FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-09-13 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 | - | 1.5038 | - | 5.3526 | - | 1.3845 | - | 1.2557 | - | 7.1237 | - | 1.3561 | - | 1.1733 | - | 147.63 | - | 18.450 | - | 1.6790 | - | 84.008 | - | 17.358 | - | 1392.4 | - | 41.353 | - | 88.240 | - | 4.2000 |
| SEP25 | 97.585 | -0.0003 | 1.5035 | -0.0123 | 5.3403 | -0.0002 | 1.3843 | +0.0003 | 1.2560 | -0.0063 | 7.1174 | +0.0001 | 1.3562 | +0.0004 | 1.1737 | -0.5700 | 147.06 | +0.0340 | 18.484 | - | 1.6790 | - | 101.01 | +0.0030 | 17.361 | +36.200 | 1428.6 | -0.0310 | 41.322 | +0.0910 | 88.331 | - | 4.2000 |
| OCT25 | 97.181 | -0.0011 | 1.5024 | +0.0711 | 5.4114 | -0.0023 | 1.3820 | +0.0134 | 1.2694 | -0.0252 | 7.0922 | +0.0003 | 1.3565 | +0.0021 | 1.1758 | - | 147.06 | +0.0350 | 18.519 | -0.0056 | 1.6734 | - | 101.01 | +0.0610 | 17.422 | - | 1428.6 | +1.1863 | 42.509 | +0.1570 | 88.488 | -0.0055 | 4.1945 |
| NOV25 | 97.185 | +0.0001 | 1.5025 | -0.0001 | 5.4113 | +0.0001 | 1.3821 | - | 1.2694 | +0.0023 | 7.0945 | - | 1.3565 | +0.0001 | 1.1759 | - | 147.06 | +0.0170 | 18.536 | - | 1.6734 | - | 101.01 | +0.0300 | 17.452 | - | 1428.6 | +1.1481 | 43.657 | -0.0010 | 88.487 | +0.0004 | 4.1949 |
| DEC25 | 97.185 | -0.0006 | 1.5019 | -0.0002 | 5.4111 | -0.0019 | 1.3802 | - | 1.2694 | -0.0160 | 7.0785 | +0.0002 | 1.3567 | +0.0021 | 1.1780 | - | 147.06 | +0.0680 | 18.604 | - | 1.6734 | - | 101.01 | - | 17.452 | - | 1428.6 | +1.1863 | 44.843 | +0.1550 | 88.642 | -0.0041 | 4.1908 |
| JAN26 | 97.186 | -0.0004 | 1.5015 | +0.0371 | 5.4482 | -0.0019 | 1.3783 | - | 1.2694 | -0.0114 | 7.0671 | +0.0001 | 1.3568 | +0.0020 | 1.1800 | -0.5300 | 146.53 | +0.0610 | 18.665 | - | 1.6734 | - | 101.01 | +0.0380 | 17.490 | - | 1428.6 | +0.0003 | 44.843 | +0.1680 | 88.810 | -0.0040 | 4.1868 |
| FEB26 | 97.189 | -0.0007 | 1.5008 | +0.0407 | 5.4889 | -0.0022 | 1.3761 | - | 1.2694 | -0.0102 | 7.0569 | +0.0003 | 1.3571 | +0.0023 | 1.1823 | -1.6000 | 144.93 | +0.0630 | 18.728 | - | 1.6734 | - | 101.01 | +0.0480 | 17.538 | - | 1428.6 | +0.0013 | 44.845 | +0.1740 | 88.984 | -0.0043 | 4.1825 |
| MAR26 | 97.199 | - | 1.5011 | - | 5.5255 | - | 1.3765 | - | 1.2694 | - | 7.0475 | - | 1.3567 | - | 1.1819 | - | 145.84 | - | 18.795 | - | 1.6733 | - | 101.01 | - | 17.574 | - | 1428.6 | - | 44.849 | - | 89.140 | - | 4.1789 |
| 4Q25 | 97.183 | +0.0012 | 1.5023 | -0.1142 | 5.4113 | +0.0049 | 1.3814 | - | 1.2694 | +0.0409 | 7.0884 | -0.0001 | 1.3566 | -0.0053 | 1.1766 | +1.2200 | 147.06 | -0.2420 | 18.553 | +0.0001 | 1.6734 | - | 101.01 | -0.1320 | 17.442 | - | 1428.6 | -1.1790 | 43.670 | -0.6010 | 88.539 | +0.0145 | 4.1934 |
| 1Q26 | 97.191 | -0.0012 | 1.5011 | +0.0762 | 5.4875 | -0.0044 | 1.3770 | - | 1.2694 | -0.0312 | 7.0572 | +0.0003 | 1.3569 | +0.0048 | 1.1814 | -1.2900 | 145.77 | +0.1770 | 18.730 | - | 1.6734 | - | 101.01 | +0.0920 | 17.534 | - | 1428.6 | +1.1760 | 44.846 | +0.4390 | 88.978 | -0.0107 | 4.1827 |
| 2Q26 | 96.850 | -0.0009 | 1.5002 | +0.0990 | 5.5865 | -0.0039 | 1.3731 | +0.0129 | 1.2823 | -0.0298 | 7.0274 | -0.0003 | 1.3566 | +0.0040 | 1.1854 | -1.0400 | 144.73 | +0.1860 | 18.916 | -0.0054 | 1.6680 | - | 101.01 | +0.1340 | 17.668 | - | 1428.6 | +3.4636 | 48.309 | +0.5210 | 89.499 | -0.0075 | 4.1752 |
| 3Q26 | 96.835 | -0.0008 | 1.4994 | -0.1085 | 5.4780 | -0.0042 | 1.3689 | +0.0118 | 1.2941 | -0.0278 | 6.9996 | -0.0011 | 1.3555 | +0.0046 | 1.1900 | -1.6400 | 143.09 | +0.1800 | 19.096 | -0.0037 | 1.6643 | - | 101.01 | +0.1390 | 17.807 | - | 1428.6 | +3.5267 | 51.836 | +1.9610 | 91.460 | -0.0031 | 4.1721 |
| 4Q26 | 96.172 | - | 1.5007 | - | 4.9740 | - | 1.3700 | - | 1.3053 | - | 6.9835 | - | 1.3551 | - | 1.1899 | - | 145.48 | - | 19.231 | - | 1.6619 | - | 101.01 | - | 17.918 | - | 1428.6 | - | 55.620 | - | 97.711 | - | 4.1624 |
| 2025 | 97.284 | +0.0019 | 1.5026 | +0.4195 | 5.3935 | +0.0121 | 1.3821 | -0.0392 | 1.2661 | +0.1122 | 7.0957 | +0.0014 | 1.3565 | -0.0141 | 1.1758 | +1.5800 | 147.06 | -0.6950 | 18.536 | +0.0129 | 1.6748 | - | 101.01 | -0.4960 | 17.422 | - | 1428.6 | -12.537 | 43.083 | -9.2240 | 88.487 | +0.0326 | 4.1950 |
| 2026 | 96.762 | -0.0023 | 1.5003 | -0.0120 | 5.3815 | -0.0099 | 1.3722 | +0.0217 | 1.2878 | -0.0788 | 7.0169 | -0.0005 | 1.3560 | +0.0109 | 1.1867 | -2.2900 | 144.77 | +0.4570 | 18.993 | -0.0079 | 1.6669 | - | 101.01 | +0.3100 | 17.732 | - | 1428.6 | +7.0699 | 50.153 | +3.4250 | 91.912 | -0.0219 | 4.1731 |
| 2027 | 95.036 | +0.0044 | 1.5047 | -0.8630 | 4.5185 | -0.0078 | 1.3644 | +0.0476 | 1.3354 | -0.0940 | 6.9229 | -0.0068 | 1.3492 | +0.0022 | 1.1889 | +44.140 | 188.91 | +0.8870 | 19.880 | -0.0035 | 1.6634 | - | 101.01 | +0.5140 | 18.246 | - | 1428.6 | +17.375 | 67.527 | +64.723 | 156.64 | -0.0684 | 4.1047 |
| 2028 | 93.629 | -3.6000 | 1.5011 | +2.0761 | 6.5946 | -2.3000 | 1.3414 | +0.0466 | 1.3820 | -8.3500 | 6.8394 | -3.4900 | 1.3143 | -6.1000 | 1.1828 | +253.46 | 442.37 | +0.9490 | 20.829 | -5.6000 | 1.6578 | - | 101.01 | +0.5960 | 18.842 | - | 1428.6 | +18.811 | 86.338 | +275.78 | 432.41 | - | - |
| SPOT |
|---|
| SEP25 |
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |