FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-08-25 23:00:08 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 | - | 1.3957 | - | 5.1470 | - | 1.3834 | - | 1.2480 | - | 6.7198 | - | 1.3650 | - | 1.1676 | - | 159.20 | - | 16.936 | - | 1.6728 | - | 83.696 | - | 15.911 | - | 1381.9 | - | 48.095 | - | 95.402 | - | 4.0440 |
| AUG26 | 98.924 | -0.0010 | 1.3944 | -0.0234 | 5.1236 | +0.0014 | 1.3848 | -0.0018 | 1.2462 | +0.0636 | 6.7834 | +0.0004 | 1.3654 | -0.0005 | 1.1671 | -0.4700 | 158.73 | +0.0140 | 16.950 | +0.0004 | 1.6732 | - | 101.01 | +0.0140 | 15.925 | +46.700 | 1428.6 | -0.4804 | 47.615 | -0.1730 | 95.229 | - | 4.0440 |
| SEP26 | 98.564 | +0.0033 | 1.3981 | +0.0628 | 5.1864 | -0.0055 | 1.3793 | +0.0185 | 1.2647 | -0.0470 | 6.7364 | -0.0009 | 1.3645 | +0.0028 | 1.1699 | - | 158.73 | +0.0490 | 16.999 | -0.0036 | 1.6696 | - | - | +0.0490 | 15.974 | - | 1428.6 | +1.1659 | 48.781 | +0.2360 | 95.465 | -0.0042 | 4.0398 |
| OCT26 | 98.571 | -0.0002 | 1.3978 | +0.0003 | 5.1867 | +0.0002 | 1.3795 | -0.0004 | 1.2643 | +0.0021 | 6.7385 | +0.0001 | 1.3646 | - | 1.1699 | - | 158.73 | +0.0080 | 17.007 | -0.0001 | 1.6695 | - | - | +0.0520 | 16.026 | - | 1428.6 | +1.2048 | 49.985 | -0.0240 | 95.441 | +0.0001 | 4.0399 |
| NOV26 | 98.573 | -0.0002 | 1.3976 | +0.0004 | 5.1871 | +0.0002 | 1.3797 | -0.0001 | 1.2642 | +0.0022 | 6.7407 | +0.0001 | 1.3647 | - | 1.1699 | - | 158.73 | +0.0070 | 17.014 | - | 1.6695 | - | - | -0.0060 | 16.020 | - | 1428.6 | +2.3647 | 52.350 | +0.1970 | 95.638 | -0.0040 | 4.0359 |
| DEC26 | 98.573 | +0.0008 | 1.3984 | +0.0319 | 5.2190 | -0.0018 | 1.3779 | - | 1.2642 | -0.0156 | 6.7251 | -0.0001 | 1.3646 | +0.0013 | 1.1712 | - | 158.73 | +0.0430 | 17.057 | -0.0001 | 1.6694 | - | 101.01 | +0.0310 | 16.051 | - | 1428.6 | +0.0060 | 52.356 | +0.2280 | 95.866 | -0.0040 | 4.0319 |
| JAN27 | 98.573 | +0.0005 | 1.3989 | +0.0332 | 5.2522 | -0.0017 | 1.3762 | - | 1.2642 | -0.0148 | 6.7103 | - | 1.3646 | +0.0013 | 1.1725 | -0.6200 | 158.11 | +0.0440 | 17.101 | - | 1.6694 | - | 101.01 | +0.0330 | 16.084 | - | 1428.6 | +0.0069 | 52.363 | +0.2700 | 96.136 | -0.0043 | 4.0276 |
| FEB27 | 98.575 | - | 1.3997 | - | 5.2849 | - | 1.3739 | - | 1.2641 | - | 6.6941 | - | 1.3645 | - | 1.1738 | - | 156.81 | - | 17.147 | - | 1.6694 | - | 101.01 | - | 16.124 | - | 1428.6 | - | 52.402 | - | 96.399 | - | 4.0233 |
| 4Q26 | 98.572 | -0.0017 | 1.3979 | -0.0873 | 5.1976 | +0.0052 | 1.3791 | +0.0001 | 1.2642 | +0.0407 | 6.7348 | +0.0001 | 1.3646 | -0.0035 | 1.1703 | +1.9200 | 158.73 | -0.1210 | 17.026 | +0.0001 | 1.6695 | - | - | -0.0920 | 16.032 | - | 1428.6 | -0.8380 | 51.564 | -0.7510 | 95.648 | +0.0126 | 4.0359 |
| 1Q27 | 98.577 | +0.0017 | 1.3997 | +0.0862 | 5.2838 | -0.0051 | 1.3740 | -0.0002 | 1.2640 | -0.0402 | 6.6946 | -0.0001 | 1.3645 | +0.0035 | 1.1738 | -1.6700 | 157.06 | +0.1170 | 17.143 | -0.0001 | 1.6694 | - | 101.01 | +0.0890 | 16.121 | - | 1428.6 | +0.8634 | 52.427 | +0.7430 | 96.391 | -0.0125 | 4.0234 |
| 2Q27 | 98.351 | +0.0015 | 1.4012 | +0.0685 | 5.3523 | -0.0045 | 1.3695 | +0.0119 | 1.2759 | -0.0482 | 6.6464 | -0.0004 | 1.3641 | +0.0036 | 1.1774 | -0.8100 | 156.25 | +0.1210 | 17.264 | -0.0033 | 1.6661 | - | 101.01 | +0.1130 | 16.234 | - | 1428.6 | +4.1024 | 56.530 | +0.2750 | 96.666 | +0.0039 | 4.0273 |
| 3Q27 | 98.383 | +0.0006 | 1.4018 | +0.0486 | 5.4009 | -0.0075 | 1.3620 | +0.0132 | 1.2891 | -0.0457 | 6.6007 | -0.0033 | 1.3608 | +0.0108 | 1.1882 | - | 156.25 | +0.1350 | 17.399 | -0.0029 | 1.6632 | - | 101.01 | +0.1150 | 16.349 | - | 1428.6 | +4.4780 | 61.008 | +0.1760 | 96.842 | +0.0503 | 4.0776 |
| 4Q27 | 97.811 | - | 1.4038 | - | 5.5560 | - | 1.3381 | - | 1.3023 | - | 6.5704 | - | 1.3504 | - | 1.2227 | - | 156.25 | - | 17.487 | - | 1.6609 | - | 101.01 | - | 16.423 | - | 1428.6 | - | 65.996 | - | 97.311 | - | 4.2115 |
| 2026 | 98.641 | -0.0065 | 1.3972 | -0.3754 | 5.1806 | +0.0421 | 1.3802 | -0.0416 | 1.2607 | +0.1744 | 6.7448 | +0.0144 | 1.3648 | -0.0531 | 1.1696 | +2.4800 | 158.73 | -0.4820 | 17.005 | +0.0093 | 1.6702 | - | - | -0.4240 | 15.999 | - | 1428.6 | -15.778 | 50.217 | -1.7830 | 95.528 | -0.1732 | 4.0383 |
| 2027 | 98.281 | +0.0043 | 1.4016 | +0.2176 | 5.3982 | -0.0193 | 1.3609 | +0.0221 | 1.2828 | -0.1168 | 6.6280 | -0.0048 | 1.3600 | +0.0209 | 1.1905 | -2.2800 | 156.45 | +0.3180 | 17.323 | -0.0053 | 1.6649 | - | 101.01 | +0.2830 | 16.282 | - | 1428.6 | +8.7727 | 58.990 | +1.2740 | 96.802 | +0.0467 | 4.0850 |
| 2028 | 97.309 | +0.0096 | 1.4112 | +0.6124 | 6.0106 | -0.0561 | 1.3048 | +0.0584 | 1.3412 | -0.1616 | 6.4664 | -0.1081 | 1.2519 | +0.3587 | 1.5492 | -0.2000 | 156.25 | +0.7280 | 18.051 | -0.0065 | 1.6584 | - | 101.01 | +0.5420 | 16.824 | - | 1428.6 | +26.431 | 85.421 | +4.4170 | 101.22 | +0.4694 | 4.5544 |
| 2029 | 96.506 | +6.4000 | 1.4176 | +0.3017 | 6.3123 | +1.3100 | 1.3179 | +5.9000 | 1.4002 | -0.1642 | 6.3022 | -0.4579 | 0.7940 | +1.5167 | 3.0659 | - | 156.25 | +0.7510 | 18.802 | -7.4000 | 1.6510 | - | 101.01 | +0.5640 | 17.388 | - | 1428.6 | +27.881 | 113.30 | +17.154 | 118.37 | - | - |
| SPOT |
|---|
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| JAN27 |
| FEB27 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 4Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |