FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-02-26 23:00:02 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 | - | 1.5260 | - | 4.9835 | - | 1.3517 | - | 1.1370 | - | 7.1965 | - | 1.2695 | - | 1.0860 | - | 150.57 | - | 17.088 | - | 1.6181 | - | 92.201 | - | 19.294 | - | 1331.0 | - | 31.119 | - | 82.831 | - | 4.7745 |
| FEB24 | 103.93 | +0.0027 | 1.5287 | -0.0091 | 4.9744 | +0.0010 | 1.3527 | -0.0010 | 1.1360 | -0.0840 | 7.1125 | +0.0006 | 1.2701 | - | 1.0873 | -1.3200 | 149.25 | +0.0020 | 17.090 | -0.0002 | 1.6179 | -5.5680 | 86.633 | -0.0660 | 19.228 | -81.000 | 1250.0 | -0.4180 | 30.701 | +0.0530 | 82.884 | - | 4.7745 |
| MAR24 | 103.55 | -0.0056 | 1.5231 | +0.0376 | 5.0120 | -0.0030 | 1.3497 | +0.0110 | 1.1470 | -0.0115 | 7.1010 | -0.0002 | 1.2699 | - | 1.0894 | - | 149.25 | +0.1890 | 17.279 | +0.0060 | 1.6239 | +4.2250 | 90.858 | +0.0770 | 19.305 | - | 1250.0 | +1.1460 | 31.847 | +0.0620 | 82.946 | -0.0093 | 4.7652 |
| APR24 | 103.54 | -0.0001 | 1.5230 | -0.0020 | 5.0100 | +0.0004 | 1.3501 | +0.0006 | 1.1476 | +0.0013 | 7.1023 | -0.0004 | 1.2695 | - | 1.0902 | - | 149.25 | -0.0080 | 17.271 | -0.0015 | 1.6224 | +0.0360 | 90.894 | +0.0750 | 19.380 | - | 1250.0 | +1.1091 | 32.956 | +0.0200 | 82.966 | -0.0002 | 4.7650 |
| MAY24 | 103.53 | -0.0001 | 1.5229 | -0.0020 | 5.0080 | +0.0004 | 1.3505 | +0.0002 | 1.1478 | +0.0013 | 7.1036 | -0.0004 | 1.2691 | - | 1.0888 | - | 149.25 | -0.0080 | 17.263 | -0.0005 | 1.6219 | +0.0130 | 90.907 | -0.0100 | 19.370 | - | 1250.0 | +2.2537 | 35.210 | +0.1100 | 83.076 | -0.0092 | 4.7558 |
| JUN24 | 103.53 | -0.0018 | 1.5211 | +0.0147 | 5.0227 | -0.0004 | 1.3501 | - | 1.1478 | -0.0038 | 7.0998 | -0.0005 | 1.2686 | - | 1.0919 | -0.5400 | 148.71 | +0.0760 | 17.339 | -0.0001 | 1.6218 | +0.0020 | 90.909 | +0.0480 | 19.418 | - | 1250.0 | +0.0014 | 35.211 | +0.1160 | 83.192 | -0.0093 | 4.7465 |
| JUL24 | 103.53 | -0.0010 | 1.5201 | +0.0156 | 5.0383 | -0.0010 | 1.3491 | - | 1.1478 | -0.0075 | 7.0923 | +0.0004 | 1.2690 | - | 1.0981 | -1.0800 | 147.63 | +0.0820 | 17.421 | -0.0001 | 1.6217 | +0.0020 | 90.911 | +0.0460 | 19.464 | - | 1250.0 | +0.0013 | 35.213 | +0.1040 | 83.296 | -0.0089 | 4.7376 |
| AUG24 | 103.52 | - | 1.5170 | - | 5.0537 | - | 1.3474 | - | 1.1480 | - | 7.0822 | - | 1.2685 | - | 1.1027 | - | 147.05 | - | 17.513 | - | 1.6211 | - | 90.925 | - | 19.531 | - | 1250.0 | - | 35.223 | - | 83.406 | - | 4.7290 |
| 2Q24 | 103.53 | +0.0053 | 1.5223 | -0.0401 | 5.0136 | +0.0028 | 1.3502 | -0.0003 | 1.1477 | +0.0197 | 7.1019 | +0.0006 | 1.2691 | - | 1.1064 | +2.0200 | 149.07 | -0.2220 | 17.291 | +0.0009 | 1.6220 | -0.0220 | 90.903 | -0.1420 | 19.389 | - | 1250.0 | -0.7634 | 34.459 | -0.3280 | 83.078 | +0.0268 | 4.7558 |
| 3Q24 | 103.52 | -0.0037 | 1.5186 | +0.0397 | 5.0533 | -0.0019 | 1.3483 | +0.0004 | 1.1481 | -0.0193 | 7.0826 | -0.0002 | 1.2689 | - | 1.1111 | -1.9800 | 147.09 | +0.2200 | 17.511 | -0.0012 | 1.6208 | +0.0290 | 90.932 | +0.1430 | 19.532 | - | 1250.0 | +0.7686 | 35.228 | +0.3290 | 83.407 | -0.0264 | 4.7294 |
| 4Q24 | 103.15 | -0.0038 | 1.5148 | +0.0346 | 5.0879 | -0.0009 | 1.3474 | +0.0116 | 1.1597 | -0.0296 | 7.0530 | -0.0001 | 1.2688 | - | 1.1158 | -1.8500 | 145.24 | +0.2410 | 17.752 | -0.0039 | 1.6169 | +3.3320 | 94.264 | +0.1660 | 19.698 | - | 1250.0 | +3.5194 | 38.747 | +0.2560 | 83.663 | -0.0079 | 4.7215 |
| 1Q25 | 103.25 | -0.0025 | 1.5123 | +0.0661 | 5.1540 | -0.0026 | 1.3448 | +0.0115 | 1.1712 | -0.0362 | 7.0168 | +0.0001 | 1.2689 | - | 1.1204 | -0.5400 | 144.70 | +0.2440 | 17.996 | +0.0012 | 1.6181 | +4.2150 | 98.479 | +0.1560 | 19.854 | - | 1250.0 | +3.4360 | 42.183 | +0.8580 | 84.521 | -0.0015 | 4.7200 |
| 2Q25 | 102.35 | - | 1.5133 | - | 5.3655 | - | 1.3464 | - | 1.1820 | - | 6.9979 | - | 1.2706 | - | 1.1248 | - | 142.33 | - | 18.149 | - | 1.6203 | - | 111.08 | - | 19.965 | - | 1250.0 | - | 45.405 | - | 86.806 | - | 4.7162 |
| 2024 | 103.46 | +0.0066 | 1.5199 | -0.3245 | 5.0410 | +0.0027 | 1.3491 | -0.0320 | 1.1500 | +0.0863 | 7.0842 | -0.0015 | 1.2691 | - | 1.1292 | +5.1900 | 147.52 | -0.6920 | 17.457 | -0.0002 | 1.6201 | -19.643 | 91.435 | -0.4750 | 19.490 | - | 1250.0 | -10.146 | 35.259 | -3.5080 | 83.298 | +0.0256 | 4.7418 |
| 2025 | 102.35 | -0.0053 | 1.5146 | +0.5568 | 5.5978 | -0.0003 | 1.3488 | +0.0375 | 1.1875 | -0.0913 | 6.9929 | +0.0068 | 1.2759 | - | 1.1337 | -12.520 | 135.00 | +0.8500 | 18.307 | +0.0008 | 1.6209 | +13.344 | 104.78 | +0.6300 | 20.120 | - | 1250.0 | +11.694 | 46.953 | +7.0280 | 90.326 | -0.0316 | 4.7102 |
| 2026 | 101.01 | -0.0124 | 1.5022 | -0.1887 | 5.4091 | -0.0143 | 1.3345 | +0.0453 | 1.2328 | +0.0032 | 6.9961 | +0.0915 | 1.3674 | - | 1.1381 | -126.72 | 8.2800 | +0.8780 | 19.185 | +0.0130 | 1.6339 | - | 109.29 | +0.8840 | 21.004 | - | 1250.0 | +13.306 | 60.258 | +47.344 | 137.67 | -0.1087 | 4.6015 |
| 2027 | 100.07 | -5.1000 | 1.4971 | +0.1447 | 5.5538 | -5.2000 | 1.3293 | +3.1100 | 1.2639 | +0.1028 | 7.0989 | +0.2155 | 1.5829 | - | 1.1425 | -298.23 | -289.95 | +0.6340 | 19.819 | +8.3000 | 1.6422 | - | 132.69 | +0.6380 | 21.642 | - | 1250.0 | +9.0550 | 69.313 | +92.887 | 230.56 | - | - |
| SPOT |
|---|
| FEB24 |
| MAR24 |
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |