FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2012-01-03 21:30:03 GMT
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| % | AU | BR | CA | CH | CN | GB | EU | JP | MX | NZ | RU | ZA | KR | TR | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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) | |||||||||||||||
| Rates | 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$ | ||||||||||||||||
| 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 | |||||||||||||||
| JAN12 | 79.629 | - | 0.9643 | - | 1.6189 | - | 1.0107 | - | 0.9321 | - | 6.3254 | - | 0.6391 | - | 0.7661 | - | 76.750 | - | 13.634 | - | 1.2717 | - | 31.984 | - | 8.2072 | - | 11.577 | - | 0.5310 |
| FEB12 | 79.735 | +0.0028 | 0.9671 | +0.0111 | 1.6300 | +0.0006 | 1.0114 | -0.0005 | 0.9316 | +0.0083 | 6.3337 | +0.0001 | 0.6392 | -0.0002 | 0.7659 | -0.0621 | 76.688 | +0.3880 | 14.022 | +0.0068 | 1.2785 | +0.0839 | 32.068 | +0.0193 | 8.2266 | +0.0117 | 11.589 | -0.0065 | 0.5245 |
| MAR12 | 79.833 | +0.0026 | 0.9698 | +0.0113 | 1.6413 | +0.0006 | 1.0119 | -0.0005 | 0.9311 | +0.0066 | 6.3403 | +0.0001 | 0.6393 | -0.0002 | 0.7658 | -0.0581 | 76.630 | +0.0229 | 14.044 | +0.0064 | 1.2849 | +0.0876 | 32.156 | +0.0138 | 8.2403 | +0.0114 | 11.600 | -0.0060 | 0.5185 |
| APR12 | 79.939 | +0.0028 | 0.9726 | +0.0114 | 1.6527 | +0.0006 | 1.0126 | -0.0005 | 0.9307 | -0.0254 | 6.3149 | +0.0001 | 0.6394 | -0.0002 | 0.7656 | -0.0621 | 76.568 | -0.3104 | 13.734 | +0.0110 | 1.2959 | +0.3579 | 32.514 | -0.1085 | 8.1319 | +0.0251 | 11.625 | -0.0064 | 0.5121 |
| MAY12 | 80.045 | +0.0015 | 0.9740 | +0.0116 | 1.6643 | +0.0004 | 1.0130 | -0.0006 | 0.9300 | +0.0518 | 6.3667 | +0.0009 | 0.6403 | -0.0006 | 0.7650 | -0.0894 | 76.478 | +0.3971 | 14.131 | +0.0061 | 1.3020 | -0.0763 | 32.437 | +0.1894 | 8.3212 | -0.0073 | 11.618 | -0.0039 | 0.5082 |
| JUN12 | 80.172 | +0.0015 | 0.9755 | +0.0119 | 1.6761 | +0.0004 | 1.0134 | -0.0006 | 0.9294 | +0.0016 | 6.3683 | +0.0013 | 0.6416 | -0.0006 | 0.7644 | -0.0870 | 76.391 | +0.0293 | 14.160 | +0.0053 | 1.3074 | +0.1621 | 32.600 | +0.0290 | 8.3502 | -0.0086 | 11.610 | -0.0030 | 0.5052 |
| JUL12 | 80.384 | +0.0042 | 0.9797 | +0.0119 | 1.6880 | +0.0004 | 1.0138 | +0.0002 | 0.9296 | -0.0417 | 6.3265 | +0.0017 | 0.6433 | +0.0001 | 0.7646 | +0.0178 | 76.409 | +0.0352 | 14.196 | +0.0042 | 1.3116 | +0.1493 | 32.749 | +0.0420 | 8.3922 | +0.0397 | 11.649 | -0.0029 | 0.5023 |
| 2Q12 | 80.052 | - | 0.9740 | - | 1.6644 | - | 1.0130 | - | 0.9300 | - | 6.3499 | - | 0.6404 | - | 0.7650 | - | 76.479 | - | 14.009 | - | 1.3018 | - | 32.517 | - | 8.2678 | - | 11.618 | - | 0.5085 |
| 3Q12 | 80.803 | +0.0167 | 0.9907 | +0.0358 | 1.7002 | +0.0008 | 1.0138 | +0.0015 | 0.9315 | +0.0113 | 6.3612 | +0.0058 | 0.6462 | +0.0014 | 0.7664 | +0.1865 | 76.666 | +0.2243 | 14.233 | +0.0125 | 1.3143 | +0.3832 | 32.900 | +0.1557 | 8.4234 | +0.0511 | 11.669 | -0.0096 | 0.4989 |
| 4Q12 | 81.878 | +0.0244 | 1.0151 | +0.0359 | 1.7361 | +0.0055 | 1.0193 | +0.0029 | 0.9345 | +0.0103 | 6.3715 | +0.0056 | 0.6518 | +0.0034 | 0.7698 | +0.4499 | 77.116 | +0.1105 | 14.343 | +0.0069 | 1.3211 | +0.5360 | 33.436 | +0.1011 | 8.5245 | +0.0287 | 11.697 | -0.0095 | 0.4894 |
| 1Q13 | 82.424 | +0.0063 | 1.0213 | +0.0346 | 1.7707 | +0.0086 | 1.0279 | -0.0037 | 0.9307 | +0.0204 | 6.3919 | +0.0001 | 0.6519 | -0.0030 | 0.7667 | -0.2606 | 76.855 | +0.1263 | 14.470 | +0.0069 | 1.3280 | +0.5427 | 33.979 | +0.0669 | 8.5914 | +0.0145 | 11.712 | -0.0083 | 0.4811 |
| 2Q13 | 83.013 | +0.0077 | 1.0291 | +0.0358 | 1.8065 | +0.0005 | 1.0284 | -0.0036 | 0.9272 | +0.0255 | 6.4174 | +0.0004 | 0.6523 | -0.0024 | 0.7643 | -0.2606 | 76.594 | +0.1193 | 14.589 | +0.0070 | 1.3350 | +0.2886 | 34.268 | +0.1368 | 8.7282 | +0.0082 | 11.720 | -0.0081 | 0.4730 |
| 2012 | 80.616 | - | 0.9867 | - | 1.6827 | - | 1.0144 | - | 0.9319 | - | 6.3539 | - | 0.6444 | - | 0.7668 | - | 76.737 | - | 14.121 | - | 1.3039 | - | 32.731 | - | 8.3601 | - | 11.643 | - | 0.5054 |
| 2013 | 82.817 | +0.0398 | 1.0266 | +0.1120 | 1.7947 | +0.0139 | 1.0282 | -0.0035 | 0.9285 | +0.0542 | 6.4081 | +0.0078 | 0.6522 | -0.0012 | 0.7655 | -0.0570 | 76.680 | +0.4297 | 14.551 | +0.0290 | 1.3329 | +1.8215 | 34.552 | +0.3183 | 8.6784 | +0.0741 | 11.717 | -0.0298 | 0.4756 |
| 2014 | - | - | - | +0.1698 | 1.9645 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | +1.9041 | 36.456 | - | - | - | - | - | - |
| 2015 | - | - | - | +0.1245 | 2.0890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | +2.0004 | 38.457 | - | - | - | - | - | - |
| 2016 | - | - | - | +0.0662 | 2.1552 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | +1.3677 | 39.824 | - | - | - | - | - | - |
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