FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-09-22 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 | - | 1.4693 | - | 5.5148 | - | 1.3568 | - | 1.1765 | - | 7.0500 | - | 1.3321 | - | 1.1162 | - | 143.81 | - | 19.402 | - | 1.6033 | - | 92.550 | - | 17.411 | - | 1331.6 | - | 34.093 | - | 83.465 | - | 4.2000 |
| SEP24 | 100.75 | -0.0013 | 1.4680 | -0.0274 | 5.4874 | +0.0001 | 1.3569 | - | 1.1765 | -0.0021 | 7.0479 | -0.0002 | 1.3319 | -0.0007 | 1.1155 | -0.9500 | 142.86 | -0.1760 | 19.226 | +0.0006 | 1.6039 | +0.5270 | 93.077 | +0.0690 | 17.480 | -81.600 | 1250.0 | -0.3599 | 33.733 | -0.0550 | 83.410 | - | 4.2000 |
| OCT24 | 100.26 | -0.0018 | 1.4662 | +0.0453 | 5.5327 | -0.0024 | 1.3545 | +0.0231 | 1.1996 | -0.0526 | 6.9953 | -0.0002 | 1.3317 | +0.0035 | 1.1190 | - | 142.86 | +0.2300 | 19.456 | -0.0034 | 1.6005 | +1.3520 | 94.429 | +0.0640 | 17.544 | - | 1250.0 | +1.2065 | 34.939 | +0.1880 | 83.598 | -0.0068 | 4.1932 |
| NOV24 | 100.23 | +0.0005 | 1.4667 | +0.0044 | 5.5371 | +0.0001 | 1.3546 | -0.0009 | 1.1987 | +0.0026 | 6.9979 | - | 1.3317 | -0.0002 | 1.1188 | - | 142.86 | -0.0010 | 19.455 | +0.0009 | 1.6014 | +1.3070 | 95.736 | +0.0620 | 17.606 | - | 1250.0 | +1.1677 | 36.107 | -0.0230 | 83.575 | - | 4.1932 |
| DEC24 | 100.21 | +0.0005 | 1.4672 | +0.0045 | 5.5416 | +0.0002 | 1.3548 | -0.0006 | 1.1981 | +0.0027 | 7.0006 | +0.0001 | 1.3318 | -0.0002 | 1.1240 | - | 142.86 | - | 19.455 | +0.0005 | 1.6019 | +1.3510 | 97.087 | -0.0090 | 17.597 | - | 1250.0 | +4.6881 | 40.795 | +0.1240 | 83.699 | -0.0061 | 4.1871 |
| JAN25 | 100.20 | +0.0002 | 1.4674 | +0.0279 | 5.5695 | -0.0010 | 1.3538 | -0.0003 | 1.1978 | -0.0186 | 6.9820 | -0.0002 | 1.3316 | +0.0013 | 1.1199 | - | 142.86 | +0.1050 | 19.560 | +0.0003 | 1.6022 | +1.3520 | 98.439 | +0.0480 | 17.645 | - | 1250.0 | +0.0153 | 40.810 | +0.1320 | 83.831 | -0.0062 | 4.1809 |
| FEB25 | 100.19 | -0.0007 | 1.4667 | +0.0179 | 5.5874 | -0.0015 | 1.3523 | -0.0001 | 1.1977 | -0.0175 | 6.9645 | -0.0004 | 1.3312 | +0.0011 | 1.1210 | - | 142.86 | +0.0880 | 19.648 | +0.0001 | 1.6023 | +1.2200 | 99.659 | +0.0480 | 17.693 | - | 1250.0 | +0.0051 | 40.815 | +0.1570 | 83.988 | -0.0059 | 4.1750 |
| MAR25 | 100.19 | - | 1.4674 | - | 5.6063 | - | 1.3526 | - | 1.1977 | - | 6.9497 | - | 1.3312 | - | 1.1209 | - | 142.40 | - | 19.732 | - | 1.6023 | - | 101.01 | - | 17.738 | - | 1250.0 | - | 40.816 | - | 84.131 | - | 4.1712 |
| 4Q24 | 100.23 | -0.0007 | 1.4667 | -0.0692 | 5.5371 | +0.0020 | 1.3546 | +0.0011 | 1.1988 | +0.0482 | 6.9979 | +0.0005 | 1.3317 | -0.0021 | 1.1188 | +0.4600 | 142.86 | -0.2770 | 19.455 | -0.0010 | 1.6013 | -5.2590 | 95.751 | -0.1560 | 17.582 | - | 1250.0 | -3.5359 | 37.280 | -0.5070 | 83.624 | +0.0200 | 4.1912 |
| 1Q25 | 100.19 | +0.0005 | 1.4672 | +0.0506 | 5.5877 | -0.0017 | 1.3529 | -0.0011 | 1.1977 | -0.0325 | 6.9654 | -0.0003 | 1.3314 | +0.0018 | 1.1206 | -0.1500 | 142.71 | +0.1920 | 19.647 | +0.0010 | 1.6023 | +3.9520 | 99.703 | +0.1100 | 17.692 | - | 1250.0 | +3.5336 | 40.814 | +0.3590 | 83.983 | -0.0155 | 4.1757 |
| 2Q25 | 100.19 | +0.0002 | 1.4674 | +0.0622 | 5.6499 | -0.0026 | 1.3503 | -0.0002 | 1.1975 | -0.0446 | 6.9208 | -0.0012 | 1.3302 | +0.0023 | 1.1229 | -1.7500 | 140.96 | +0.2740 | 19.921 | +0.0002 | 1.6025 | +3.9510 | 103.65 | +0.1630 | 17.855 | - | 1250.0 | +0.0119 | 40.826 | +0.4890 | 84.472 | -0.0064 | 4.1693 |
| 3Q25 | 99.869 | +0.0015 | 1.4689 | -0.0024 | 5.6475 | -0.0022 | 1.3481 | +0.0091 | 1.2066 | -0.0321 | 6.8887 | -0.0018 | 1.3284 | +0.0034 | 1.1263 | -1.8500 | 139.11 | +0.2780 | 20.199 | +0.0005 | 1.6030 | +4.0100 | 107.66 | +0.1630 | 18.018 | - | 1250.0 | +3.5889 | 44.415 | +1.9700 | 86.442 | +0.0136 | 4.1829 |
| 4Q25 | 99.630 | - | 1.4706 | - | 5.6008 | - | 1.3462 | - | 1.2150 | - | 6.8701 | - | 1.3268 | - | 1.1294 | - | 138.68 | - | 20.422 | - | 1.6033 | - | 111.66 | - | 18.163 | - | 1250.0 | - | 47.851 | - | 92.723 | - | 4.2261 |
| 2024 | 100.36 | -0.0036 | 1.4670 | -0.0761 | 5.5247 | +0.0090 | 1.3552 | -0.0218 | 1.1932 | +0.1403 | 7.0104 | +0.0050 | 1.3318 | -0.0114 | 1.1180 | +4.1800 | 142.86 | -1.0240 | 19.398 | -0.0014 | 1.6019 | -16.578 | 95.082 | -0.6060 | 17.557 | - | 1250.0 | -11.457 | 36.394 | -9.1530 | 83.570 | -0.0327 | 4.1934 |
| 2025 | 99.970 | +0.0015 | 1.4685 | +0.0968 | 5.6215 | -0.0058 | 1.3494 | +0.0110 | 1.2042 | -0.0991 | 6.9113 | -0.0026 | 1.3292 | +0.0068 | 1.1248 | -2.5000 | 140.36 | +0.6490 | 20.047 | +0.0009 | 1.6028 | +10.588 | 105.67 | +0.3750 | 17.932 | - | 1250.0 | +7.0828 | 43.476 | +3.3350 | 86.905 | -0.0049 | 4.1885 |
| 2026 | 99.004 | +0.0057 | 1.4742 | +0.1560 | 5.7775 | -0.0075 | 1.3419 | +0.0335 | 1.2377 | -0.0690 | 6.8423 | +0.0029 | 1.3321 | +0.0057 | 1.1305 | -22.070 | 118.29 | +1.0690 | 21.116 | +0.0017 | 1.6045 | +15.909 | 121.58 | +0.7500 | 18.682 | - | 1250.0 | +14.603 | 58.079 | +65.026 | 151.93 | +0.2127 | 4.4012 |
| 2027 | 98.191 | +8.7000 | 1.4829 | +0.6360 | 6.4135 | -9.8000 | 1.3321 | +3.5300 | 1.2730 | -0.0526 | 6.7897 | +4.3000 | 1.3751 | +8.6000 | 1.1391 | -163.48 | -45.190 | +1.0560 | 22.172 | +2.3000 | 1.6068 | +15.909 | 137.49 | +0.8600 | 19.542 | - | 1250.0 | +14.198 | 72.278 | +275.97 | 427.90 | - | - |
| SPOT |
|---|
| SEP24 |
| OCT24 |
| NOV24 |
| DEC24 |
| JAN25 |
| FEB25 |
| MAR25 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |