FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-02-17 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 | - | 1.5741 | - | 5.7130 | - | 1.4185 | - | 1.1101 | - | 7.2624 | - | 1.2620 | - | 1.0480 | - | 151.50 | - | 20.268 | - | 1.7446 | - | 91.496 | - | 18.378 | - | 1441.3 | - | 36.219 | - | 86.789 | - | 4.4320 |
| FEB25 | 106.76 | +0.0008 | 1.5749 | -0.0163 | 5.6967 | -0.0001 | 1.4184 | -0.0007 | 1.1094 | -0.1093 | 7.1531 | - | 1.2620 | +0.0004 | 1.0484 | +0.0200 | 151.52 | +0.0130 | 20.281 | -0.0008 | 1.7438 | +9.5140 | 101.01 | -0.0660 | 18.312 | -12.700 | 1428.6 | -0.2460 | 35.973 | +0.1370 | 86.926 | - | 4.4320 |
| MAR25 | 106.19 | -0.0048 | 1.5701 | +0.0621 | 5.7588 | -0.0016 | 1.4168 | +0.0148 | 1.1242 | - | 7.1531 | +0.0020 | 1.2640 | +0.0025 | 1.0509 | +0.5400 | 152.06 | +0.1590 | 20.440 | -0.0033 | 1.7405 | - | 101.01 | +0.0700 | 18.382 | - | 1428.6 | +1.0640 | 37.037 | +0.2350 | 87.161 | -0.0042 | 4.4278 |
| APR25 | 106.20 | +0.0007 | 1.5708 | -0.0017 | 5.7571 | -0.0001 | 1.4167 | +0.0006 | 1.1248 | - | 7.1531 | -0.0010 | 1.2630 | +0.0003 | 1.0512 | -0.5400 | 151.52 | +0.0100 | 20.450 | -0.0005 | 1.7400 | - | 101.01 | +0.0680 | 18.450 | - | 1428.6 | +1.0298 | 38.067 | -0.0210 | 87.140 | -0.0003 | 4.4275 |
| MAY25 | 106.21 | +0.0008 | 1.5716 | -0.0019 | 5.7552 | -0.0025 | 1.4142 | +0.0003 | 1.1251 | - | 7.1531 | -0.0010 | 1.2620 | +0.0003 | 1.0515 | -0.5700 | 150.95 | +0.0100 | 20.460 | -0.0002 | 1.7398 | - | 101.01 | -0.0090 | 18.441 | - | 1428.6 | +2.0941 | 40.161 | +0.1700 | 87.310 | -0.0046 | 4.4229 |
| JUN25 | 106.21 | +0.0001 | 1.5717 | +0.0296 | 5.7848 | -0.0027 | 1.4115 | - | 1.1251 | - | 7.1531 | -0.0014 | 1.2606 | +0.0020 | 1.0535 | -1.1500 | 149.80 | +0.1070 | 20.567 | -0.0001 | 1.7397 | - | 101.01 | +0.0440 | 18.485 | - | 1428.6 | -0.0003 | 40.161 | +0.1560 | 87.466 | -0.0050 | 4.4179 |
| JUL25 | 106.21 | -0.0001 | 1.5716 | +0.0357 | 5.8205 | -0.0005 | 1.4110 | - | 1.1251 | -0.0013 | 7.1518 | -0.0005 | 1.2601 | +0.0020 | 1.0555 | -0.5500 | 149.25 | +0.0830 | 20.650 | - | 1.7397 | - | 101.01 | +0.0420 | 18.527 | - | 1428.6 | -0.0002 | 40.160 | +0.1410 | 87.607 | -0.0050 | 4.4129 |
| AUG25 | 106.22 | - | 1.5706 | - | 5.8618 | - | 1.4108 | - | 1.1254 | - | 7.1480 | - | 1.2596 | - | 1.0584 | - | 149.25 | - | 20.715 | - | 1.7395 | - | 101.01 | - | 18.579 | - | 1428.6 | - | 40.159 | - | 87.746 | - | 4.4078 |
| 2Q25 | 106.21 | +0.0008 | 1.5714 | -0.0961 | 5.7657 | +0.0033 | 1.4141 | -0.0004 | 1.1250 | +0.0051 | 7.1531 | +0.0023 | 1.2619 | -0.0063 | 1.0521 | +1.5100 | 150.76 | -0.2230 | 20.492 | +0.0003 | 1.7398 | - | 101.01 | -0.1200 | 18.459 | - | 1428.6 | -0.6957 | 39.463 | -0.4400 | 87.306 | +0.0150 | 4.4228 |
| 3Q25 | 106.22 | -0.0003 | 1.5711 | +0.0963 | 5.8620 | -0.0038 | 1.4103 | +0.0005 | 1.1255 | -0.0056 | 7.1475 | -0.0020 | 1.2599 | +0.0050 | 1.0571 | -1.6700 | 149.09 | +0.2270 | 20.719 | -0.0004 | 1.7394 | - | 101.01 | +0.1170 | 18.576 | - | 1428.6 | +0.6947 | 40.158 | +0.4440 | 87.750 | -0.0149 | 4.4079 |
| 4Q25 | 105.88 | -0.0013 | 1.5698 | +0.1022 | 5.9642 | -0.0070 | 1.4033 | +0.0147 | 1.1402 | -0.0186 | 7.1289 | -0.0009 | 1.2590 | +0.0038 | 1.0609 | -1.7100 | 147.38 | +0.2270 | 20.946 | -0.0055 | 1.7339 | - | 101.01 | +0.1510 | 18.727 | - | 1428.6 | +3.1189 | 43.276 | +0.6280 | 88.378 | -0.0109 | 4.3970 |
| 1Q26 | 105.87 | -0.0014 | 1.5684 | +0.1888 | 6.1530 | -0.0066 | 1.3967 | +0.0126 | 1.1528 | -0.0300 | 7.0989 | +0.0010 | 1.2600 | +0.0069 | 1.0678 | -0.5600 | 146.82 | +0.2410 | 21.187 | -0.0043 | 1.7296 | - | 101.01 | +0.1530 | 18.880 | - | 1428.6 | +3.0495 | 46.326 | +2.8680 | 91.246 | -0.0360 | 4.3610 |
| 2Q26 | 104.99 | - | 1.5687 | - | 6.7575 | - | 1.3975 | - | 1.1649 | - | 7.0774 | - | 1.2591 | - | 1.0659 | - | 144.38 | - | 21.328 | - | 1.7266 | - | 101.01 | - | 18.978 | - | 1428.6 | - | 49.492 | - | 98.880 | - | 4.2652 |
| 2025 | 106.17 | +0.0024 | 1.5711 | -0.9183 | 5.8392 | +0.0133 | 1.4108 | -0.0371 | 1.1278 | +0.0676 | 7.1450 | +0.0017 | 1.2608 | -0.0105 | 1.0554 | +5.1900 | 149.57 | -0.6740 | 20.654 | +0.0119 | 1.7385 | - | 101.01 | -0.4340 | 18.544 | - | 1428.6 | -9.3374 | 40.155 | -11.209 | 87.671 | +0.1478 | 4.4130 |
| 2026 | 104.95 | -0.0024 | 1.5687 | +1.5889 | 7.4281 | -0.0137 | 1.3971 | +0.0440 | 1.1718 | -0.0822 | 7.0628 | -0.0044 | 1.2564 | +0.0048 | 1.0602 | -12.730 | 136.84 | +0.8660 | 21.520 | -0.0115 | 1.7270 | - | 101.01 | +0.5370 | 19.081 | - | 1428.6 | +11.158 | 51.312 | +22.973 | 110.64 | -0.2954 | 4.1176 |
| 2027 | 103.47 | -0.0080 | 1.5607 | -0.4302 | 6.9979 | -0.0356 | 1.3615 | +0.0551 | 1.2269 | -0.1050 | 6.9578 | -0.0472 | 1.2092 | -0.1002 | 0.9600 | -130.45 | 6.3900 | +0.9930 | 22.513 | -0.0144 | 1.7126 | - | 101.01 | +0.6470 | 19.728 | - | 1428.6 | +14.407 | 65.719 | +158.21 | 268.85 | -0.0216 | 4.0960 |
| 2028 | 102.40 | -3.9000 | 1.5568 | +0.4660 | 7.4639 | -0.0182 | 1.3433 | +0.0384 | 1.2653 | -7.0800 | 6.8870 | -0.1117 | 1.0975 | -0.2369 | 0.7231 | -308.39 | -302.00 | +0.7310 | 23.244 | -8.5000 | 1.7041 | - | 101.01 | +0.4620 | 20.190 | - | 1428.6 | +9.9472 | 75.667 | +311.73 | 580.58 | - | - |
| SPOT |
|---|
| FEB25 |
| MAR25 |
| APR25 |
| MAY25 |
| JUN25 |
| JUL25 |
| AUG25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |