FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-10-22 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 | - | 1.4961 | - | 5.6939 | - | 1.3830 | - | 1.1553 | - | 7.1197 | - | 1.2978 | - | 1.0820 | - | 150.87 | - | 19.924 | - | 1.6523 | - | 96.560 | - | 17.584 | - | 1378.7 | - | 34.247 | - | 84.025 | - | 4.3255 |
| OCT24 | 103.96 | -0.0018 | 1.4943 | +0.0014 | 5.6953 | +0.0020 | 1.3850 | -0.0001 | 1.1552 | -0.0129 | 7.1068 | +0.0019 | 1.2997 | - | 1.0833 | -1.6200 | 149.25 | +0.0780 | 20.002 | -0.0029 | 1.6494 | -2.1310 | 94.429 | +0.0540 | 17.638 | +49.900 | 1428.6 | -0.3539 | 33.893 | +0.0720 | 84.097 | - | 4.3255 |
| NOV24 | 103.50 | -0.0005 | 1.4938 | +0.0394 | 5.7347 | -0.0045 | 1.3805 | +0.0177 | 1.1729 | -0.0297 | 7.0771 | +0.0008 | 1.3005 | - | 1.0850 | - | 149.25 | +0.1590 | 20.161 | +0.0096 | 1.6590 | +1.3070 | 95.736 | +0.0300 | 17.668 | - | 1428.6 | +1.1502 | 35.043 | +0.1140 | 84.211 | -0.0077 | 4.3178 |
| DEC24 | 103.49 | +0.0014 | 1.4952 | -0.0008 | 5.7339 | +0.0003 | 1.3808 | +0.0002 | 1.1731 | - | 7.0771 | -0.0006 | 1.2999 | - | 1.0868 | - | 149.25 | - | 20.161 | -0.0021 | 1.6569 | +1.3510 | 97.087 | +0.0310 | 17.699 | - | 1428.6 | +1.1886 | 36.232 | -0.0030 | 84.208 | +0.0003 | 4.3181 |
| JAN25 | 103.49 | +0.0015 | 1.4967 | -0.0007 | 5.7332 | +0.0004 | 1.3812 | +0.0001 | 1.1732 | +0.0001 | 7.0772 | -0.0005 | 1.2994 | - | 1.0880 | - | 149.25 | - | 20.161 | -0.0011 | 1.6558 | +1.3520 | 98.439 | - | 17.699 | - | 1428.6 | +3.4423 | 39.674 | +0.1220 | 84.330 | -0.0071 | 4.3110 |
| FEB25 | 103.48 | +0.0034 | 1.5001 | +0.0193 | 5.7525 | -0.0012 | 1.3800 | - | 1.1732 | -0.0166 | 7.0606 | -0.0011 | 1.2983 | - | 1.0928 | - | 149.25 | +0.0940 | 20.255 | -0.0004 | 1.6554 | +1.2200 | 99.659 | +0.0400 | 17.739 | - | 1428.6 | +0.0071 | 39.681 | +0.1460 | 84.476 | -0.0071 | 4.3039 |
| MAR25 | 103.48 | -0.0004 | 1.4997 | +0.0214 | 5.7739 | -0.0015 | 1.3785 | - | 1.1732 | -0.0153 | 7.0453 | -0.0004 | 1.2979 | - | 1.0978 | -0.5400 | 148.71 | +0.1090 | 20.364 | - | 1.6554 | +1.3510 | 101.01 | +0.0530 | 17.792 | - | 1428.6 | +0.0012 | 39.683 | +0.1460 | 84.622 | -0.0058 | 4.2981 |
| APR25 | 103.48 | - | 1.4938 | - | 5.8007 | - | 1.3762 | - | 1.1732 | - | 7.0310 | - | 1.2982 | - | 1.1025 | - | 146.93 | - | 20.483 | - | 1.6553 | - | 102.32 | - | 17.850 | - | 1428.6 | - | 39.684 | - | 84.790 | - | 4.2921 |
| 1Q25 | 103.48 | +0.0050 | 1.4988 | -0.0475 | 5.7532 | +0.0037 | 1.3799 | - | 1.1732 | +0.0300 | 7.0610 | +0.0003 | 1.2985 | - | 1.1077 | +2.1400 | 149.07 | -0.2230 | 20.260 | +0.0002 | 1.6555 | -2.6150 | 99.703 | -0.1070 | 17.743 | - | 1428.6 | -0.0042 | 39.679 | -0.3140 | 84.476 | +0.0122 | 4.3043 |
| 2Q25 | 103.48 | -0.0028 | 1.4960 | +0.0751 | 5.8283 | -0.0034 | 1.3765 | +0.0001 | 1.1733 | -0.0418 | 7.0192 | -0.0004 | 1.2981 | - | 1.1123 | -1.6400 | 147.43 | +0.3130 | 20.573 | -0.0008 | 1.6547 | +3.9510 | 103.65 | +0.1550 | 17.898 | - | 1428.6 | +0.0163 | 39.696 | +0.4080 | 84.884 | -0.0131 | 4.2912 |
| 3Q25 | 103.19 | +0.0050 | 1.5010 | +0.0951 | 5.9234 | -0.0033 | 1.3732 | +0.0111 | 1.1844 | -0.0323 | 6.9869 | -0.0002 | 1.2979 | - | 1.1169 | -0.6100 | 146.82 | +0.2760 | 20.849 | -0.0018 | 1.6529 | +4.0100 | 107.66 | +0.1530 | 18.051 | - | 1428.6 | +3.5711 | 43.267 | -0.5290 | 84.355 | +0.0730 | 4.3642 |
| 4Q25 | 103.13 | +0.0018 | 1.5028 | +0.4038 | 6.3272 | -0.0035 | 1.3697 | +0.0108 | 1.1952 | -0.0279 | 6.9590 | - | 1.2979 | - | 1.1213 | -1.6600 | 145.16 | +0.3080 | 21.157 | -0.0021 | 1.6508 | +3.9960 | 111.66 | +0.1450 | 18.196 | - | 1428.6 | +3.4436 | 46.710 | -2.4280 | 81.927 | +0.3094 | 4.6736 |
| 1Q26 | 102.70 | - | 1.5026 | - | 7.3812 | - | 1.3702 | - | 1.2056 | - | 6.9444 | - | 1.2978 | - | 1.1254 | - | 147.51 | - | 20.896 | - | 1.6494 | - | 115.61 | - | 18.235 | - | 1428.6 | - | 50.062 | - | 76.374 | - | 5.3809 |
| 2024 | 103.65 | -0.0082 | 1.4944 | -1.6599 | 5.7213 | +0.0119 | 1.3821 | -0.0385 | 1.1671 | +0.1426 | 7.0870 | +0.0022 | 1.3000 | - | 1.1296 | +1.7400 | 149.25 | -0.7880 | 20.108 | +0.0057 | 1.6551 | -19.860 | 95.751 | -0.5670 | 17.668 | - | 1428.6 | -15.006 | 35.056 | +7.7980 | 84.172 | -1.0604 | 4.3205 |
| 2025 | 103.32 | +0.0053 | 1.4997 | +0.2367 | 5.9580 | -0.0073 | 1.3748 | +0.0144 | 1.1815 | -0.0805 | 7.0065 | -0.0019 | 1.2981 | - | 1.1338 | -2.1300 | 147.12 | +0.6020 | 20.710 | -0.0016 | 1.6535 | +9.9190 | 105.67 | +0.3040 | 17.972 | - | 1428.6 | +7.2820 | 42.338 | -0.2620 | 83.910 | +0.0878 | 4.4083 |
| 2026 | 102.43 | +0.0043 | 1.5040 | +1.8836 | 7.8416 | -0.0100 | 1.3648 | +0.0429 | 1.2244 | -0.0873 | 6.9192 | -0.0013 | 1.2968 | - | 1.1379 | +20.890 | 168.01 | +1.0730 | 21.783 | -0.0050 | 1.6485 | +15.909 | 121.58 | +0.6840 | 18.656 | - | 1428.6 | +14.894 | 57.232 | -29.008 | 54.902 | +2.3692 | 6.7775 |
| 2027 | 101.71 | +5.3000 | 1.5093 | -1.0950 | 6.7466 | -0.0177 | 1.3471 | +4.5700 | 1.2701 | -7.5700 | 6.8435 | -8.6000 | 1.2882 | - | 1.1421 | +183.12 | 351.13 | +1.2330 | 23.016 | -4.2000 | 1.6443 | +15.909 | 137.49 | +0.8710 | 19.527 | - | 1428.6 | +16.265 | 73.497 | -134.47 | -79.568 | - | - |
| SPOT |
|---|
| OCT24 |
| NOV24 |
| DEC24 |
| JAN25 |
| FEB25 |
| MAR25 |
| APR25 |
| 1Q25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |