FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-12-24 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 | - | 1.6051 | - | 6.1906 | - | 1.4357 | - | 1.1122 | - | 7.2941 | - | 1.2529 | - | 1.0401 | - | 157.10 | - | 20.153 | - | 1.7693 | - | 100.01 | - | 18.680 | - | 35.000 | - | 85.124 | - | 4.4840 | - | - |
| DEC24 | 108.17 | +0.0007 | 1.6058 | -0.0864 | 6.1042 | +0.0034 | 1.4391 | -0.0046 | 1.1076 | -0.1004 | 7.1937 | +0.0001 | 1.2530 | -0.0025 | 1.0376 | -0.8500 | 156.25 | +0.0340 | 20.187 | +0.0105 | 1.7798 | +1.0010 | 101.01 | -0.1690 | 18.511 | -0.0015 | 34.999 | +0.0620 | 85.186 | - | 4.4840 | - | - |
| JAN25 | 107.62 | -0.0034 | 1.6024 | +0.0748 | 6.1790 | -0.0050 | 1.4341 | +0.0231 | 1.1307 | +0.0122 | 7.2059 | -0.0018 | 1.2512 | +0.0034 | 1.0410 | - | 156.25 | +0.2750 | 20.462 | -0.0187 | 1.7611 | - | 101.01 | +0.0760 | 18.587 | +1.1421 | 36.141 | +0.2400 | 85.426 | -0.0055 | 4.4785 | - | - |
| FEB25 | 107.60 | +0.0007 | 1.6031 | +0.0053 | 6.1843 | +0.0002 | 1.4343 | +0.0010 | 1.1317 | -0.0013 | 7.2046 | +0.0003 | 1.2515 | - | 1.0410 | - | 156.25 | -0.0120 | 20.450 | +0.0014 | 1.7625 | - | 101.01 | +0.0700 | 18.657 | +1.0315 | 37.172 | -0.0480 | 85.378 | -0.0001 | 4.4784 | - | - |
| MAR25 | 107.58 | +0.0007 | 1.6038 | +0.0059 | 6.1902 | +0.0002 | 1.4345 | +0.0007 | 1.1324 | -0.0014 | 7.2032 | +0.0004 | 1.2519 | - | 1.0410 | - | 156.25 | -0.0140 | 20.436 | +0.0011 | 1.7636 | - | 101.01 | -0.0020 | 18.655 | +4.4469 | 41.619 | +0.1040 | 85.482 | -0.0052 | 4.4732 | - | - |
| APR25 | 107.57 | -0.0007 | 1.6031 | +0.0527 | 6.2429 | -0.0018 | 1.4327 | +0.0004 | 1.1328 | +0.0014 | 7.2046 | -0.0001 | 1.2518 | +0.0017 | 1.0427 | - | 156.25 | +0.0990 | 20.535 | +0.0005 | 1.7641 | - | 101.01 | +0.0630 | 18.718 | +0.0332 | 41.652 | +0.1360 | 85.618 | -0.0056 | 4.4676 | - | - |
| MAY25 | 107.57 | -0.0031 | 1.6000 | +0.0423 | 6.2852 | -0.0017 | 1.4310 | +0.0001 | 1.1329 | -0.0013 | 7.2033 | -0.0007 | 1.2511 | +0.0015 | 1.0442 | - | 156.25 | +0.0940 | 20.629 | +0.0002 | 1.7643 | - | 101.01 | +0.0430 | 18.761 | +0.0127 | 41.665 | +0.1730 | 85.791 | -0.0053 | 4.4623 | - | - |
| JUN25 | 107.57 | - | 1.6028 | - | 6.3225 | - | 1.4309 | - | 1.1329 | - | 7.1994 | - | 1.2515 | - | 1.0444 | - | 155.72 | - | 20.737 | - | 1.7643 | - | 101.01 | - | 18.806 | - | 41.667 | - | 85.964 | - | 4.4569 | - | - |
| 1Q25 | 107.60 | +0.0003 | 1.6031 | -0.1380 | 6.1845 | +0.0034 | 1.4343 | -0.0013 | 1.1316 | +0.0052 | 7.2046 | - | 1.2515 | -0.0034 | 1.0410 | +0.5300 | 156.25 | -0.2880 | 20.449 | -0.0019 | 1.7624 | - | 101.01 | -0.1730 | 18.633 | -3.3561 | 38.311 | -0.5350 | 85.429 | +0.0198 | 4.4767 | - | - |
| 2Q25 | 107.57 | -0.0011 | 1.6020 | +0.0990 | 6.2835 | -0.0028 | 1.4315 | +0.0012 | 1.1328 | -0.0022 | 7.2024 | -0.0001 | 1.2514 | +0.0028 | 1.0438 | -0.1800 | 156.07 | +0.1850 | 20.634 | +0.0018 | 1.7642 | - | 101.01 | +0.1290 | 18.762 | +3.3507 | 41.661 | +0.3620 | 85.791 | -0.0144 | 4.4623 | - | - |
| 3Q25 | 107.56 | +0.0004 | 1.6024 | +0.1113 | 6.3948 | -0.0041 | 1.4274 | +0.0003 | 1.1331 | -0.0151 | 7.1873 | -0.0008 | 1.2506 | +0.0042 | 1.0480 | -2.1000 | 153.97 | +0.2870 | 20.921 | +0.0004 | 1.7646 | - | 101.01 | +0.1420 | 18.904 | +0.0269 | 41.688 | +0.3420 | 86.133 | -0.0103 | 4.4520 | - | - |
| 4Q25 | 107.24 | -0.0035 | 1.5989 | +0.1599 | 6.5547 | -0.0050 | 1.4224 | +0.0143 | 1.1474 | -0.0244 | 7.1629 | -0.0006 | 1.2500 | +0.0060 | 1.0540 | -2.2000 | 151.77 | +0.2660 | 21.187 | -0.0052 | 1.7594 | - | 101.01 | +0.1440 | 19.048 | +3.5288 | 45.217 | +0.0810 | 86.214 | +0.0040 | 4.4560 | - | - |
| 1Q26 | 107.03 | - | 1.5974 | - | 7.1464 | - | 1.4173 | - | 1.1602 | - | 7.1364 | - | 1.2497 | - | 1.0598 | - | 151.27 | - | 21.430 | - | 1.7550 | - | 101.01 | - | 19.182 | - | 48.579 | - | 86.465 | - | 4.4684 | - | - |
| 2024 | 108.17 | +0.0084 | 1.6058 | -1.0422 | 6.1042 | +0.0218 | 1.4391 | -0.0526 | 1.1076 | +0.0573 | 7.1937 | +0.0033 | 1.2530 | -0.0222 | 1.0376 | +4.9800 | 156.25 | -1.2430 | 20.187 | +0.0248 | 1.7798 | - | 101.01 | -0.6710 | 18.511 | -13.580 | 34.999 | -1.2790 | 85.186 | +0.0156 | 4.4840 | - | - |
| 2025 | 107.49 | -0.0042 | 1.6016 | +0.2502 | 6.3544 | -0.0102 | 1.4289 | +0.0287 | 1.1363 | -0.0044 | 7.1893 | -0.0021 | 1.2509 | +0.0091 | 1.0467 | -1.7300 | 154.52 | +0.6110 | 20.798 | -0.0171 | 1.7627 | - | 101.01 | +0.3260 | 18.837 | +6.7208 | 41.719 | +0.7060 | 85.892 | -0.0223 | 4.4617 | - | - |
| 2026 | 106.68 | -0.0058 | 1.5958 | +2.1205 | 8.4749 | -0.0156 | 1.4133 | +0.0447 | 1.1810 | -0.0860 | 7.1033 | -0.0003 | 1.2506 | +0.0142 | 1.0609 | -13.840 | 140.68 | +1.1020 | 21.900 | -0.0138 | 1.7489 | - | 101.01 | +0.6290 | 19.466 | +12.929 | 54.648 | +1.7820 | 87.674 | +0.0663 | 4.5280 | - | - |
| 2027 | 105.94 | -6.3000 | 1.5895 | -0.9298 | 7.5451 | -0.0261 | 1.3872 | +5.7600 | 1.2386 | -0.1117 | 6.9916 | +0.0119 | 1.2625 | +0.0138 | 1.0747 | -138.42 | 2.2600 | +1.2310 | 23.131 | -0.0204 | 1.7285 | - | 101.01 | +0.7280 | 20.194 | +13.850 | 68.498 | +8.4870 | 96.161 | - | - | - | - |
| SPOT |
|---|
| DEC24 |
| JAN25 |
| FEB25 |
| MAR25 |
| APR25 |
| MAY25 |
| JUN25 |
| 1Q25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |