FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-09-01 23:00:02 GMT
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% | AU | BR | CA | CH | CN | GB | EU | JP | MX | NZ | RU | ZA | KR | TR | IN | MY | |||||||||||||||||
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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 | - | 1.4684 | - | 5.6296 | - | 1.3473 | - | 1.1798 | - | 7.0873 | - | 1.3195 | - | 1.1063 | - | 144.92 | - | 19.737 | - | 1.5959 | - | 91.749 | - | 17.634 | - | 1332.0 | - | 34.063 | - | 83.804 | - | 4.3120 |
AUG24 | 101.45 | -0.0004 | 1.4680 | -0.0888 | 5.5408 | -0.0002 | 1.3471 | -0.0027 | 1.1771 | +0.0190 | 7.1063 | +0.0005 | 1.3200 | - | 1.1078 | +2.0100 | 146.93 | +0.0670 | 19.804 | +0.0012 | 1.5971 | -0.6220 | 91.127 | +0.1290 | 17.763 | -82.000 | 1250.0 | -0.7192 | 33.344 | +0.0010 | 83.805 | - | 4.3120 |
SEP24 | 100.97 | -0.0009 | 1.4671 | +0.0466 | 5.5874 | -0.0012 | 1.3459 | +0.0169 | 1.1940 | -0.0477 | 7.0586 | - | 1.3200 | - | 1.1098 | -4.5900 | 142.34 | +0.1450 | 19.949 | -0.0009 | 1.5962 | +6.0820 | 97.209 | +0.0310 | 17.794 | - | 1250.0 | +1.2585 | 34.602 | +0.2560 | 84.061 | -0.0092 | 4.3028 |
OCT24 | 100.97 | - | 1.4671 | +0.0086 | 5.5960 | -0.0002 | 1.3457 | +0.0002 | 1.1942 | -0.0014 | 7.0572 | - | 1.3200 | - | 1.1107 | +0.5200 | 142.86 | +0.0110 | 19.960 | +0.0001 | 1.5963 | -0.0870 | 97.122 | +0.0310 | 17.825 | - | 1250.0 | +1.3004 | 35.903 | -0.0060 | 84.055 | +0.0003 | 4.3031 |
NOV24 | 100.97 | - | 1.4671 | +0.0082 | 5.6042 | -0.0001 | 1.3456 | +0.0001 | 1.1943 | -0.0014 | 7.0558 | - | 1.3200 | - | 1.1140 | +0.5000 | 143.36 | +0.0110 | 19.971 | +0.0001 | 1.5964 | -0.0300 | 97.092 | +0.0010 | 17.826 | - | 1250.0 | +2.5594 | 38.462 | -0.0060 | 84.049 | -0.0083 | 4.2948 |
DEC24 | 100.97 | -0.0005 | 1.4666 | +0.0412 | 5.6454 | -0.0010 | 1.3446 | - | 1.1943 | -0.0244 | 7.0314 | +0.0001 | 1.3201 | - | 1.1161 | -0.5000 | 142.86 | +0.0990 | 20.070 | - | 1.5964 | -0.0050 | 97.087 | +0.0390 | 17.865 | - | 1250.0 | -0.0004 | 38.462 | +0.1110 | 84.160 | -0.0073 | 4.2875 |
JAN25 | 100.96 | - | 1.4666 | +0.0316 | 5.6770 | -0.0010 | 1.3436 | - | 1.1943 | -0.0188 | 7.0126 | -0.0004 | 1.3197 | - | 1.1209 | - | 142.86 | +0.0910 | 20.161 | - | 1.5964 | -0.0050 | 97.082 | +0.0480 | 17.913 | - | 1250.0 | -0.0004 | 38.461 | +0.1270 | 84.287 | -0.0073 | 4.2802 |
FEB25 | 100.96 | - | 1.4680 | - | 5.7019 | - | 1.3425 | - | 1.1944 | - | 6.9963 | - | 1.3176 | - | 1.1243 | - | 142.86 | - | 20.245 | - | 1.5965 | - | 97.054 | - | 17.962 | - | 1250.0 | - | 38.459 | - | 84.428 | - | 4.2734 |
4Q24 | 100.97 | -0.0010 | 1.4670 | -0.0867 | 5.6152 | +0.0028 | 1.3453 | -0.0001 | 1.1943 | +0.0518 | 7.0481 | +0.0024 | 1.3200 | - | 1.1278 | +0.1600 | 143.02 | -0.2450 | 20.000 | -0.0001 | 1.5964 | +0.0470 | 97.101 | -0.1230 | 17.839 | - | 1250.0 | -0.8498 | 37.609 | -0.3400 | 84.088 | +0.0217 | 4.2951 |
1Q25 | 100.96 | +0.0002 | 1.4672 | +0.0862 | 5.7014 | -0.0024 | 1.3429 | +0.0001 | 1.1944 | -0.0517 | 6.9964 | -0.0013 | 1.3187 | - | 1.1311 | -0.3100 | 142.71 | +0.2470 | 20.247 | +0.0001 | 1.5965 | -0.0660 | 97.035 | +0.1220 | 17.961 | - | 1250.0 | +0.8481 | 38.457 | +0.3360 | 84.424 | -0.0210 | 4.2741 |
2Q25 | 100.58 | +0.0003 | 1.4675 | +0.0785 | 5.7799 | -0.0020 | 1.3409 | +0.0132 | 1.2076 | -0.0435 | 6.9529 | -0.0016 | 1.3171 | - | 1.1344 | -1.7500 | 140.96 | +0.2990 | 20.546 | +0.0004 | 1.5969 | -0.5440 | 96.491 | +0.1550 | 18.116 | - | 1250.0 | +3.7266 | 42.183 | +0.3910 | 84.815 | +0.0048 | 4.2789 |
3Q25 | 100.63 | -0.0006 | 1.4669 | +0.3402 | 6.1201 | -0.0020 | 1.3389 | +0.0105 | 1.2181 | -0.0325 | 6.9204 | -0.0011 | 1.3160 | - | 1.1377 | -1.8500 | 139.11 | +0.2880 | 20.834 | +0.0005 | 1.5974 | -1.7680 | 94.723 | +0.1460 | 18.262 | - | 1250.0 | +3.6514 | 45.835 | +1.0890 | 85.904 | +0.0644 | 4.3433 |
4Q25 | 99.630 | - | 1.4708 | - | 7.2039 | - | 1.3394 | - | 1.2275 | - | 6.9021 | - | 1.3155 | - | 1.1409 | - | 141.37 | - | 21.011 | - | 1.5980 | - | 91.006 | - | 18.380 | - | 1250.0 | - | 49.259 | - | 89.376 | - | 4.5149 |
2024 | 101.06 | -0.0036 | 1.4672 | -1.6091 | 5.5948 | +0.0064 | 1.3458 | -0.0367 | 1.1908 | +0.1598 | 7.0619 | +0.0045 | 1.3200 | - | 1.1441 | +2.3000 | 143.67 | -1.0600 | 19.951 | -0.0015 | 1.5965 | +4.9210 | 95.927 | -0.5660 | 17.814 | - | 1250.0 | -13.105 | 36.154 | -5.3500 | 84.026 | -0.2149 | 4.3000 |
2025 | 100.45 | +0.0009 | 1.4681 | +0.6065 | 6.2013 | -0.0053 | 1.3405 | +0.0211 | 1.2119 | -0.1190 | 6.9429 | -0.0032 | 1.3168 | - | 1.1473 | -2.6300 | 141.04 | +0.7080 | 20.659 | +0.0007 | 1.5972 | -1.1130 | 94.814 | +0.3660 | 18.180 | - | 1250.0 | +7.7792 | 43.934 | +2.1040 | 86.130 | +0.0528 | 4.3528 |
2026 | 98.755 | +0.0156 | 1.4837 | +1.9074 | 8.1087 | -0.0052 | 1.3353 | +0.0411 | 1.2530 | -0.0771 | 6.8658 | -0.0093 | 1.3075 | - | 1.1505 | +41.360 | 182.40 | +1.3020 | 21.961 | +0.0019 | 1.5991 | +12.053 | 106.87 | +0.6890 | 18.869 | - | 1250.0 | +15.073 | 59.007 | +35.974 | 122.10 | +0.6033 | 4.9561 |
2027 | 97.351 | +0.0020 | 1.4857 | -1.5280 | 6.5807 | -9.5000 | 1.3258 | +3.7400 | 1.2904 | -4.8300 | 6.8175 | -4.6800 | 1.2607 | - | 1.1538 | +238.44 | 420.84 | +1.2760 | 23.237 | +2.5000 | 1.6016 | +30.621 | 137.49 | +0.7250 | 19.594 | - | 1250.0 | +14.211 | 73.218 | +152.55 | 274.65 | - | - |
SPOT |
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AUG24 |
SEP24 |
OCT24 |
NOV24 |
DEC24 |
JAN25 |
FEB25 |
4Q24 |
1Q25 |
2Q25 |
3Q25 |
4Q25 |
2024 |
2025 |
2026 |
2027 |