FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-03-16 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 | - | 1.5244 | - | 4.9962 | - | 1.3539 | - | 1.1322 | - | 7.1949 | - | 1.2739 | - | 1.0887 | - | 149.03 | - | 16.691 | - | 1.6447 | - | 92.501 | - | 18.725 | - | 1330.6 | - | 32.114 | - | 82.863 | - | 4.7020 |
| MAR24 | 103.42 | +0.0002 | 1.5246 | -0.0108 | 4.9854 | +0.0006 | 1.3545 | -0.0002 | 1.1320 | -0.0213 | 7.1736 | -0.0006 | 1.2733 | +0.0001 | 1.0888 | +0.2200 | 149.25 | +0.0310 | 16.722 | -0.0010 | 1.6437 | -0.9940 | 91.507 | +0.0020 | 18.727 | -80.600 | 1250.0 | +0.1437 | 32.258 | +0.0350 | 82.898 | - | 4.7020 |
| APR24 | 103.08 | -0.0018 | 1.5228 | +0.0295 | 5.0149 | -0.0010 | 1.3535 | +0.0108 | 1.1428 | -0.0713 | 7.1023 | +0.0008 | 1.2741 | +0.0014 | 1.0902 | - | 149.25 | +0.0570 | 16.779 | - | 1.6437 | +8.3550 | 99.862 | +0.0700 | 18.797 | - | 1250.0 | +1.2241 | 33.482 | +0.0830 | 82.981 | -0.0101 | 4.6919 |
| MAY24 | 103.08 | - | 1.5228 | +0.0001 | 5.0150 | +0.0002 | 1.3537 | - | 1.1428 | +0.0171 | 7.1194 | -0.0002 | 1.2739 | - | 1.0902 | -0.5400 | 148.71 | -0.0010 | 16.778 | - | 1.6437 | -0.4200 | 99.442 | +0.0350 | 18.832 | - | 1250.0 | +1.2649 | 34.747 | -0.0010 | 82.980 | +0.0002 | 4.6921 |
| JUN24 | 103.08 | -0.0014 | 1.5214 | +0.0002 | 5.0152 | -0.0006 | 1.3531 | - | 1.1428 | -0.0222 | 7.0972 | +0.0003 | 1.2742 | +0.0014 | 1.0916 | -1.1200 | 147.59 | +0.0720 | 16.850 | - | 1.6437 | -0.2470 | 99.195 | +0.0010 | 18.833 | - | 1250.0 | +1.2241 | 35.971 | +0.0840 | 83.064 | -0.0100 | 4.6821 |
| JUL24 | 103.08 | -0.0013 | 1.5201 | +0.0142 | 5.0294 | -0.0006 | 1.3525 | - | 1.1428 | -0.0050 | 7.0922 | +0.0001 | 1.2743 | +0.0014 | 1.0930 | -0.5300 | 147.06 | +0.0840 | 16.934 | - | 1.6437 | -0.1310 | 99.064 | +0.0440 | 18.877 | - | 1250.0 | +0.0011 | 35.972 | +0.0890 | 83.153 | -0.0093 | 4.6728 |
| AUG24 | 103.08 | -0.0017 | 1.5184 | +0.0141 | 5.0435 | -0.0008 | 1.3517 | - | 1.1428 | -0.0063 | 7.0859 | +0.0004 | 1.2747 | +0.0015 | 1.0945 | -0.0100 | 147.05 | +0.0800 | 17.014 | -0.0001 | 1.6436 | -0.0480 | 99.016 | +0.0630 | 18.940 | - | 1250.0 | +0.0077 | 35.980 | +0.1020 | 83.255 | -0.0092 | 4.6636 |
| SEP24 | 103.07 | - | 1.5188 | - | 5.0577 | - | 1.3518 | - | 1.1428 | - | 7.0771 | - | 1.2745 | - | 1.0945 | - | 146.58 | - | 17.095 | - | 1.6435 | - | 99.010 | - | 19.003 | - | 1250.0 | - | 36.000 | - | 83.360 | - | 4.6552 |
| 2Q24 | 103.08 | +0.0035 | 1.5223 | -0.0427 | 5.0150 | +0.0016 | 1.3534 | - | 1.1428 | +0.0292 | 7.1063 | -0.0004 | 1.2741 | -0.0038 | 1.0907 | +1.9400 | 148.52 | -0.2930 | 16.802 | +0.0002 | 1.6437 | +0.4900 | 99.500 | -0.1820 | 18.821 | - | 1250.0 | -1.2666 | 34.734 | -0.3520 | 83.008 | +0.0335 | 4.6887 |
| 3Q24 | 103.08 | -0.0032 | 1.5191 | +0.0285 | 5.0435 | -0.0014 | 1.3520 | - | 1.1428 | -0.0212 | 7.0851 | +0.0004 | 1.2745 | +0.0033 | 1.0940 | -1.6200 | 146.90 | +0.2120 | 17.014 | -0.0001 | 1.6436 | -0.4700 | 99.030 | +0.1190 | 18.940 | - | 1250.0 | +1.2506 | 35.984 | +0.2480 | 83.256 | -0.0249 | 4.6638 |
| 4Q24 | 102.72 | -0.0030 | 1.5161 | +0.0385 | 5.0820 | -0.0015 | 1.3505 | +0.0108 | 1.1536 | -0.0295 | 7.0556 | +0.0007 | 1.2752 | +0.0035 | 1.0975 | -1.8600 | 145.04 | +0.2450 | 17.259 | -0.0004 | 1.6432 | -0.1020 | 98.928 | +0.1560 | 19.096 | - | 1250.0 | +3.8731 | 39.857 | +0.2760 | 83.532 | -0.0184 | 4.6454 |
| 1Q25 | 102.73 | -0.0029 | 1.5132 | +0.0151 | 5.0971 | -0.0014 | 1.3491 | +0.0110 | 1.1646 | -0.0347 | 7.0209 | +0.0006 | 1.2758 | +0.0047 | 1.1022 | -2.1800 | 142.86 | +0.2340 | 17.493 | +0.0005 | 1.6437 | +3.1410 | 102.07 | +0.1500 | 19.246 | - | 1250.0 | +4.0086 | 43.866 | +0.7370 | 84.269 | -0.0270 | 4.6184 |
| 2Q25 | 102.08 | - | 1.5145 | - | 5.1393 | - | 1.3484 | - | 1.1754 | - | 6.9943 | - | 1.2759 | - | 1.1027 | - | 142.87 | - | 17.236 | - | 1.6442 | - | 106.28 | - | 19.243 | - | 1250.0 | - | 47.810 | - | 86.630 | - | 4.5318 |
| 2024 | 103.00 | +0.0052 | 1.5197 | -0.0986 | 5.0407 | +0.0038 | 1.3522 | -0.0304 | 1.1450 | +0.0971 | 7.0914 | -0.0014 | 1.2745 | -0.0092 | 1.0935 | +4.1900 | 147.06 | -0.2410 | 16.995 | -0.0007 | 1.6435 | -7.8900 | 98.388 | -0.3130 | 18.930 | - | 1250.0 | -11.412 | 36.398 | -3.4010 | 83.229 | +0.1378 | 4.6696 |
| 2025 | 101.84 | -0.0014 | 1.5183 | +0.1831 | 5.2238 | -0.0058 | 1.3464 | +0.0350 | 1.1800 | -0.1069 | 6.9845 | +0.0018 | 1.2763 | +0.0110 | 1.1045 | -4.1400 | 142.92 | +0.3500 | 17.345 | +0.0006 | 1.6441 | +5.7860 | 104.17 | +0.4010 | 19.331 | - | 1250.0 | +12.821 | 49.219 | +7.4950 | 90.724 | -0.2880 | 4.3816 |
| 2026 | 100.23 | -0.0166 | 1.5017 | +0.1860 | 5.4098 | -0.0086 | 1.3378 | +0.0460 | 1.2260 | -0.1067 | 6.8778 | +0.0070 | 1.2833 | +0.0306 | 1.1351 | +0.8200 | 143.74 | +1.2350 | 18.580 | +0.0029 | 1.6470 | - | 109.29 | +1.1880 | 20.519 | - | 1250.0 | +17.813 | 67.032 | +57.736 | 148.46 | -0.1798 | 4.2018 |
| 2027 | 99.070 | -6.2000 | 1.4955 | +0.1577 | 5.5675 | -6.1000 | 1.3317 | +0.0327 | 1.2587 | -2.3200 | 6.8546 | +1.7700 | 1.3010 | +0.0782 | 1.2133 | +2.0800 | 145.82 | +0.6080 | 19.188 | +1.8000 | 1.6488 | - | 132.69 | +0.7340 | 21.253 | - | 1250.0 | +12.357 | 79.389 | +127.66 | 276.12 | - | - |
| SPOT |
|---|
| MAR24 |
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| SEP24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |