FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-02-18 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 | - | 1.5748 | - | 5.6892 | - | 1.4191 | - | 1.1069 | - | 7.2781 | - | 1.2609 | - | 1.0446 | - | 152.07 | - | 20.241 | - | 1.7532 | - | 91.546 | - | 18.395 | - | 1439.6 | - | 36.259 | - | 86.848 | - | 4.4430 |
| FEB25 | 107.09 | -0.0007 | 1.5741 | -0.0349 | 5.6543 | -0.0007 | 1.4184 | -0.0012 | 1.1057 | -0.1096 | 7.1685 | -0.0006 | 1.2603 | - | 1.0446 | -0.5500 | 151.52 | +0.0400 | 20.281 | +0.0005 | 1.7537 | +9.4640 | 101.01 | -0.0830 | 18.312 | -11.000 | 1428.6 | -0.2858 | 35.973 | +0.1610 | 87.009 | - | 4.4430 |
| MAR25 | 106.54 | +0.0006 | 1.5747 | +0.0830 | 5.7373 | -0.0016 | 1.4168 | +0.0163 | 1.1220 | - | 7.1685 | -0.0009 | 1.2594 | +0.0027 | 1.0473 | - | 151.52 | +0.1590 | 20.440 | -0.0043 | 1.7494 | - | 101.01 | +0.0700 | 18.382 | - | 1428.6 | +1.0640 | 37.037 | +0.2130 | 87.222 | -0.0042 | 4.4388 |
| APR25 | 106.55 | -0.0001 | 1.5746 | -0.0034 | 5.7339 | +0.0001 | 1.4169 | -0.0001 | 1.1219 | - | 7.1685 | +0.0001 | 1.2595 | +0.0001 | 1.0474 | - | 151.52 | +0.0100 | 20.450 | -0.0002 | 1.7492 | - | 101.01 | +0.0680 | 18.450 | - | 1428.6 | +1.0298 | 38.067 | +0.0100 | 87.232 | -0.0003 | 4.4385 |
| MAY25 | 106.56 | -0.0002 | 1.5744 | -0.0035 | 5.7304 | -0.0017 | 1.4152 | - | 1.1219 | - | 7.1685 | +0.0001 | 1.2596 | +0.0001 | 1.0475 | - | 151.52 | +0.0100 | 20.460 | - | 1.7492 | - | 101.01 | -0.0090 | 18.441 | - | 1428.6 | +2.0941 | 40.161 | +0.2130 | 87.445 | -0.0046 | 4.4339 |
| JUN25 | 106.56 | -0.0003 | 1.5741 | +0.0328 | 5.7632 | -0.0019 | 1.4133 | - | 1.1219 | -0.0013 | 7.1672 | -0.0001 | 1.2595 | +0.0018 | 1.0493 | -0.5700 | 150.95 | +0.1070 | 20.567 | - | 1.7492 | - | 101.01 | +0.0440 | 18.485 | - | 1428.6 | -0.0003 | 40.161 | +0.1870 | 87.632 | -0.0051 | 4.4288 |
| JUL25 | 106.56 | -0.0005 | 1.5736 | +0.0354 | 5.7986 | -0.0021 | 1.4112 | - | 1.1219 | -0.0038 | 7.1634 | +0.0001 | 1.2596 | +0.0018 | 1.0511 | -1.1100 | 149.84 | +0.0830 | 20.650 | - | 1.7492 | - | 101.01 | +0.0420 | 18.527 | - | 1428.6 | -0.0002 | 40.160 | +0.1590 | 87.791 | -0.0053 | 4.4235 |
| AUG25 | 106.57 | - | 1.5733 | - | 5.8404 | - | 1.4112 | - | 1.1219 | - | 7.1582 | - | 1.2596 | - | 1.0528 | - | 149.25 | - | 20.715 | - | 1.7491 | - | 101.01 | - | 18.579 | - | 1428.6 | - | 40.159 | - | 87.951 | - | 4.4184 |
| 2Q25 | 106.56 | +0.0010 | 1.5743 | -0.0979 | 5.7425 | +0.0039 | 1.4151 | - | 1.1219 | +0.0098 | 7.1680 | -0.0001 | 1.2595 | -0.0047 | 1.0481 | +2.0800 | 151.33 | -0.2230 | 20.492 | +0.0001 | 1.7492 | - | 101.01 | -0.1200 | 18.459 | - | 1428.6 | -0.6957 | 39.463 | -0.5150 | 87.436 | +0.0153 | 4.4337 |
| 3Q25 | 106.57 | -0.0009 | 1.5734 | +0.0981 | 5.8406 | -0.0038 | 1.4113 | - | 1.1219 | -0.0102 | 7.1578 | +0.0001 | 1.2596 | +0.0042 | 1.0523 | -1.8800 | 149.45 | +0.2270 | 20.719 | -0.0001 | 1.7491 | - | 101.01 | +0.1170 | 18.576 | - | 1428.6 | +0.6947 | 40.158 | +0.5130 | 87.949 | -0.0152 | 4.4185 |
| 4Q25 | 106.26 | -0.0010 | 1.5724 | +0.0917 | 5.9323 | -0.0056 | 1.4057 | +0.0119 | 1.1338 | -0.0217 | 7.1361 | +0.0003 | 1.2599 | +0.0045 | 1.0568 | -0.4100 | 149.04 | +0.2270 | 20.946 | -0.0042 | 1.7449 | - | 101.01 | +0.1510 | 18.727 | - | 1428.6 | +3.1189 | 43.276 | +0.3880 | 88.337 | -0.0144 | 4.4041 |
| 1Q26 | 106.21 | -0.0011 | 1.5713 | +0.0819 | 6.0142 | -0.0057 | 1.4000 | +0.0120 | 1.1458 | -0.0288 | 7.1073 | +0.0004 | 1.2603 | +0.0058 | 1.0626 | -1.9800 | 147.06 | +0.2410 | 21.187 | -0.0042 | 1.7407 | - | 101.01 | +0.1530 | 18.880 | - | 1428.6 | +3.0495 | 46.326 | +1.3790 | 89.716 | -0.0575 | 4.3466 |
| 2Q26 | 105.36 | - | 1.5713 | - | 6.2764 | - | 1.4001 | - | 1.1575 | - | 7.0874 | - | 1.2604 | - | 1.0625 | - | 147.08 | - | 21.328 | - | 1.7369 | - | 101.01 | - | 18.978 | - | 1428.6 | - | 49.492 | - | 93.386 | - | 4.1937 |
| 2025 | 106.53 | +0.0022 | 1.5735 | -0.4638 | 5.8126 | +0.0118 | 1.4119 | -0.0338 | 1.1237 | +0.0692 | 7.1566 | -0.0007 | 1.2597 | -0.0113 | 1.0512 | +3.1500 | 150.23 | -0.6740 | 20.654 | +0.0115 | 1.7484 | - | 101.01 | -0.4340 | 18.544 | - | 1428.6 | -9.3374 | 40.155 | -5.6230 | 87.763 | +0.2291 | 4.4228 |
| 2026 | 105.32 | -0.0026 | 1.5709 | +0.7845 | 6.5971 | -0.0134 | 1.3985 | +0.0406 | 1.1643 | -0.0830 | 7.0736 | +0.0011 | 1.2608 | +0.0110 | 1.0622 | -3.0900 | 147.14 | +0.8660 | 21.520 | -0.0097 | 1.7387 | - | 101.01 | +0.5370 | 19.081 | - | 1428.6 | +11.158 | 51.312 | +11.278 | 99.041 | -0.4646 | 3.9582 |
| 2027 | 103.84 | -0.0057 | 1.5652 | +0.2969 | 6.8940 | -0.0327 | 1.3658 | +0.0538 | 1.2181 | -0.1025 | 6.9711 | +0.0067 | 1.2675 | -0.0045 | 1.0577 | +0.9700 | 148.11 | +0.9930 | 22.513 | -0.0145 | 1.7242 | - | 101.01 | +0.6470 | 19.728 | - | 1428.6 | +14.407 | 65.719 | +76.061 | 175.10 | +0.0135 | 3.9717 |
| 2028 | 102.77 | -3.2000 | 1.5620 | +0.4294 | 7.3234 | -1.7500 | 1.3483 | +3.7400 | 1.2555 | -7.4600 | 6.8965 | +1.5700 | 1.2832 | -1.0700 | 1.0470 | +2.3000 | 150.41 | +0.7310 | 23.244 | -7.6000 | 1.7166 | - | 101.01 | +0.4620 | 20.190 | - | 1428.6 | +9.9472 | 75.667 | +149.87 | 324.97 | - | - |
| SPOT |
|---|
| FEB25 |
| MAR25 |
| APR25 |
| MAY25 |
| JUN25 |
| JUL25 |
| AUG25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |