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
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
AUG24
SEP24
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DEC24
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2Q25
3Q25
4Q25
2024
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