FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-07-11 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 | - | 1.4388 | - | 5.1040 | - | 1.4152 | - | 1.2379 | - | 6.7761 | - | 1.3400 | - | 1.1413 | - | 161.64 | - | 17.462 | - | 1.7364 | - | 76.998 | - | 16.346 | - | 1498.9 | - | 46.978 | - | 95.370 | - | 4.0670 |
| JUL26 | 101.02 | -0.0004 | 1.4384 | -0.0036 | 5.1004 | +0.0004 | 1.4156 | -0.0010 | 1.2369 | +0.0082 | 6.7843 | -0.0001 | 1.3399 | +0.0003 | 1.1416 | -0.3500 | 161.29 | +0.0820 | 17.544 | -0.0018 | 1.7346 | - | 101.01 | -0.0060 | 16.340 | -70.300 | 1428.6 | +0.0831 | 47.061 | +0.3240 | 95.694 | - | 4.0670 |
| AUG26 | 100.48 | +0.0009 | 1.4393 | +0.0724 | 5.1728 | -0.0020 | 1.4136 | +0.0210 | 1.2579 | +0.0046 | 6.7889 | -0.0005 | 1.3394 | +0.0017 | 1.1433 | - | 161.29 | +0.0620 | 17.606 | -0.0076 | 1.7270 | - | - | +0.0530 | 16.393 | - | 1428.6 | +1.2422 | 48.303 | +0.1190 | 95.813 | -0.0033 | 4.0637 |
| SEP26 | 100.49 | -0.0001 | 1.4392 | -0.0022 | 5.1706 | +0.0001 | 1.4137 | +0.0003 | 1.2582 | -0.0046 | 6.7843 | +0.0002 | 1.3396 | -0.0001 | 1.1432 | - | 161.29 | -0.0080 | 17.598 | +0.0001 | 1.7271 | - | - | +0.0270 | 16.420 | - | 1428.6 | +1.2022 | 49.505 | +0.0420 | 95.855 | -0.0001 | 4.0636 |
| OCT26 | 100.50 | +0.0006 | 1.4398 | -0.0022 | 5.1684 | -0.0022 | 1.4115 | +0.0001 | 1.2583 | -0.0102 | 6.7741 | +0.0001 | 1.3397 | +0.0014 | 1.1446 | - | 161.29 | +0.0380 | 17.636 | - | 1.7271 | - | - | +0.0070 | 16.427 | - | 1428.6 | +3.6369 | 53.142 | +0.2300 | 96.085 | -0.0034 | 4.0602 |
| NOV26 | 100.50 | +0.0006 | 1.4404 | +0.0314 | 5.1998 | -0.0024 | 1.4091 | +0.0001 | 1.2584 | -0.0152 | 6.7589 | +0.0002 | 1.3399 | +0.0015 | 1.1461 | - | 161.29 | +0.0400 | 17.676 | - | 1.7271 | - | 101.01 | +0.0410 | 16.468 | - | 1428.6 | +0.0433 | 53.185 | +0.2540 | 96.339 | -0.0039 | 4.0563 |
| DEC26 | 100.50 | +0.0008 | 1.4412 | +0.0315 | 5.2313 | -0.0020 | 1.4071 | - | 1.2584 | -0.0123 | 6.7466 | +0.0001 | 1.3400 | +0.0014 | 1.1475 | -0.6400 | 160.65 | +0.0460 | 17.722 | - | 1.7271 | - | 101.01 | +0.0330 | 16.501 | - | 1428.6 | +0.0063 | 53.192 | +0.2400 | 96.579 | -0.0044 | 4.0519 |
| JAN27 | 100.50 | - | 1.4420 | - | 5.2639 | - | 1.4053 | - | 1.2584 | - | 6.7329 | - | 1.3400 | - | 1.1488 | - | 159.37 | - | 17.762 | - | 1.7271 | - | 101.01 | - | 16.536 | - | 1428.6 | - | 53.199 | - | 96.832 | - | 4.0475 |
| 4Q26 | 100.50 | -0.0016 | 1.4404 | -0.0640 | 5.1999 | +0.0039 | 1.4092 | - | 1.2584 | +0.0269 | 6.7598 | -0.0001 | 1.3399 | -0.0028 | 1.1460 | +1.7100 | 161.08 | -0.0840 | 17.678 | - | 1.7271 | - | - | -0.0700 | 16.466 | - | 1428.6 | -0.0258 | 53.173 | -0.4980 | 96.334 | +0.0086 | 4.0561 |
| 1Q27 | 100.50 | +0.0017 | 1.4421 | +0.0967 | 5.2966 | -0.0051 | 1.4041 | +0.0001 | 1.2585 | -0.0424 | 6.7174 | +0.0002 | 1.3401 | +0.0035 | 1.1495 | -2.1400 | 158.94 | +0.1260 | 17.804 | - | 1.7271 | - | 101.01 | +0.1110 | 16.577 | - | 1428.6 | +0.0931 | 53.266 | +0.6670 | 97.001 | -0.0119 | 4.0442 |
| 2Q27 | 100.24 | -0.0067 | 1.4354 | -0.0418 | 5.2548 | +0.0096 | 1.4137 | +0.0133 | 1.2718 | -0.0452 | 6.6722 | +0.0019 | 1.3420 | -0.0110 | 1.1385 | -0.2100 | 158.73 | +0.1280 | 17.932 | -0.0040 | 1.7231 | - | 101.01 | +0.1180 | 16.695 | - | 1428.6 | +4.2401 | 57.506 | +0.3400 | 97.341 | -0.0101 | 4.0341 |
| 3Q27 | 100.14 | -0.0293 | 1.4061 | -0.4576 | 4.7972 | +0.0435 | 1.4572 | +0.0132 | 1.2850 | -0.0478 | 6.6244 | +0.0083 | 1.3503 | -0.0492 | 1.0893 | - | 158.73 | +0.1130 | 18.045 | -0.0030 | 1.7201 | - | 101.01 | +0.1170 | 16.812 | - | 1428.6 | +4.6912 | 62.197 | +1.1060 | 98.447 | -0.0369 | 3.9972 |
| 4Q27 | 99.693 | - | 1.3377 | - | 3.5770 | - | 1.5588 | - | 1.2980 | - | 6.5964 | - | 1.3695 | - | 0.9746 | - | 158.73 | - | 18.258 | - | 1.7180 | - | 101.01 | - | 16.668 | - | 1428.6 | - | 67.624 | - | 101.03 | - | 3.9111 |
| 2026 | 100.58 | +0.1020 | 1.4397 | +1.5969 | 5.1739 | -0.1470 | 1.4118 | -0.0433 | 1.2547 | +0.1764 | 6.7728 | -0.0297 | 1.3398 | +0.1698 | 1.1444 | +2.4500 | 161.18 | -0.6280 | 17.630 | +0.0103 | 1.7283 | - | - | -0.2430 | 16.425 | - | 1428.6 | -16.892 | 50.731 | -4.9670 | 96.061 | +0.1493 | 4.0604 |
| 2027 | 100.14 | -0.0344 | 1.4053 | -0.4425 | 4.7314 | +0.0466 | 1.4584 | +0.0236 | 1.2783 | -0.1202 | 6.6526 | +0.0107 | 1.3505 | -0.0564 | 1.0880 | -2.4000 | 158.78 | +0.3800 | 18.010 | -0.0062 | 1.7221 | - | 101.01 | +0.2630 | 16.688 | - | 1428.6 | +9.4170 | 60.148 | +2.3930 | 98.454 | -0.0638 | 3.9966 |
| 2028 | 99.191 | -0.0457 | 1.3596 | -0.6146 | 4.1168 | +0.0445 | 1.5029 | +0.0592 | 1.3375 | -0.1566 | 6.4960 | +0.1629 | 1.5134 | -0.9723 | 0.1157 | -0.0500 | 158.73 | +0.7960 | 18.806 | -0.0085 | 1.7136 | - | 101.01 | +0.4140 | 17.102 | - | 1428.6 | +25.562 | 85.711 | +21.890 | 120.34 | -0.2642 | 3.7324 |
| 2029 | 98.388 | +8.9700 | 1.4493 | +2.0144 | 6.1312 | -0.1629 | 1.3400 | +5.7900 | 1.3954 | -7.6300 | 6.4197 | +0.6000 | 2.1134 | -3.5804 | -3.4647 | - | 158.73 | +0.7850 | 19.591 | -8.3000 | 1.7053 | - | 101.01 | +0.4010 | 17.503 | - | 1428.6 | +24.297 | 110.01 | +80.522 | 200.87 | - | - |
| SPOT |
|---|
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| JAN27 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 4Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |