FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-02-06 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 | - | 1.4302 | - | 5.2351 | - | 1.3648 | - | 1.2862 | - | 6.9383 | - | 1.3594 | - | 1.1819 | - | 157.04 | - | 17.349 | - | 1.6678 | - | 76.990 | - | 16.114 | - | 1466.4 | - | 43.614 | - | 90.608 | - | 3.9425 |
| FEB26 | 97.757 | +0.0010 | 1.4312 | -0.0181 | 5.2170 | +0.0030 | 1.3678 | -0.0001 | 1.2861 | +0.0061 | 6.9444 | -0.0014 | 1.3580 | - | 1.1835 | -0.7900 | 156.25 | +0.0730 | 17.422 | -0.0013 | 1.6665 | - | 101.01 | +0.0930 | 16.207 | -37.800 | 1428.6 | +0.1275 | 43.741 | +0.1200 | 90.728 | - | 3.9425 |
| MAR26 | 97.494 | +0.0004 | 1.4316 | +0.0924 | 5.3094 | -0.0032 | 1.3646 | +0.0159 | 1.3020 | -0.0096 | 6.9348 | +0.0006 | 1.3586 | - | 1.1853 | - | 156.25 | +0.0300 | 17.452 | -0.0012 | 1.6653 | - | 101.01 | +0.0270 | 16.234 | - | 1428.6 | +1.1016 | 44.843 | -0.2060 | 90.522 | -0.0029 | 3.9396 |
| APR26 | 97.481 | +0.0002 | 1.4318 | -0.0015 | 5.3079 | +0.0007 | 1.3653 | +0.0002 | 1.3022 | -0.0013 | 6.9335 | -0.0008 | 1.3578 | - | 1.1871 | - | 156.25 | +0.0080 | 17.460 | -0.0002 | 1.6651 | - | 101.01 | +0.0530 | 16.287 | - | 1428.6 | +1.0662 | 45.909 | +0.1120 | 90.634 | +0.0001 | 3.9397 |
| MAY26 | 97.476 | +0.0019 | 1.4337 | -0.0017 | 5.3062 | -0.0014 | 1.3639 | +0.0001 | 1.3023 | -0.0129 | 6.9206 | -0.0015 | 1.3563 | - | 1.1880 | - | 156.25 | +0.0530 | 17.513 | -0.0001 | 1.6650 | - | 101.01 | -0.0070 | 16.280 | - | 1428.6 | +2.1683 | 48.078 | +0.1120 | 90.746 | -0.0024 | 3.9373 |
| JUN26 | 97.475 | +0.0017 | 1.4354 | +0.0404 | 5.3466 | -0.0017 | 1.3622 | - | 1.3023 | -0.0146 | 6.9060 | -0.0001 | 1.3562 | - | 1.1900 | - | 156.25 | +0.0550 | 17.568 | - | 1.6650 | - | 101.01 | +0.0330 | 16.313 | - | 1428.6 | -0.0006 | 48.077 | +0.1940 | 90.940 | -0.0024 | 3.9349 |
| JUL26 | 97.474 | -0.0029 | 1.4325 | +0.0368 | 5.3834 | -0.0027 | 1.3595 | - | 1.3023 | -0.0129 | 6.8931 | +0.0032 | 1.3594 | - | 1.1967 | +0.0500 | 156.30 | +0.0450 | 17.613 | - | 1.6650 | - | 101.01 | +0.0330 | 16.346 | - | 1428.6 | -0.0006 | 48.076 | +0.1790 | 91.119 | -0.0021 | 3.9328 |
| AUG26 | 97.469 | - | 1.4329 | - | 5.4224 | - | 1.3596 | - | 1.3024 | - | 6.8811 | - | 1.3591 | - | 1.2010 | - | 156.25 | - | 17.668 | - | 1.6649 | - | 101.01 | - | 16.387 | - | 1428.6 | - | 48.072 | - | 91.312 | - | 3.9312 |
| 2Q26 | 97.477 | +0.0008 | 1.4337 | -0.1022 | 5.3202 | +0.0042 | 1.3638 | -0.0001 | 1.3023 | +0.0389 | 6.9200 | -0.0023 | 1.3568 | - | 1.2018 | - | 156.25 | -0.1550 | 17.513 | +0.0001 | 1.6650 | - | 101.01 | -0.0940 | 16.293 | - | 1428.6 | -0.7175 | 47.355 | -0.5390 | 90.773 | +0.0061 | 3.9373 |
| 3Q26 | 97.466 | +0.0002 | 1.4339 | +0.1021 | 5.4223 | -0.0038 | 1.3600 | +0.0001 | 1.3024 | -0.0388 | 6.8812 | +0.0016 | 1.3584 | - | 1.2053 | -0.1300 | 156.12 | +0.1550 | 17.668 | -0.0002 | 1.6648 | - | 101.01 | +0.0920 | 16.385 | - | 1428.6 | +0.7152 | 48.070 | +0.5400 | 91.313 | -0.0059 | 3.9314 |
| 4Q26 | 97.193 | +0.0027 | 1.4366 | +0.0640 | 5.4863 | -0.0027 | 1.3573 | +0.0130 | 1.3154 | -0.0350 | 6.8462 | -0.0001 | 1.3583 | - | 1.2087 | -2.0100 | 154.11 | +0.1600 | 17.828 | -0.0023 | 1.6625 | - | 101.01 | +0.1080 | 16.493 | - | 1428.6 | +3.2631 | 51.333 | +0.4560 | 91.769 | +0.0032 | 3.9346 |
| 1Q27 | 97.264 | +0.0079 | 1.4445 | -0.1119 | 5.3744 | -0.0040 | 1.3533 | +0.0118 | 1.3272 | -0.0327 | 6.8135 | -0.0031 | 1.3552 | - | 1.2121 | -0.5200 | 153.59 | +0.1680 | 17.996 | -0.0023 | 1.6602 | - | 101.01 | +0.1090 | 16.602 | - | 1428.6 | +3.6068 | 54.940 | +1.5540 | 93.323 | +0.0255 | 3.9601 |
| 2Q27 | 96.593 | - | 1.4389 | - | 5.0160 | - | 1.3545 | - | 1.3385 | - | 6.7940 | - | 1.3640 | - | 1.2157 | - | 150.92 | - | 17.996 | - | 1.6592 | - | 101.01 | - | 16.615 | - | 1428.6 | - | 58.573 | - | 97.458 | - | 4.0282 |
| 2026 | 97.424 | -0.0048 | 1.4341 | +0.3670 | 5.3830 | +0.0069 | 1.3614 | -0.0341 | 1.3044 | +0.0989 | 6.8929 | -0.0061 | 1.3579 | - | 1.2192 | +4.7100 | 155.63 | -0.3690 | 17.627 | +0.0053 | 1.6645 | - | 101.01 | -0.2560 | 16.359 | - | 1428.6 | -10.495 | 48.078 | -6.2930 | 91.165 | -0.0926 | 3.9356 |
| 2027 | 96.592 | -0.0046 | 1.4295 | -0.6872 | 4.6958 | -0.0058 | 1.3556 | +0.0406 | 1.3450 | -0.1081 | 6.7848 | +0.0330 | 1.3909 | - | 1.2226 | -12.960 | 142.67 | +0.5940 | 18.221 | -0.0027 | 1.6618 | - | 101.01 | +0.3210 | 16.680 | - | 1428.6 | +13.368 | 61.446 | +12.666 | 103.83 | +0.1974 | 4.1330 |
| 2028 | 95.585 | +0.0405 | 1.4700 | +1.5083 | 6.2041 | -0.0230 | 1.3326 | +0.0521 | 1.3971 | -0.0836 | 6.7012 | +0.4680 | 1.8589 | - | 1.2260 | -143.41 | -0.7400 | +0.8920 | 19.113 | +0.0028 | 1.6646 | - | 101.01 | +0.4100 | 17.090 | - | 1428.6 | +19.966 | 81.412 | +86.098 | 189.93 | -0.0516 | 4.0814 |
| 2029 | 94.878 | +1.2700 | 1.4827 | +0.3115 | 6.5156 | -0.0105 | 1.3221 | +0.0361 | 1.4332 | -3.8200 | 6.6630 | +1.0988 | 2.9577 | - | 1.2292 | -336.75 | -337.49 | +0.6100 | 19.723 | +3.5000 | 1.6681 | - | 101.01 | +0.2580 | 17.348 | - | 1428.6 | +14.004 | 95.416 | +168.58 | 358.51 | - | - |
| SPOT |
|---|
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |