FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-10-31 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 | - | 1.5225 | - | 5.7631 | - | 1.3934 | - | 1.1515 | - | 7.1245 | - | 1.2966 | - | 1.0868 | - | 153.29 | - | 20.038 | - | 1.6745 | - | 97.130 | - | 17.698 | - | 1379.5 | - | 34.286 | - | 84.038 | - | 4.3750 |
| OCT24 | 104.07 | -0.0030 | 1.5195 | -0.0286 | 5.7345 | +0.0012 | 1.3936 | -0.0031 | 1.1510 | +0.0141 | 7.1370 | +0.0014 | 1.2980 | - | 1.0877 | -1.7700 | 151.52 | +0.0440 | 20.082 | +0.0123 | 1.6809 | -2.7010 | 94.429 | -0.0290 | 17.669 | +52.700 | 1428.6 | -0.6206 | 33.668 | -0.0270 | 84.051 | - | 4.3750 |
| NOV24 | 103.91 | -0.0032 | 1.5255 | +0.0483 | 5.7828 | -0.0055 | 1.3881 | +0.0199 | 1.1709 | -0.0410 | 7.0960 | +0.0007 | 1.2998 | - | 1.0890 | - | 151.52 | +0.1610 | 20.243 | -0.0089 | 1.6720 | +1.3070 | 95.736 | +0.0300 | 17.699 | - | 1428.6 | +1.1329 | 34.801 | +0.1980 | 84.249 | -0.0070 | 4.3710 |
| DEC24 | 103.86 | +0.0005 | 1.5260 | -0.0091 | 5.7737 | +0.0006 | 1.3887 | -0.0002 | 1.1707 | +0.0012 | 7.0972 | -0.0003 | 1.2996 | - | 1.0920 | - | 151.52 | - | 20.243 | +0.0008 | 1.6728 | +1.3510 | 97.087 | +0.0310 | 17.730 | - | 1428.6 | +1.1707 | 35.971 | +0.0110 | 84.260 | -0.0001 | 4.3709 |
| JAN25 | 103.83 | +0.0010 | 1.5211 | -0.0092 | 5.7645 | +0.0003 | 1.3893 | -0.0001 | 1.1706 | +0.0013 | 7.0985 | -0.0005 | 1.2991 | - | 1.0923 | - | 151.52 | - | 20.243 | +0.0004 | 1.6732 | +1.3520 | 98.439 | +0.0010 | 17.731 | - | 1428.6 | +3.3910 | 39.362 | +0.0110 | 84.271 | -0.0074 | 4.3637 |
| FEB25 | 103.82 | +0.0014 | 1.5233 | +0.0130 | 5.7775 | -0.0011 | 1.3882 | -0.0003 | 1.1706 | -0.0179 | 7.0806 | -0.0006 | 1.2984 | - | 1.0975 | - | 151.52 | +0.0950 | 20.338 | +0.0001 | 1.6734 | +1.2200 | 99.659 | +0.0400 | 17.771 | - | 1428.6 | +0.0067 | 39.369 | +0.1390 | 84.410 | -0.0068 | 4.3569 |
| MAR25 | 103.82 | -0.0002 | 1.5231 | +0.0340 | 5.8115 | -0.0015 | 1.3867 | - | 1.1706 | -0.0154 | 7.0652 | -0.0006 | 1.3007 | - | 1.1028 | -0.5700 | 150.95 | +0.0980 | 20.436 | - | 1.6734 | +1.3510 | 101.01 | +0.0450 | 17.816 | - | 1428.6 | +0.0012 | 39.370 | +0.1330 | 84.543 | -0.0057 | 4.3509 |
| APR25 | 103.81 | - | 1.5193 | - | 5.8499 | - | 1.3842 | - | 1.1706 | - | 7.0509 | - | 1.3007 | - | 1.1088 | - | 149.12 | - | 20.535 | - | 1.6734 | - | 101.01 | - | 17.865 | - | 1428.6 | - | 39.371 | - | 84.695 | - | 4.3421 |
| 1Q25 | 103.82 | +0.0032 | 1.5225 | -0.0654 | 5.7845 | +0.0039 | 1.3881 | - | 1.1706 | +0.0305 | 7.0814 | +0.0006 | 1.2982 | - | 1.1123 | +0.1500 | 151.33 | -0.1960 | 20.339 | -0.0001 | 1.6733 | -1.3070 | 99.703 | -0.0930 | 17.772 | - | 1428.6 | -0.0040 | 39.367 | -0.2870 | 84.408 | +0.0121 | 4.3571 |
| 2Q25 | 103.80 | -0.0016 | 1.5209 | +0.0932 | 5.8777 | -0.0035 | 1.3846 | - | 1.1706 | -0.0441 | 7.0373 | -0.0007 | 1.3006 | - | 1.1183 | -0.3200 | 149.64 | +0.2950 | 20.634 | +0.0003 | 1.6736 | +1.3070 | 101.01 | +0.1490 | 17.921 | - | 1428.6 | +0.0154 | 39.383 | +0.4540 | 84.862 | -0.0144 | 4.3427 |
| 3Q25 | 103.52 | +0.0054 | 1.5263 | +0.1237 | 6.0014 | -0.0035 | 1.3811 | +0.0114 | 1.1820 | -0.0329 | 7.0044 | -0.0005 | 1.3001 | - | 1.1231 | -0.6300 | 149.01 | +0.3020 | 20.936 | -0.0025 | 1.6711 | - | 101.01 | +0.1430 | 18.064 | - | 1428.6 | +3.5125 | 42.895 | +0.1660 | 85.028 | +0.0150 | 4.3577 |
| 4Q25 | 103.46 | -0.0007 | 1.5256 | +0.5779 | 6.5793 | -0.0038 | 1.3773 | +0.0111 | 1.1931 | -0.0305 | 6.9739 | -0.0002 | 1.2999 | - | 1.1276 | -1.7100 | 147.30 | +0.2800 | 21.216 | -0.0022 | 1.6689 | - | 101.01 | +0.1620 | 18.226 | - | 1428.6 | +3.4098 | 46.305 | -0.0330 | 84.995 | +0.0682 | 4.4259 |
| 1Q26 | 103.03 | - | 1.5287 | - | 8.0880 | - | 1.3782 | - | 1.2039 | - | 6.9584 | - | 1.2997 | - | 1.1319 | - | 149.72 | - | 20.940 | - | 1.6670 | - | 101.01 | - | 18.268 | - | 1428.6 | - | 49.758 | - | 84.907 | - | 4.5819 |
| 2024 | 103.94 | -0.0088 | 1.5237 | -2.3244 | 5.7636 | +0.0120 | 1.3902 | -0.0397 | 1.1642 | +0.1517 | 7.1101 | +0.0025 | 1.3022 | - | 1.1361 | +3.1300 | 151.52 | -0.7510 | 20.189 | +0.0082 | 1.6752 | -5.2590 | 95.751 | -0.5690 | 17.699 | - | 1428.6 | -14.945 | 34.813 | -0.7200 | 84.187 | -0.2086 | 4.3733 |
| 2025 | 103.65 | +0.0040 | 1.5239 | +0.2971 | 6.0607 | -0.0074 | 1.3828 | +0.0148 | 1.1790 | -0.0858 | 7.0243 | -0.0017 | 1.3005 | - | 1.1404 | -2.2000 | 149.32 | +0.5920 | 20.781 | -0.0035 | 1.6717 | +4.9320 | 100.68 | +0.2970 | 17.996 | - | 1428.6 | +7.1743 | 41.987 | +0.6360 | 84.823 | -0.0024 | 4.3709 |
| 2026 | 102.76 | +0.0089 | 1.5328 | +2.5835 | 8.6442 | -0.0096 | 1.3732 | +0.0444 | 1.2234 | -0.1027 | 6.9216 | -0.0028 | 1.2977 | - | 1.1446 | +20.910 | 170.83 | +1.0500 | 21.831 | -0.0070 | 1.6647 | +0.3270 | 101.01 | +0.6950 | 18.691 | - | 1428.6 | +14.340 | 56.327 | -0.2910 | 84.532 | +0.5104 | 4.8813 |
| 2027 | 102.05 | -2.5000 | 1.5303 | -1.8344 | 6.8098 | -1.8800 | 1.3544 | +4.7500 | 1.2709 | -8.8500 | 6.8331 | -1.7200 | 1.2805 | - | 1.1488 | +188.59 | 359.42 | +1.2370 | 23.068 | -8.2000 | 1.6565 | - | 101.01 | +0.8740 | 19.565 | - | 1428.6 | +14.903 | 71.231 | -2.4760 | 82.056 | - | - |
| SPOT |
|---|
| OCT24 |
| NOV24 |
| DEC24 |
| JAN25 |
| FEB25 |
| MAR25 |
| APR25 |
| 1Q25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |