FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-10-17 23:00:05 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 | - | 1.5442 | - | 5.4270 | - | 1.4052 | - | 1.2621 | - | 7.1256 | - | 1.3397 | - | 1.1696 | - | 150.26 | - | 18.455 | - | 1.7498 | - | 81.248 | - | 17.392 | - | 1422.3 | - | 41.948 | - | 87.974 | - | 4.2240 |
| OCT25 | 98.467 | -0.0034 | 1.5408 | -0.0151 | 5.4119 | -0.0004 | 1.4048 | +0.0006 | 1.2627 | -0.0338 | 7.0918 | - | 1.3397 | - | 1.1712 | -1.0100 | 149.25 | -0.0370 | 18.418 | -0.0015 | 1.7483 | - | 101.01 | -0.0600 | 17.332 | +6.3000 | 1428.6 | -0.1588 | 41.789 | +0.0460 | 88.020 | - | 4.2240 |
| NOV25 | 98.077 | +0.0017 | 1.5425 | +0.0651 | 5.4770 | -0.0038 | 1.4010 | +0.0157 | 1.2784 | -0.0197 | 7.0721 | +0.0001 | 1.3398 | - | 1.1727 | - | 149.25 | +0.1350 | 18.553 | -0.0096 | 1.7387 | - | 101.01 | +0.0290 | 17.361 | - | 1428.6 | +1.1135 | 42.902 | +0.1710 | 88.191 | -0.0052 | 4.2188 |
| DEC25 | 98.005 | -0.0007 | 1.5418 | +0.0055 | 5.4825 | - | 1.4010 | +0.0021 | 1.2805 | - | 7.0721 | -0.0001 | 1.3397 | - | 1.1763 | - | 149.25 | - | 18.553 | +0.0003 | 1.7390 | - | 101.01 | +0.0300 | 17.391 | - | 1428.6 | +1.1507 | 44.053 | -0.0150 | 88.176 | +0.0004 | 4.2192 |
| JAN26 | 97.969 | -0.0007 | 1.5411 | +0.0054 | 5.4879 | -0.0001 | 1.4009 | +0.0011 | 1.2816 | - | 7.0721 | -0.0001 | 1.3396 | - | 1.1765 | - | 149.25 | - | 18.553 | +0.0001 | 1.7391 | - | 101.01 | - | 17.391 | - | 1428.6 | +3.3230 | 47.376 | +0.1440 | 88.320 | -0.0042 | 4.2150 |
| FEB26 | 97.957 | -0.0009 | 1.5402 | +0.0477 | 5.5356 | -0.0020 | 1.3989 | +0.0003 | 1.2819 | -0.0089 | 7.0632 | +0.0007 | 1.3403 | - | 1.1809 | - | 149.25 | +0.0620 | 18.615 | - | 1.7391 | - | 101.01 | +0.0390 | 17.430 | - | 1428.6 | +0.0149 | 47.391 | +0.1580 | 88.478 | -0.0038 | 4.2112 |
| MAR26 | 97.955 | -0.0003 | 1.5399 | +0.0385 | 5.5741 | -0.0016 | 1.3973 | +0.0001 | 1.2820 | -0.0084 | 7.0548 | +0.0008 | 1.3411 | - | 1.1842 | - | 149.25 | +0.0500 | 18.665 | - | 1.7391 | - | 101.01 | +0.0430 | 17.473 | - | 1428.6 | +0.0026 | 47.393 | +0.1600 | 88.638 | -0.0033 | 4.2079 |
| APR26 | 97.953 | - | 1.5396 | - | 5.6137 | - | 1.3952 | - | 1.2821 | - | 7.0446 | - | 1.3389 | - | 1.1900 | - | 149.30 | - | 18.727 | - | 1.7391 | - | 101.01 | - | 17.513 | - | 1428.6 | - | 47.396 | - | 88.821 | - | 4.2047 |
| 1Q26 | 97.961 | +0.0008 | 1.5404 | -0.0811 | 5.5326 | +0.0038 | 1.3990 | -0.0003 | 1.2818 | +0.0188 | 7.0634 | +0.0014 | 1.3403 | - | 1.1938 | -0.0500 | 149.25 | -0.1160 | 18.611 | - | 1.7391 | - | 101.01 | -0.0810 | 17.432 | - | 1428.6 | -0.0088 | 47.387 | -0.3420 | 88.479 | +0.0066 | 4.2113 |
| 2Q26 | 97.932 | -0.0006 | 1.5398 | +0.1218 | 5.6544 | -0.0036 | 1.3954 | +0.0009 | 1.2827 | -0.0286 | 7.0348 | -0.0004 | 1.3399 | - | 1.1973 | -0.1200 | 149.13 | +0.1840 | 18.795 | +0.0001 | 1.7392 | - | 101.01 | +0.1220 | 17.554 | - | 1428.6 | +0.0344 | 47.421 | +0.4270 | 88.906 | -0.0084 | 4.2029 |
| 3Q26 | 97.464 | -0.0001 | 1.5397 | +0.0555 | 5.7099 | -0.0041 | 1.3913 | +0.0163 | 1.2990 | -0.0271 | 7.0077 | +0.0002 | 1.3401 | - | 1.2007 | -1.8200 | 147.31 | +0.1840 | 18.979 | -0.0052 | 1.7340 | - | 101.01 | +0.1270 | 17.681 | - | 1428.6 | +3.5946 | 51.016 | -0.9890 | 87.917 | -0.0006 | 4.2023 |
| 4Q26 | 97.333 | +0.0003 | 1.5400 | +0.0890 | 5.7989 | -0.0043 | 1.3870 | +0.0120 | 1.3110 | -0.0228 | 6.9849 | -0.0014 | 1.3387 | - | 1.2042 | -0.4900 | 146.82 | +0.2030 | 19.182 | -0.0069 | 1.7271 | - | 101.01 | +0.1520 | 17.833 | - | 1428.6 | +3.6905 | 54.706 | -4.3470 | 83.570 | +0.0016 | 4.2039 |
| 1Q27 | 96.568 | - | 1.5407 | - | 6.0314 | - | 1.3908 | - | 1.3162 | - | 6.9738 | - | 1.3387 | - | 1.2076 | - | 144.47 | - | 19.514 | - | 1.7236 | - | 101.01 | - | 17.624 | - | 1428.6 | - | 58.866 | - | 73.633 | - | 4.2074 |
| 2025 | 98.183 | +0.0010 | 1.5417 | -0.5743 | 5.4571 | +0.0115 | 1.4023 | -0.0423 | 1.2739 | +0.1049 | 7.0787 | +0.0010 | 1.3397 | - | 1.2111 | +4.7800 | 149.25 | -1.0060 | 18.508 | +0.0184 | 1.7420 | - | 101.01 | -0.2630 | 17.361 | - | 1428.6 | -15.951 | 42.915 | +14.496 | 88.129 | +0.0133 | 4.2207 |
| 2026 | 97.672 | -0.0018 | 1.5399 | +0.2168 | 5.6739 | -0.0091 | 1.3932 | +0.0197 | 1.2936 | -0.0560 | 7.0227 | +0.0001 | 1.3398 | - | 1.2147 | -1.1200 | 148.13 | +0.3830 | 18.891 | -0.0072 | 1.7348 | - | 101.01 | +0.2640 | 17.625 | - | 1428.6 | +7.2178 | 50.132 | -0.9110 | 87.218 | -0.0156 | 4.2051 |
| 2027 | 96.077 | +0.0033 | 1.5432 | +0.6861 | 6.3600 | -0.0012 | 1.3920 | +0.0412 | 1.3348 | -0.0675 | 6.9552 | -0.0011 | 1.3387 | - | 1.2181 | -24.150 | 123.98 | +0.9020 | 19.793 | -0.0137 | 1.7211 | - | 101.01 | +0.3130 | 17.938 | - | 1428.6 | +17.254 | 67.387 | -52.015 | 35.203 | +0.0006 | 4.2057 |
| 2028 | 94.764 | +3.4000 | 1.5466 | +0.3494 | 6.7094 | -1.5000 | 1.3770 | +0.0466 | 1.3814 | -6.8400 | 6.8868 | - | 1.3387 | - | 1.2215 | -183.99 | -60.010 | +0.8600 | 20.653 | -1.0500 | 1.7106 | - | 101.01 | +0.5650 | 18.503 | - | 1428.6 | +19.376 | 86.763 | -241.67 | -206.47 | - | - |
| SPOT |
|---|
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |