FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-12-23 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 | - | 1.6008 | - | 6.1924 | - | 1.4374 | - | 1.1122 | - | 7.2978 | - | 1.2525 | - | 1.0405 | - | 157.09 | - | 20.238 | - | 1.7699 | - | 101.22 | - | 18.553 | - | 35.179 | - | 85.042 | - | 4.4870 | - | - |
| DEC24 | 108.46 | +0.0002 | 1.6010 | -0.0308 | 6.1616 | +0.0099 | 1.4473 | -0.0054 | 1.1068 | -0.1087 | 7.1891 | +0.0016 | 1.2541 | -0.0013 | 1.0392 | -0.8400 | 156.25 | -0.2530 | 19.985 | +0.0099 | 1.7798 | -0.2100 | 101.01 | -0.3130 | 18.240 | -0.0599 | 35.119 | +0.1080 | 85.150 | - | 4.4870 | - | - |
| JAN25 | 107.51 | -0.0001 | 1.6009 | +0.0849 | 6.2465 | -0.0132 | 1.4341 | +0.0451 | 1.1519 | - | 7.1891 | -0.0023 | 1.2518 | +0.0050 | 1.0442 | - | 156.25 | +0.2700 | 20.255 | -0.0272 | 1.7526 | - | 101.01 | +0.0750 | 18.315 | +1.1513 | 36.271 | +0.1960 | 85.346 | -0.0056 | 4.4814 | - | - |
| FEB25 | 107.46 | +0.0001 | 1.6010 | -0.0198 | 6.2267 | +0.0010 | 1.4351 | -0.0035 | 1.1484 | - | 7.1891 | +0.0002 | 1.2520 | -0.0004 | 1.0501 | - | 156.25 | -0.0120 | 20.243 | +0.0031 | 1.7557 | - | 101.01 | +0.0670 | 18.382 | +1.0398 | 37.310 | -0.0500 | 85.296 | -0.0001 | 4.4813 | - | - |
| MAR25 | 107.42 | +0.0002 | 1.6012 | -0.0220 | 6.2047 | +0.0012 | 1.4363 | -0.0023 | 1.1461 | - | 7.1891 | +0.0002 | 1.2522 | -0.0005 | 1.0433 | - | 156.25 | -0.0130 | 20.230 | +0.0021 | 1.7578 | - | 101.01 | -0.0100 | 18.372 | +4.4820 | 41.792 | +0.0720 | 85.368 | -0.0050 | 4.4763 | - | - |
| APR25 | 107.41 | -0.0013 | 1.5999 | -0.0226 | 6.1821 | -0.0035 | 1.4328 | -0.0012 | 1.1449 | - | 7.1891 | +0.0013 | 1.2535 | +0.0024 | 1.0457 | -0.6000 | 155.65 | +0.1060 | 20.336 | +0.0011 | 1.7589 | - | 101.01 | +0.0450 | 18.417 | +0.0340 | 41.826 | +0.1160 | 85.484 | -0.0056 | 4.4707 | - | - |
| MAY25 | 107.40 | -0.0045 | 1.5954 | -0.0120 | 6.1701 | -0.0038 | 1.4290 | -0.0004 | 1.1445 | -0.0013 | 7.1878 | +0.0053 | 1.2588 | +0.0043 | 1.0626 | -1.8000 | 153.85 | +0.1030 | 20.439 | +0.0004 | 1.7593 | - | 101.01 | +0.0410 | 18.458 | +0.0129 | 41.839 | +0.1640 | 85.648 | -0.0055 | 4.4652 | - | - |
| JUN25 | 107.40 | - | 1.5991 | - | 6.1933 | - | 1.4309 | - | 1.1444 | - | 7.1852 | - | 1.2539 | - | 1.0474 | - | 154.93 | - | 20.535 | - | 1.7593 | - | 101.01 | - | 18.519 | - | 41.841 | - | 85.814 | - | 4.4600 | - | - |
| 1Q25 | 107.46 | +0.0019 | 1.6010 | +0.0326 | 6.2259 | +0.0043 | 1.4352 | +0.0044 | 1.1488 | +0.0039 | 7.1891 | -0.0019 | 1.2520 | -0.0036 | 1.0775 | +1.3200 | 156.25 | -0.2930 | 20.242 | -0.0039 | 1.7554 | - | 101.01 | -0.1620 | 18.357 | -3.3833 | 38.458 | -0.4770 | 85.337 | +0.0197 | 4.4797 | - | - |
| 2Q25 | 107.40 | -0.0029 | 1.5981 | -0.0441 | 6.1818 | -0.0043 | 1.4309 | -0.0042 | 1.1446 | -0.0018 | 7.1873 | +0.0034 | 1.2554 | +0.0039 | 1.0477 | -1.4400 | 154.81 | +0.1950 | 20.437 | +0.0038 | 1.7592 | - | 101.01 | +0.1080 | 18.465 | +3.3778 | 41.836 | +0.3120 | 85.649 | -0.0144 | 4.4653 | - | - |
| 3Q25 | 107.39 | +0.0012 | 1.5993 | +0.0837 | 6.2655 | -0.0027 | 1.4282 | -0.0010 | 1.1436 | -0.0107 | 7.1766 | -0.0030 | 1.2524 | +0.0024 | 1.0501 | -1.1900 | 153.62 | +0.2820 | 20.719 | +0.0008 | 1.7600 | - | 101.01 | +0.1570 | 18.622 | +0.0275 | 41.863 | +0.3960 | 86.045 | -0.0105 | 4.4548 | - | - |
| 4Q25 | 106.81 | +0.0015 | 1.6008 | +0.2193 | 6.4848 | -0.0042 | 1.4240 | +0.0131 | 1.1567 | -0.0239 | 7.1527 | -0.0010 | 1.2514 | +0.0048 | 1.0549 | -2.1000 | 151.52 | +0.2750 | 20.994 | -0.0051 | 1.7549 | - | 101.01 | +0.1400 | 18.762 | +3.5597 | 45.423 | +0.7650 | 86.810 | -0.0051 | 4.4497 | - | - |
| 1Q26 | 106.64 | - | 1.5942 | - | 7.3187 | - | 1.4164 | - | 1.1692 | - | 7.1262 | - | 1.2566 | - | 1.0998 | - | 149.50 | - | 21.220 | - | 1.7502 | - | 101.01 | - | 18.892 | - | 48.816 | - | 89.207 | - | 4.4338 | - | - |
| 2024 | 108.46 | +0.0068 | 1.6010 | -1.1571 | 6.1616 | +0.0309 | 1.4473 | -0.0624 | 1.1068 | +0.0629 | 7.1891 | -0.0025 | 1.2541 | -0.0235 | 1.0392 | +6.7500 | 156.25 | -1.2350 | 19.985 | +0.0296 | 1.7798 | - | 101.01 | -0.6520 | 18.240 | -13.697 | 35.119 | -4.0570 | 85.150 | +0.0532 | 4.4870 | - | - |
| 2025 | 107.27 | -0.0012 | 1.5998 | +0.1279 | 6.2895 | -0.0177 | 1.4296 | +0.0416 | 1.1484 | -0.0127 | 7.1764 | -0.0013 | 1.2528 | +0.0099 | 1.0491 | -2.2000 | 154.05 | +0.6130 | 20.598 | -0.0224 | 1.7574 | - | 101.01 | +0.3110 | 18.551 | +6.7755 | 41.895 | +0.8100 | 85.960 | -0.0246 | 4.4624 | - | - |
| 2026 | 106.24 | +0.0045 | 1.6043 | +2.8295 | 9.1190 | -0.0125 | 1.4171 | +0.0416 | 1.1900 | -0.0834 | 7.0930 | -0.0269 | 1.2259 | +0.0187 | 1.1155 | +5.8100 | 159.86 | +1.0960 | 21.694 | -0.0126 | 1.7448 | - | 101.01 | +0.6170 | 19.168 | +13.402 | 55.296 | +14.745 | 100.71 | -0.1049 | 4.3575 | - | - |
| 2027 | 105.48 | -1.7300 | 1.5870 | -1.6613 | 7.4577 | -3.1000 | 1.3861 | +5.7700 | 1.2477 | -0.1145 | 6.9785 | -0.4012 | 0.8247 | - | 1.1210 | +135.41 | 295.27 | +1.1740 | 22.868 | -1.7600 | 1.7272 | - | 101.01 | +0.7060 | 19.874 | +15.262 | 70.558 | +80.755 | 181.46 | - | - | - | - |
| SPOT |
|---|
| DEC24 |
| JAN25 |
| FEB25 |
| MAR25 |
| APR25 |
| MAY25 |
| JUN25 |
| 1Q25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |