FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-03-21 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 | - | 1.4239 | - | 5.3126 | - | 1.3723 | - | 1.2694 | - | 6.8852 | - | 1.3340 | - | 1.1569 | - | 159.22 | - | 17.900 | - | 1.7141 | - | 83.050 | - | 17.003 | - | 1504.8 | - | 44.294 | - | 93.652 | - | 3.9360 |
| MAR26 | 99.355 | -0.0033 | 1.4206 | -0.0209 | 5.2917 | +0.0020 | 1.3743 | +0.0001 | 1.2695 | +0.0299 | 6.9151 | -0.0003 | 1.3337 | -0.0001 | 1.1568 | -0.4900 | 158.73 | -0.1680 | 17.732 | -0.0030 | 1.7111 | - | 101.01 | -0.2230 | 16.780 | -76.200 | 1428.6 | -0.1801 | 44.114 | +0.0160 | 93.668 | - | 3.9360 |
| APR26 | 99.423 | +0.0094 | 1.4300 | +0.0662 | 5.3579 | -0.0064 | 1.3679 | +0.0219 | 1.2914 | -0.0279 | 6.8872 | -0.0003 | 1.3334 | +0.0025 | 1.1593 | - | 158.73 | +0.1240 | 17.856 | -0.0008 | 1.7103 | - | 101.01 | +0.0550 | 16.835 | - | 1428.6 | +1.3064 | 45.421 | +0.5470 | 94.215 | -0.0043 | 3.9317 |
| MAY26 | 99.330 | -0.0018 | 1.4282 | +0.0012 | 5.3591 | +0.0005 | 1.3684 | +0.0004 | 1.2918 | -0.0001 | 6.8871 | +0.0001 | 1.3335 | +0.0003 | 1.1596 | - | 158.73 | +0.0010 | 17.857 | -0.0013 | 1.7090 | - | 101.01 | +0.0570 | 16.892 | - | 1428.6 | +1.3500 | 46.771 | -0.0740 | 94.141 | +0.0002 | 3.9319 |
| JUN26 | 99.275 | -0.0018 | 1.4264 | +0.0011 | 5.3602 | +0.0004 | 1.3688 | +0.0002 | 1.2920 | -0.0001 | 6.8870 | +0.0001 | 1.3336 | +0.0003 | 1.1599 | - | 158.73 | +0.0010 | 17.858 | -0.0008 | 1.7082 | - | 101.01 | -0.0070 | 16.885 | - | 1428.6 | +5.2903 | 52.061 | +0.3390 | 94.480 | -0.0038 | 3.9281 |
| JUL26 | 99.246 | +0.0004 | 1.4268 | +0.0370 | 5.3972 | -0.0015 | 1.3673 | +0.0001 | 1.2921 | -0.0140 | 6.8730 | -0.0004 | 1.3332 | +0.0012 | 1.1611 | - | 158.73 | +0.0550 | 17.913 | -0.0004 | 1.7078 | - | 101.01 | +0.0350 | 16.920 | - | 1428.6 | +0.0160 | 52.077 | +0.2510 | 94.731 | -0.0034 | 3.9247 |
| AUG26 | 99.235 | +0.0022 | 1.4290 | +0.0407 | 5.4379 | -0.0012 | 1.3661 | +0.0001 | 1.2922 | -0.0143 | 6.8587 | -0.0013 | 1.3319 | -0.0002 | 1.1609 | - | 158.73 | +0.0480 | 17.961 | -0.0001 | 1.7077 | - | 101.01 | +0.0360 | 16.956 | - | 1428.6 | +0.0058 | 52.083 | +0.2450 | 94.976 | -0.0034 | 3.9213 |
| SEP26 | 99.234 | - | 1.4275 | - | 5.4792 | - | 1.3659 | - | 1.2922 | - | 6.8445 | - | 1.3326 | - | 1.1620 | - | 158.18 | - | 18.019 | - | 1.7077 | - | 101.01 | - | 17.000 | - | 1428.6 | - | 52.083 | - | 95.208 | - | 3.9178 |
| 2Q26 | 99.342 | +0.0007 | 1.4282 | -0.1202 | 5.3590 | +0.0025 | 1.3684 | -0.0005 | 1.2917 | +0.0426 | 6.8871 | +0.0009 | 1.3335 | -0.0024 | 1.1596 | +0.5500 | 158.73 | -0.1620 | 17.857 | +0.0015 | 1.7092 | - | 101.01 | -0.1290 | 16.871 | - | 1428.6 | -3.9994 | 48.084 | -0.9290 | 94.279 | +0.0128 | 3.9306 |
| 3Q26 | 99.239 | -0.0005 | 1.4277 | +0.0791 | 5.4381 | -0.0020 | 1.3664 | +0.0005 | 1.2922 | -0.0284 | 6.8587 | -0.0009 | 1.3326 | +0.0017 | 1.1613 | -0.1900 | 158.54 | +0.1070 | 17.964 | -0.0015 | 1.7077 | - | 101.01 | +0.0880 | 16.959 | - | 1428.6 | +3.9970 | 52.081 | +0.6930 | 94.972 | -0.0093 | 3.9213 |
| 4Q26 | 99.216 | +0.0028 | 1.4305 | +0.1063 | 5.5444 | -0.0035 | 1.3629 | +0.0001 | 1.2923 | -0.0416 | 6.8171 | -0.0014 | 1.3312 | +0.0023 | 1.1636 | -1.9300 | 156.61 | +0.1740 | 18.138 | -0.0003 | 1.7074 | - | 101.01 | +0.1280 | 17.087 | - | 1428.6 | +0.0124 | 52.093 | +0.3380 | 95.310 | -0.0035 | 3.9178 |
| 1Q27 | 99.017 | +0.0042 | 1.4347 | -0.0581 | 5.4863 | -0.0039 | 1.3590 | +0.0120 | 1.3043 | -0.0374 | 6.7797 | -0.0028 | 1.3284 | +0.0036 | 1.1672 | -0.6300 | 155.98 | +0.1660 | 18.304 | -0.0037 | 1.7037 | - | 101.01 | +0.1450 | 17.232 | - | 1428.6 | +4.0924 | 56.186 | -1.2810 | 94.029 | +0.0349 | 3.9527 |
| 2Q27 | 98.841 | - | 1.4390 | - | 5.1870 | - | 1.3564 | - | 1.3162 | - | 6.7476 | - | 1.3259 | - | 1.1704 | - | 154.12 | - | 18.482 | - | 1.7011 | - | 101.01 | - | 17.351 | - | 1428.6 | - | 60.306 | - | 89.927 | - | 4.0643 |
| 2026 | 99.275 | -0.0110 | 1.4280 | +0.2446 | 5.4316 | +0.0103 | 1.3667 | -0.0264 | 1.2898 | +0.1128 | 6.8604 | +0.0067 | 1.3326 | -0.0094 | 1.1610 | +3.9200 | 158.04 | -0.5210 | 17.961 | +0.0073 | 1.7084 | - | 101.01 | -0.3980 | 16.953 | - | 1428.6 | -10.218 | 50.089 | +4.8080 | 94.735 | -0.1398 | 3.9245 |
| 2027 | 98.732 | +0.0114 | 1.4394 | -0.8449 | 4.5867 | -0.0110 | 1.3557 | +0.0318 | 1.3216 | -0.1261 | 6.7343 | -0.0062 | 1.3264 | +0.0085 | 1.1695 | +0.2400 | 158.28 | +0.6230 | 18.584 | -0.0061 | 1.7023 | - | 101.01 | +0.4760 | 17.429 | - | 1428.6 | +13.590 | 63.679 | -11.922 | 82.813 | +0.3334 | 4.2579 |
| 2028 | 98.084 | +0.0264 | 1.4658 | +1.7521 | 6.3388 | -0.0164 | 1.3393 | +0.0530 | 1.3746 | -0.1224 | 6.6119 | -0.0034 | 1.3230 | -0.0005 | 1.1690 | +94.410 | 252.69 | +0.9380 | 19.522 | +0.0068 | 1.7091 | - | 101.01 | +0.5920 | 18.021 | - | 1428.6 | +21.987 | 85.666 | -100.81 | -17.992 | +0.0441 | 4.3020 |
| 2029 | 97.584 | +1.7400 | 1.4832 | +0.3787 | 6.7175 | -1.1000 | 1.3283 | +0.0384 | 1.4130 | -7.8700 | 6.5332 | -8.7000 | 1.3143 | -4.3000 | 1.1647 | +292.14 | 544.83 | +0.6890 | 20.211 | +5.7000 | 1.7148 | - | 101.01 | +0.4530 | 18.474 | - | 1428.6 | +16.508 | 102.17 | -222.41 | -240.40 | - | - |
| SPOT |
|---|
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| SEP26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |