FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-04-11 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 | - | 1.4114 | - | 5.0727 | - | 1.3816 | - | 1.2682 | - | 6.8309 | - | 1.3444 | - | 1.1739 | - | 158.75 | - | 17.351 | - | 1.7044 | - | 77.625 | - | 16.335 | - | 1472.9 | - | 44.552 | - | 92.303 | - | 3.9800 |
| APR26 | 98.649 | -0.0010 | 1.4104 | -0.0163 | 5.0564 | -0.0004 | 1.3812 | +0.0046 | 1.2728 | +0.0137 | 6.8446 | -0.0027 | 1.3417 | - | 1.1751 | -0.0200 | 158.73 | +0.1320 | 17.483 | -0.0009 | 1.7035 | - | 101.01 | +0.1120 | 16.447 | -44.300 | 1428.6 | -0.1088 | 44.443 | +0.9110 | 93.214 | - | 3.9800 |
| MAY26 | 97.959 | +0.0006 | 1.4110 | +0.0648 | 5.1212 | -0.0030 | 1.3782 | +0.0076 | 1.2804 | - | 6.8446 | -0.0003 | 1.3414 | - | 1.1765 | - | 158.73 | +0.0300 | 17.513 | -0.0190 | 1.6845 | - | 101.01 | +0.0550 | 16.502 | - | 1428.6 | +1.3857 | 45.829 | +0.6030 | 93.817 | -0.0037 | 3.9763 |
| JUN26 | 98.125 | +0.0003 | 1.4113 | +0.0096 | 5.1308 | +0.0006 | 1.3788 | +0.0020 | 1.2824 | -0.0035 | 6.8411 | +0.0009 | 1.3423 | - | 1.1784 | - | 158.73 | +0.0080 | 17.521 | +0.0059 | 1.6904 | - | 101.01 | +0.0270 | 16.529 | - | 1428.6 | +1.3409 | 47.170 | -0.0820 | 93.735 | - | 3.9763 |
| JUL26 | 98.214 | +0.0014 | 1.4127 | +0.0100 | 5.1408 | -0.0004 | 1.3784 | +0.0010 | 1.2834 | -0.0104 | 6.8307 | -0.0001 | 1.3422 | - | 1.1765 | -0.6200 | 158.11 | +0.0460 | 17.567 | +0.0032 | 1.6936 | - | 101.01 | - | 16.529 | - | 1428.6 | +4.1229 | 51.293 | +0.3680 | 94.103 | -0.0035 | 3.9728 |
| AUG26 | 98.246 | +0.0017 | 1.4144 | +0.0577 | 5.1985 | +0.0016 | 1.3800 | +0.0003 | 1.2837 | -0.0141 | 6.8166 | -0.0040 | 1.3382 | - | 1.1813 | -1.8500 | 156.26 | +0.0460 | 17.613 | +0.0012 | 1.6948 | - | 101.01 | +0.0340 | 16.563 | - | 1428.6 | -0.0094 | 51.283 | +0.3240 | 94.427 | -0.0034 | 3.9694 |
| SEP26 | 98.250 | -0.0007 | 1.4137 | +0.0485 | 5.2470 | -0.0028 | 1.3772 | +0.0001 | 1.2838 | -0.0140 | 6.8026 | +0.0041 | 1.3423 | - | 1.1850 | +1.0800 | 157.34 | +0.0480 | 17.661 | +0.0001 | 1.6949 | - | 101.01 | +0.0420 | 16.605 | - | 1428.6 | -0.0012 | 51.282 | +0.3060 | 94.733 | -0.0033 | 3.9661 |
| OCT26 | 98.255 | - | 1.4148 | - | 5.2838 | - | 1.3721 | - | 1.2839 | - | 6.7878 | - | 1.3441 | - | 1.1849 | - | 156.25 | - | 17.707 | - | 1.6951 | - | 101.01 | - | 16.646 | - | 1428.6 | - | 51.281 | - | 95.010 | - | 3.9629 |
| 3Q26 | 98.236 | -0.0012 | 1.4136 | -0.0884 | 5.1954 | +0.0064 | 1.3785 | -0.0003 | 1.2836 | +0.0289 | 6.8167 | -0.0032 | 1.3409 | - | 1.1878 | +0.9900 | 157.24 | -0.0930 | 17.614 | -0.0007 | 1.6944 | - | 101.01 | -0.0800 | 16.566 | - | 1428.6 | +0.0053 | 51.286 | -0.5890 | 94.421 | +0.0065 | 3.9694 |
| 4Q26 | 98.305 | +0.0025 | 1.4161 | +0.1234 | 5.3188 | -0.0055 | 1.3730 | +0.0008 | 1.2844 | -0.0431 | 6.7736 | +0.0021 | 1.3430 | - | 1.1909 | -0.9900 | 156.25 | +0.1400 | 17.754 | +0.0025 | 1.6969 | - | 101.01 | +0.1220 | 16.688 | - | 1428.6 | -0.0201 | 51.266 | +0.7580 | 95.179 | -0.0083 | 3.9611 |
| 1Q27 | 98.466 | +0.0117 | 1.4278 | +0.0291 | 5.3479 | -0.0037 | 1.3693 | +0.0118 | 1.2962 | -0.0392 | 6.7344 | -0.0017 | 1.3413 | - | 1.1939 | -0.2700 | 155.98 | +0.1570 | 17.911 | +0.0091 | 1.7060 | - | 101.01 | +0.1260 | 16.814 | - | 1428.6 | +4.0264 | 55.292 | -0.2080 | 94.971 | +0.0025 | 3.9636 |
| 2Q27 | 98.175 | +0.0047 | 1.4325 | -0.0327 | 5.3152 | -0.0033 | 1.3660 | +0.0119 | 1.3081 | -0.0317 | 6.7027 | -0.0058 | 1.3355 | - | 1.1969 | -1.8600 | 154.12 | +0.1480 | 18.059 | -0.0004 | 1.7056 | - | 101.01 | +0.1160 | 16.930 | - | 1428.6 | +4.2600 | 59.552 | -1.2390 | 93.732 | +0.0148 | 3.9784 |
| 3Q27 | 98.111 | - | 1.4346 | - | 5.2268 | - | 1.3709 | - | 1.3196 | - | 6.6805 | - | 1.3418 | - | 1.2000 | - | 156.96 | - | 17.977 | - | 1.7055 | - | 101.01 | - | 16.855 | - | 1428.6 | - | 64.129 | - | 90.802 | - | 4.0133 |
| 2026 | 98.262 | -0.0210 | 1.4136 | -0.0211 | 5.2057 | +0.0061 | 1.3770 | -0.0374 | 1.2822 | +0.1307 | 6.8112 | +0.0001 | 1.3419 | - | 1.2030 | +0.4500 | 157.41 | -0.3530 | 17.624 | -0.0108 | 1.6947 | - | 101.01 | -0.2730 | 16.582 | - | 1428.6 | -14.673 | 49.455 | +3.5940 | 94.396 | -0.0440 | 3.9693 |
| 2027 | 98.178 | +0.0205 | 1.4341 | +0.0306 | 5.2363 | -0.0038 | 1.3732 | +0.0315 | 1.3137 | -0.1175 | 6.6937 | +0.0032 | 1.3451 | - | 1.2060 | +0.8700 | 158.28 | +0.4700 | 18.094 | +0.0113 | 1.7060 | - | 101.01 | +0.3340 | 16.916 | - | 1428.6 | +12.810 | 62.265 | -3.1490 | 91.247 | +0.0387 | 4.0080 |
| 2028 | 97.585 | +0.0249 | 1.4590 | +0.7012 | 5.9375 | -0.0034 | 1.3698 | +0.0534 | 1.3671 | -0.1040 | 6.5897 | +0.2084 | 1.5535 | - | 1.2090 | +94.410 | 252.69 | +0.7050 | 18.799 | +0.0042 | 1.7102 | - | 101.01 | +0.6620 | 17.578 | - | 1428.6 | +22.021 | 84.286 | -37.239 | 54.008 | +0.0026 | 4.0106 |
| 2029 | 97.059 | +0.0181 | 1.4771 | +0.4353 | 6.3728 | -2.6000 | 1.3672 | +4.1000 | 1.4081 | -7.1200 | 6.5185 | +0.7030 | 2.2565 | - | 1.2119 | +317.79 | 570.48 | +0.5160 | 19.315 | +0.0040 | 1.7142 | - | 101.01 | +0.4530 | 18.031 | - | 1428.6 | +16.876 | 101.16 | -92.765 | -38.757 | - | - |
| SPOT |
|---|
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |