FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-10-28 23:00:06 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 | - | 1.5193 | - | 5.3581 | - | 1.3946 | - | 1.2604 | - | 7.0984 | - | 1.3272 | - | 1.1650 | - | 152.16 | - | 18.434 | - | 1.7304 | - | 79.248 | - | 17.153 | - | 1426.9 | - | 41.953 | - | 88.202 | - | 4.1950 |
| OCT25 | 98.781 | -0.0005 | 1.5188 | -0.0043 | 5.3538 | -0.0003 | 1.3943 | -0.0023 | 1.2581 | -0.0216 | 7.0768 | +0.0003 | 1.3275 | -0.0005 | 1.1645 | -0.6400 | 151.52 | -0.0500 | 18.384 | +0.0018 | 1.7322 | - | 101.01 | +0.0010 | 17.154 | +1.7000 | 1428.6 | -0.8262 | 41.126 | +0.0780 | 88.280 | - | 4.1950 |
| NOV25 | 98.107 | - | 1.5188 | +0.0268 | 5.3806 | -0.0028 | 1.3915 | +0.0237 | 1.2818 | -0.0184 | 7.0584 | -0.0004 | 1.3271 | +0.0031 | 1.1676 | - | 151.52 | +0.1340 | 18.518 | -0.0151 | 1.7171 | - | 101.01 | +0.0280 | 17.182 | - | 1428.6 | +1.1567 | 42.283 | +0.1670 | 88.447 | -0.0040 | 4.1910 |
| DEC25 | 98.123 | -0.0004 | 1.5184 | +0.0073 | 5.3879 | -0.0003 | 1.3912 | -0.0006 | 1.2812 | -0.0012 | 7.0572 | - | 1.3271 | +0.0004 | 1.1680 | - | 151.52 | +0.0010 | 18.519 | +0.0010 | 1.7181 | - | 101.01 | +0.0300 | 17.212 | - | 1428.6 | +1.1953 | 43.478 | +0.0170 | 88.464 | +0.0001 | 4.1911 |
| JAN26 | 98.132 | -0.0004 | 1.5180 | +0.0074 | 5.3953 | -0.0003 | 1.3909 | -0.0004 | 1.2808 | -0.0013 | 7.0559 | +0.0001 | 1.3272 | +0.0005 | 1.1685 | - | 151.52 | - | 18.519 | +0.0005 | 1.7186 | - | 101.01 | - | 17.212 | - | 1428.6 | +3.4845 | 46.963 | +0.0180 | 88.482 | -0.0036 | 4.1875 |
| FEB26 | 98.135 | -0.0012 | 1.5168 | +0.0386 | 5.4339 | -0.0022 | 1.3887 | -0.0001 | 1.2807 | -0.0115 | 7.0444 | - | 1.3272 | +0.0026 | 1.1711 | - | 151.52 | +0.0610 | 18.580 | +0.0002 | 1.7188 | - | 101.01 | +0.0300 | 17.242 | - | 1428.6 | -0.0123 | 46.951 | +0.1510 | 88.633 | -0.0033 | 4.1842 |
| MAR26 | 98.135 | -0.0006 | 1.5162 | +0.0379 | 5.4718 | -0.0019 | 1.3868 | - | 1.2807 | -0.0094 | 7.0350 | +0.0003 | 1.3275 | +0.0019 | 1.1730 | -0.5700 | 150.95 | +0.0500 | 18.630 | - | 1.7188 | - | 101.01 | +0.0360 | 17.278 | - | 1428.6 | -0.0021 | 46.948 | +0.1570 | 88.790 | -0.0029 | 4.1813 |
| APR26 | 98.135 | - | 1.5161 | - | 5.5108 | - | 1.3850 | - | 1.2807 | - | 7.0248 | - | 1.3275 | - | 1.1746 | - | 149.12 | - | 18.692 | - | 1.7188 | - | 101.01 | - | 17.324 | - | 1428.6 | - | 46.947 | - | 88.971 | - | 4.1782 |
| 1Q26 | 98.134 | +0.0009 | 1.5170 | -0.0771 | 5.4337 | +0.0038 | 1.3888 | - | 1.2807 | +0.0203 | 7.0451 | -0.0002 | 1.3273 | -0.0037 | 1.1709 | +2.2100 | 151.33 | -0.1160 | 18.576 | -0.0001 | 1.7187 | - | 101.01 | -0.0800 | 17.244 | - | 1428.6 | +0.0073 | 46.954 | -0.3360 | 88.635 | +0.0061 | 4.1843 |
| 2Q26 | 98.140 | -0.0009 | 1.5161 | +0.1161 | 5.5498 | -0.0037 | 1.3851 | -0.0002 | 1.2805 | -0.0305 | 7.0146 | +0.0002 | 1.3275 | +0.0037 | 1.1746 | -1.6900 | 149.64 | +0.1830 | 18.759 | +0.0004 | 1.7191 | - | 101.01 | +0.1250 | 17.369 | - | 1428.6 | -0.0284 | 46.926 | +0.5160 | 89.151 | -0.0075 | 4.1768 |
| 3Q26 | 97.809 | -0.0002 | 1.5159 | +0.0290 | 5.5788 | -0.0046 | 1.3805 | +0.0119 | 1.2924 | -0.0281 | 6.9865 | -0.0005 | 1.3270 | +0.0046 | 1.1792 | -0.6300 | 149.01 | +0.1840 | 18.943 | -0.0055 | 1.7136 | - | 101.01 | +0.1240 | 17.493 | - | 1428.6 | +3.3776 | 50.303 | +0.2910 | 89.442 | +0.0129 | 4.1897 |
| 4Q26 | 97.739 | +0.0002 | 1.5161 | -0.0639 | 5.5149 | -0.0041 | 1.3764 | +0.0114 | 1.3038 | -0.0243 | 6.9622 | -0.0007 | 1.3263 | +0.0042 | 1.1834 | -1.7100 | 147.30 | +0.2020 | 19.145 | -0.0046 | 1.7090 | - | 101.01 | +0.1360 | 17.629 | - | 1428.6 | +3.7823 | 54.085 | +0.6870 | 90.129 | +0.0570 | 4.2467 |
| 1Q27 | 97.249 | - | 1.5169 | - | 5.3480 | - | 1.3772 | - | 1.3148 | - | 6.9447 | - | 1.3259 | - | 1.1829 | - | 149.72 | - | 19.476 | - | 1.7057 | - | 101.01 | - | 17.907 | - | 1428.6 | - | 58.180 | - | 91.921 | - | 4.3772 |
| 2025 | 98.337 | +0.0018 | 1.5187 | +0.0261 | 5.3741 | +0.0151 | 1.3923 | -0.0411 | 1.2737 | +0.1194 | 7.0641 | +0.0013 | 1.3272 | -0.0162 | 1.1667 | +1.8000 | 151.52 | -1.0020 | 18.474 | +0.0168 | 1.7225 | - | 101.01 | -0.7250 | 17.182 | - | 1428.6 | -15.884 | 42.296 | -3.5240 | 88.397 | -0.1848 | 4.1924 |
| 2026 | 97.955 | -0.0024 | 1.5163 | +0.1452 | 5.5193 | -0.0096 | 1.3827 | +0.0157 | 1.2894 | -0.0620 | 7.0021 | -0.0002 | 1.3270 | +0.0103 | 1.1770 | -2.2000 | 149.32 | +0.3820 | 18.856 | -0.0074 | 1.7151 | - | 101.01 | +0.2520 | 17.434 | - | 1428.6 | +7.2711 | 49.567 | +0.9420 | 89.339 | +0.0070 | 4.1994 |
| 2027 | 96.944 | +0.0030 | 1.5193 | +0.0665 | 5.5858 | -0.0108 | 1.3719 | +0.0449 | 1.3343 | -0.0934 | 6.9087 | -0.0039 | 1.3231 | +0.0011 | 1.1781 | +21.510 | 170.83 | +0.8980 | 19.754 | -0.0117 | 1.7034 | - | 101.01 | +0.7580 | 18.192 | - | 1428.6 | +16.930 | 66.497 | +10.214 | 99.553 | +0.4303 | 4.6297 |
| 2028 | 96.129 | +3.3000 | 1.5226 | +0.9814 | 6.5672 | -1.9800 | 1.3521 | +0.0480 | 1.3823 | -0.0884 | 6.8203 | -0.0259 | 1.2972 | -4.3200 | 1.1349 | +189.48 | 360.31 | +0.8570 | 20.611 | -0.0105 | 1.6929 | - | 101.01 | +0.6760 | 18.868 | - | 1428.6 | +18.912 | 85.409 | +50.634 | 150.19 | - | - |
| SPOT |
|---|
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |