FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-11-21 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 | - | 1.5356 | - | 5.7689 | - | 1.3989 | - | 1.1339 | - | 7.2383 | - | 1.2648 | - | 1.0480 | - | 154.11 | - | 20.255 | - | 1.6958 | - | 101.05 | - | 18.069 | - | 1393.3 | - | 34.556 | - | 84.357 | - | 4.4710 |
| NOV24 | 106.21 | +0.0048 | 1.5404 | -0.0187 | 5.7502 | +0.0044 | 1.4033 | -0.0023 | 1.1316 | -0.0493 | 7.1890 | -0.0006 | 1.2642 | - | 1.0499 | -0.2600 | 153.85 | -0.0130 | 20.242 | +0.0046 | 1.7004 | -5.3140 | 95.736 | -0.1480 | 17.921 | +35.300 | 1428.6 | -0.0476 | 34.508 | +0.0810 | 84.438 | - | 4.4710 |
| DEC24 | 106.18 | -0.0003 | 1.5401 | +0.0537 | 5.8039 | -0.0022 | 1.4011 | +0.0140 | 1.1456 | -0.0217 | 7.1673 | -0.0013 | 1.2629 | - | 1.0517 | - | 153.85 | +0.1640 | 20.406 | -0.0031 | 1.6973 | +1.3510 | 97.087 | +0.0650 | 17.986 | - | 1428.6 | +1.2061 | 35.714 | +0.1140 | 84.552 | -0.0066 | 4.4644 |
| JAN25 | 106.12 | -0.0007 | 1.5394 | -0.0068 | 5.7971 | +0.0004 | 1.4015 | +0.0003 | 1.1459 | +0.0012 | 7.1685 | +0.0001 | 1.2630 | - | 1.0528 | - | 153.85 | +0.0020 | 20.408 | -0.0003 | 1.6970 | +1.3520 | 98.439 | +0.0650 | 18.051 | - | 1428.6 | +1.2060 | 36.920 | +0.0060 | 84.558 | - | 4.4644 |
| FEB25 | 106.10 | -0.0006 | 1.5388 | -0.0061 | 5.7910 | -0.0017 | 1.3998 | +0.0001 | 1.1460 | +0.0010 | 7.1695 | +0.0001 | 1.2631 | - | 1.0615 | - | 153.85 | +0.0020 | 20.410 | -0.0001 | 1.6969 | +1.2200 | 99.659 | -0.0070 | 18.044 | - | 1428.6 | +2.2975 | 39.218 | +0.1300 | 84.688 | -0.0068 | 4.4576 |
| MAR25 | 106.10 | -0.0019 | 1.5369 | +0.0104 | 5.8014 | -0.0020 | 1.3978 | - | 1.1460 | -0.0073 | 7.1622 | -0.0003 | 1.2628 | - | 1.0646 | -0.5900 | 153.26 | +0.0900 | 20.500 | - | 1.6969 | +1.3510 | 101.01 | +0.0470 | 18.091 | - | 1428.6 | -0.0021 | 39.216 | +0.1300 | 84.818 | -0.0059 | 4.4517 |
| APR25 | 106.10 | -0.0012 | 1.5357 | +0.0205 | 5.8219 | - | 1.3850 | - | 1.1460 | -0.0092 | 7.1530 | +0.0006 | 1.2634 | - | 1.0678 | -1.1800 | 152.08 | +0.1090 | 20.609 | - | 1.6969 | - | 101.01 | +0.0500 | 18.141 | - | 1428.6 | -0.0018 | 39.214 | +0.1650 | 84.983 | -0.0065 | 4.4452 |
| MAY25 | 106.08 | - | 1.5366 | - | 5.8503 | - | 1.3850 | - | 1.1461 | - | 7.1429 | - | 1.2663 | - | 1.0770 | - | 151.52 | - | 20.703 | - | 1.6968 | - | 101.01 | - | 18.190 | - | 1428.6 | - | 39.201 | - | 85.158 | - | 4.4387 |
| 1Q25 | 106.11 | +0.0018 | 1.5384 | -0.0538 | 5.7965 | - | 1.3997 | -0.0001 | 1.1460 | +0.0238 | 7.1667 | -0.0033 | 1.2630 | - | 1.0825 | +2.1300 | 153.65 | -0.2630 | 20.440 | +0.0002 | 1.6970 | -1.3070 | 99.703 | -0.1280 | 18.062 | - | 1428.6 | -0.7492 | 38.451 | -0.4700 | 84.688 | +0.0192 | 4.4579 |
| 2Q25 | 106.07 | -0.0023 | 1.5361 | +0.0542 | 5.8507 | - | 1.3850 | +0.0002 | 1.1462 | -0.0239 | 7.1428 | +0.0017 | 1.2647 | - | 1.0880 | -2.1100 | 151.54 | +0.2610 | 20.701 | -0.0003 | 1.6967 | +1.3070 | 101.01 | +0.1290 | 18.191 | - | 1428.6 | +0.7418 | 39.193 | +0.4690 | 85.157 | -0.0191 | 4.4388 |
| 3Q25 | 105.71 | +0.0015 | 1.5376 | +0.0679 | 5.9186 | - | 1.3803 | +0.0123 | 1.1585 | -0.0304 | 7.1124 | +0.0013 | 1.2660 | - | 1.0935 | -1.9500 | 149.59 | +0.2750 | 20.976 | -0.0038 | 1.6929 | - | 101.01 | +0.1380 | 18.329 | - | 1428.6 | +3.3539 | 42.547 | +0.1020 | 85.259 | +0.0098 | 4.4486 |
| 4Q25 | 105.77 | -0.0005 | 1.5371 | +0.0862 | 6.0048 | - | 1.3763 | +0.0119 | 1.1704 | -0.0298 | 7.0826 | -0.0004 | 1.2656 | - | 1.0988 | -0.5800 | 149.01 | +0.2710 | 21.247 | -0.0026 | 1.6903 | - | 101.01 | +0.1440 | 18.473 | - | 1428.6 | +3.3057 | 45.853 | -0.4290 | 84.830 | +0.0980 | 4.5466 |
| 1Q26 | 104.78 | - | 1.5426 | - | 6.2748 | - | 1.3763 | - | 1.1818 | - | 7.0668 | - | 1.2655 | - | 1.1035 | - | 146.59 | - | 21.422 | - | 1.6882 | - | 101.01 | - | 18.584 | - | 1428.6 | - | 49.079 | - | 83.710 | - | 4.8024 |
| 2024 | 106.19 | -0.0024 | 1.5402 | -0.4977 | 5.7771 | - | 1.4022 | -0.0432 | 1.1386 | +0.1114 | 7.1782 | -0.0020 | 1.2635 | - | 1.1081 | +7.2600 | 153.85 | -1.0980 | 20.324 | +0.0107 | 1.6989 | -4.5980 | 96.412 | -0.6310 | 17.953 | - | 1428.6 | -13.967 | 35.111 | +0.7850 | 84.495 | -0.3347 | 4.4677 |
| 2025 | 105.91 | -0.0029 | 1.5373 | +0.1156 | 5.8927 | -0.0025 | 1.3997 | +0.0167 | 1.1553 | -0.0521 | 7.1261 | +0.0013 | 1.2648 | - | 1.1128 | -2.9000 | 150.95 | +0.5170 | 20.841 | -0.0047 | 1.6942 | +4.2710 | 100.68 | +0.3110 | 18.264 | - | 1428.6 | +6.3997 | 41.511 | +0.4880 | 84.983 | +0.0053 | 4.4730 |
| 2026 | 104.26 | +0.0207 | 1.5580 | +0.8162 | 6.7089 | - | 1.3576 | +0.0467 | 1.2020 | -0.0888 | 7.0373 | -0.0003 | 1.2645 | - | 1.1175 | -25.460 | 125.49 | +1.1150 | 21.956 | -0.0064 | 1.6878 | +0.3270 | 101.01 | +0.5580 | 18.822 | - | 1428.6 | +13.996 | 55.507 | -6.0400 | 78.943 | +1.1272 | 5.6002 |
| 2027 | 102.88 | +3.8000 | 1.5618 | +4.6700 | 6.7556 | - | 1.3466 | +5.1100 | 1.2531 | -8.5800 | 6.9515 | -8.6000 | 1.2559 | - | 1.1222 | -188.60 | -63.110 | +1.1970 | 23.153 | -6.9000 | 1.6809 | - | 101.01 | +0.6350 | 19.457 | - | 1428.6 | +16.064 | 71.571 | -31.495 | 47.448 | - | - |
| SPOT |
|---|
| NOV24 |
| DEC24 |
| JAN25 |
| FEB25 |
| MAR25 |
| APR25 |
| MAY25 |
| 1Q25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |