FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-05-26 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 | - | 1.3935 | - | 5.0106 | - | 1.3799 | - | 1.2775 | - | 6.7842 | - | 1.3501 | - | 1.1635 | - | 158.90 | - | 17.265 | - | 1.7021 | - | 71.590 | - | 16.297 | - | 1513.3 | - | 45.695 | - | 95.220 | - | 3.9510 |
| MAY26 | 99.011 | +0.0003 | 1.3938 | -0.0274 | 4.9832 | -0.0002 | 1.3797 | -0.0013 | 1.2762 | +0.0504 | 6.8346 | -0.0002 | 1.3499 | - | 1.1652 | -0.1700 | 158.73 | +0.0680 | 17.332 | +0.0012 | 1.7033 | - | 101.01 | +0.0980 | 16.395 | -84.700 | 1428.6 | -0.3636 | 45.330 | +0.0360 | 95.256 | - | 3.9510 |
| JUN26 | 98.610 | +0.0018 | 1.3956 | +0.0678 | 5.0510 | -0.0010 | 1.3787 | +0.0162 | 1.2924 | -0.0377 | 6.7969 | - | 1.3499 | - | 1.1668 | - | 158.73 | +0.0520 | 17.384 | -0.0090 | 1.6943 | - | - | +0.0520 | 16.447 | - | 1428.6 | +1.3994 | 46.729 | +0.3740 | 95.630 | -0.0035 | 3.9475 |
| JUL26 | 98.631 | +0.0001 | 1.3957 | +0.0021 | 5.0531 | -0.0005 | 1.3782 | -0.0002 | 1.2922 | +0.0012 | 6.7981 | - | 1.3499 | - | 1.1679 | - | 158.73 | +0.0070 | 17.391 | +0.0013 | 1.6956 | - | 101.01 | +0.0550 | 16.502 | - | 1428.6 | +1.4460 | 48.175 | +0.0480 | 95.678 | - | 3.9475 |
| AUG26 | 98.639 | +0.0001 | 1.3958 | +0.0020 | 5.0551 | -0.0006 | 1.3776 | -0.0001 | 1.2921 | +0.0012 | 6.7993 | +0.0001 | 1.3500 | - | 1.1684 | - | 158.73 | +0.0080 | 17.399 | +0.0004 | 1.6960 | - | 101.01 | -0.0070 | 16.495 | - | 1428.6 | +2.8406 | 51.016 | +0.4770 | 96.155 | -0.0034 | 3.9441 |
| SEP26 | 98.640 | +0.0010 | 1.3968 | +0.0273 | 5.0824 | -0.0021 | 1.3755 | - | 1.2921 | -0.0151 | 6.7842 | -0.0001 | 1.3499 | - | 1.1697 | -0.6200 | 158.11 | +0.0460 | 17.445 | +0.0001 | 1.6961 | - | 101.01 | +0.0410 | 16.536 | - | 1428.6 | +0.0048 | 51.020 | +0.4130 | 96.568 | -0.0037 | 3.9404 |
| OCT26 | 98.641 | +0.0025 | 1.3993 | +0.0252 | 5.1076 | -0.0018 | 1.3737 | - | 1.2921 | -0.0147 | 6.7695 | -0.0017 | 1.3482 | - | 1.1739 | -1.2200 | 156.89 | +0.0450 | 17.490 | - | 1.6961 | - | 101.01 | +0.0400 | 16.576 | - | 1428.6 | +0.0053 | 51.026 | +0.3360 | 96.904 | -0.0037 | 3.9367 |
| NOV26 | 98.649 | - | 1.4036 | - | 5.1584 | - | 1.3724 | - | 1.2920 | - | 6.7532 | - | 1.3453 | - | 1.1724 | - | 156.25 | - | 17.537 | - | 1.6966 | - | 101.01 | - | 16.618 | - | 1428.6 | - | 51.061 | - | 97.237 | - | 3.9332 |
| 3Q26 | 98.637 | -0.0075 | 1.3961 | -0.0949 | 5.0635 | +0.0047 | 1.3771 | +0.0001 | 1.2921 | +0.0406 | 6.7938 | +0.0046 | 1.3499 | - | 1.1737 | +2.2700 | 158.52 | -0.1250 | 17.412 | -0.0007 | 1.6959 | - | 101.01 | -0.1070 | 16.511 | - | 1428.6 | -0.9905 | 50.070 | -1.1030 | 96.134 | +0.0108 | 3.9440 |
| 4Q26 | 98.653 | +0.0064 | 1.4025 | +0.0941 | 5.1576 | -0.0047 | 1.3724 | -0.0001 | 1.2920 | -0.0400 | 6.7538 | -0.0037 | 1.3462 | - | 1.1769 | -2.0600 | 156.46 | +0.1220 | 17.534 | +0.0009 | 1.6968 | - | 101.01 | +0.1090 | 16.620 | - | 1428.6 | +1.0115 | 51.082 | +1.0960 | 97.230 | -0.0108 | 3.9332 |
| 1Q27 | 98.509 | +0.0326 | 1.4351 | +0.0921 | 5.2497 | -0.0039 | 1.3685 | +0.0114 | 1.3034 | -0.0423 | 6.7115 | -0.0260 | 1.3202 | - | 1.1767 | -0.2100 | 156.25 | +0.1260 | 17.660 | +0.0002 | 1.6970 | - | 101.01 | +0.1300 | 16.750 | - | 1428.6 | +4.7841 | 55.866 | +0.2560 | 97.486 | -0.0059 | 3.9273 |
| 2Q27 | 98.813 | +0.3632 | 1.7983 | +0.0907 | 5.3404 | -0.0105 | 1.3580 | +0.0128 | 1.3162 | -0.0433 | 6.6682 | -0.3005 | 1.0197 | - | 1.1780 | - | 156.25 | +0.1550 | 17.815 | -0.0025 | 1.6945 | - | 101.01 | +0.1400 | 16.890 | - | 1428.6 | +4.7358 | 60.602 | -0.3940 | 97.092 | -0.0150 | 3.9123 |
| 3Q27 | 98.771 | - | 2.9852 | - | 5.6367 | - | 1.3236 | - | 1.3289 | - | 6.6402 | - | 0.0375 | - | 1.1821 | - | 156.25 | - | 17.921 | - | 1.6928 | - | 101.01 | - | 16.981 | - | 1428.6 | - | 65.501 | - | 96.025 | - | 3.8715 |
| 2026 | 98.686 | -1.5871 | 1.3981 | -0.5495 | 5.0872 | +0.0522 | 1.3758 | -0.0388 | 1.2901 | +0.1441 | 6.7843 | +1.3110 | 1.3485 | - | 1.1809 | +1.5500 | 157.80 | -0.4770 | 17.444 | +0.0042 | 1.6970 | - | - | -0.4510 | 16.530 | - | 1428.6 | -16.061 | 49.439 | +0.3470 | 96.372 | +0.0698 | 3.9413 |
| 2027 | 98.744 | +1.5277 | 2.9258 | +0.5347 | 5.6219 | -0.0505 | 1.3253 | +0.0323 | 1.3224 | -0.1292 | 6.6551 | -1.2619 | 0.0866 | - | 1.1822 | -1.5500 | 156.25 | +0.4450 | 17.889 | -0.0024 | 1.6946 | - | 101.01 | +0.4050 | 16.935 | - | 1428.6 | +13.589 | 63.028 | -0.2320 | 96.140 | -0.0654 | 3.8759 |
| 2028 | 99.155 | -0.1649 | 2.7609 | +0.5032 | 6.1251 | -0.0217 | 1.3036 | +0.0582 | 1.3806 | -0.1495 | 6.5056 | -16.266 | -16.179 | - | 1.1835 | - | 156.25 | +0.8410 | 18.730 | -0.0034 | 1.6912 | - | 101.01 | +0.6460 | 17.581 | - | 1428.6 | +27.520 | 90.548 | -15.277 | 80.863 | -0.1307 | 3.7452 |
| 2029 | 99.557 | -1.1491 | 1.6118 | +0.1568 | 6.2819 | +1.1700 | 1.3153 | +0.0481 | 1.4287 | -0.1135 | 6.3921 | -48.592 | -64.772 | - | 1.1851 | - | 156.25 | +0.7080 | 19.438 | -3.0000 | 1.6882 | - | 101.01 | +0.5290 | 18.110 | - | 1428.6 | +22.071 | 112.62 | -43.162 | 37.701 | - | - |
| SPOT |
|---|
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |