | - | 1.2867 | - | 6.9354 | - | 1.3685 | - | 1.1818 | - | 155.50 | - | 17.334 | - | 1.6523 | - | 76.840 | - | 15.965 | - | 1444.3 | - | 43.491 | - | 90.195 | - | 3.9260 |
| FEB26 | 97.352 | -0.0021 | 1.4188 | -0.0388 | 5.2216 | -0.0012 | 1.3650 | +0.0008 | 1.2875 | +0.0235 | 6.9589 | +0.0003 | 1.3688 | - | 1.1837 | +0.7500 | 156.25 | +0.0880 | 17.422 | +0.0005 | 1.6526 | - | 101.01 | +0.1630 | 16.129 | -15.700 | 1428.6 | +0.3287 | 43.820 | +0.0800 | 90.318 | - | 3.9260 |
| MAR26 | 96.998 | +0.0029 | 1.4225 | +0.1224 | 5.3440 | -0.0004 | 1.3646 | +0.0191 | 1.3062 | -0.0193 | 6.9396 | -0.0004 | 1.3684 | - | 1.1851 | -2.4000 | 153.85 | +0.0610 | 17.483 | -0.0141 | 1.6385 | - | 101.01 | +0.0260 | 16.155 | - | 1428.6 | +1.0232 | 44.843 | +0.5250 | 90.843 | -0.0029 | 3.9231 |
| APR26 | 96.946 | -0.0007 | 1.4215 | -0.0078 | 5.3362 | - | 1.3646 | -0.0010 | 1.3054 | +0.0023 | 6.9419 | +0.0003 | 1.3687 | - | 1.1871 | +0.5800 | 154.43 | -0.0080 | 17.475 | +0.0032 | 1.6417 | - | 101.01 | +0.0260 | 16.181 | - | 1428.6 | +0.9903 | 45.833 | -0.0730 | 90.770 | -0.0001 | 3.9230 |
| MAY26 | 96.967 | +0.0053 | 1.4271 | -0.0081 | 5.3281 | -0.0013 | 1.3632 | -0.0004 | 1.3050 | -0.0130 | 6.9289 | -0.0005 | 1.3682 | - | 1.1887 | -0.5800 | 153.85 | +0.0460 | 17.521 | +0.0012 | 1.6429 | - | 101.01 | +0.0070 | 16.188 | - | 1428.6 | +2.0124 | 47.846 | +0.2760 | 91.046 | -0.0026 | 3.9204 |
| JUN26 | 96.970 | +0.0043 | 1.4308 | +0.0370 | 5.3651 | -0.0029 | 1.3604 | -0.0001 | 1.3050 | -0.0134 | 6.9155 | -0.0007 | 1.3675 | - | 1.1934 | - | 153.85 | +0.0470 | 17.568 | +0.0002 | 1.6431 | - | 101.01 | +0.0400 | 16.228 | - | 1428.6 | +0.0012 | 47.847 | +0.1900 | 91.236 | -0.0022 | 3.9182 |
| JUL26 | 96.973 | -0.0113 | 1.4201 | +0.0343 | 5.3994 | -0.0029 | 1.3575 | -0.0001 | 1.3050 | -0.0129 | 6.9026 | +0.0022 | 1.3697 | - | 1.1945 | - | 153.85 | +0.0450 | 17.613 | +0.0002 | 1.6433 | - | 101.01 | +0.0320 | 16.260 | - | 1428.6 | +0.0013 | 47.848 | +0.1830 | 91.419 | -0.0021 | 3.9161 |
| AUG26 | 97.067 | - | 1.4215 | - | 5.4386 | - | 1.3576 | - | 1.3049 | - | 6.8906 | - | 1.3695 | - | 1.1995 | - | 153.85 | - | 17.668 | - | 1.6445 | - | 101.01 | - | 16.293 | - | 1428.6 | - | 47.857 | - | 91.613 | - | 3.9139 |
| 2Q26 | 96.961 | +0.0053 | 1.4268 | -0.0955 | 5.3431 | +0.0051 | 1.3628 | +0.0006 | 1.3051 | +0.0382 | 6.9288 | -0.0013 | 1.3682 | - | 1.2026 | +0.1900 | 154.04 | -0.1470 | 17.521 | -0.0019 | 1.6426 | - | 101.01 | -0.0940 | 16.199 | - | 1428.6 | -0.6820 | 47.175 | -0.5960 | 91.017 | +0.0067 | 3.9206 |
| 3Q26 | 97.073 | -0.0018 | 1.4250 | +0.0955 | 5.4386 | -0.0049 | 1.3579 | -0.0008 | 1.3047 | -0.0386 | 6.8902 | +0.0007 | 1.3689 | - | 1.2063 | -0.1900 | 153.85 | +0.1500 | 17.671 | +0.0026 | 1.6452 | - | 101.01 | +0.0970 | 16.296 | - | 1428.6 | +0.6869 | 47.862 | +0.5960 | 91.613 | -0.0066 | 3.9140 |
| 4Q26 | 96.969 | +0.0038 | 1.4288 | +0.0811 | 5.5197 | -0.0020 | 1.3559 | +0.0089 | 1.3137 | -0.0389 | 6.8513 | +0.0005 | 1.3694 | - | 1.2100 | -0.2600 | 153.59 | +0.1760 | 17.847 | +0.0078 | 1.6530 | - | 101.01 | +0.1060 | 16.402 | - | 1428.6 | +3.1753 | 51.038 | +0.3880 | 92.001 | +0.0019 | 3.9159 |
| 1Q27 | 96.691 | +0.0161 | 1.4449 | +0.0703 | 5.5900 | -0.0045 | 1.3514 | +0.0151 | 1.3288 | -0.0300 | 6.8213 | -0.0038 | 1.3656 | - | 1.2137 | -1.8200 | 151.77 | +0.1610 | 18.008 | -0.0010 | 1.6520 | - | 101.01 | +0.1090 | 16.511 | - | 1428.6 | +3.3697 | 54.407 | +1.1520 | 93.153 | +0.0223 | 3.9382 |
| 2Q27 | 96.404 | - | 1.4274 | - | 5.8151 | - | 1.3557 | - | 1.3366 | - | 6.8024 | - | 1.3702 | - | 1.2175 | - | 154.38 | - | 18.299 | - | 1.6514 | - | 101.01 | - | 16.277 | - | 1428.6 | - | 58.155 | - | 96.219 | - | 3.9977 |
| 2026 | 97.010 | -0.0016 | 1.4258 | -0.4088 | 5.4063 | +0.0042 | 1.3599 | -0.0305 | 1.3061 | +0.0985 | 6.9009 | -0.0014 | 1.3688 | - | 1.2214 | -0.3300 | 154.05 | -0.6610 | 17.638 | -0.0047 | 1.6467 | - | 101.01 | -0.0070 | 16.270 | - | 1428.6 | -10.256 | 47.899 | -4.8500 | 91.369 | -0.0795 | 3.9182 |
| 2027 | 96.307 | -0.0302 | 1.3956 | +0.6807 | 6.0870 | +0.0034 | 1.3633 | +0.0378 | 1.3439 | -0.1177 | 6.7832 | +0.0156 | 1.3844 | - | 1.2250 | +8.3900 | 162.44 | +0.7590 | 18.397 | +0.0060 | 1.6527 | - | 101.01 | +0.0360 | 16.306 | - | 1428.6 | +12.664 | 60.563 | +9.5740 | 100.94 | +0.1712 | 4.0894 |
| 2028 | 95.396 | +0.0733 | 1.4689 | +0.2011 | 6.2881 | -0.0214 | 1.3419 | +0.0521 | 1.3960 | -0.1152 | 6.6680 | +0.2458 | 1.6302 | - | 1.2287 | +140.30 | 302.74 | +0.7160 | 19.113 | +0.0014 | 1.6541 | - | 101.01 | +0.6970 | 17.003 | - | 1428.6 | +18.216 | 78.779 | +63.824 | 164.77 | -0.0612 | 4.0282 |
| 2029 | 94.689 | +1.1400 | 1.4803 | +0.3420 | 6.6301 | -4.7000 | 1.3372 | +3.7000 | 1.4330 | -5.2900 | 6.6151 | +0.5772 | 2.2074 | - | 1.2323 | +329.43 | 632.17 | +0.6100 | 19.723 | +1.7000 | 1.6558 | - | 101.01 | +0.2550 | 17.258 | - | 1428.6 | +12.604 | 91.383 | +124.96 | 289.73 | - | - |
| SPOT |
|---|
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |