FOREX - Calendar swap assessments

Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.

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last update: 2017-10-19 23:00:26 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
OCT17 93.313 - 1.2692 - 3.1679 - 1.2493 - 1.0233 - 6.5994 - 1.3159 - 1.1806 - 112.61 - 18.842 - 1.4223 - 57.280 - 13.556 - 1131.7 - 2.7306 - 65.036 - 4.2220
NOV17 93.227 +0.0005 1.2697 +0.0118 3.1797 -0.0007 1.2486 +0.0023 1.0256 +0.0192 6.6186 +0.0007 1.3166 +0.0038 1.1844 -0.1400 112.47 +0.1080 18.950 +0.0008 1.4231 +0.3400 57.620 +0.0730 13.629 -0.1000 1131.6 -0.0225 2.7081 +0.2130 65.249 +0.0048 4.2268
DEC17 93.120 +0.0005 1.2702 +0.0121 3.1918 -0.0007 1.2479 +0.0024 1.0280 +0.0197 6.6383 +0.0007 1.3173 +0.0039 1.1883 -0.1400 112.33 +0.1120 19.062 +0.0020 1.4251 +0.2840 57.904 +0.0740 13.703 -0.1000 1131.5 -0.0232 2.6849 +0.2000 65.449 +0.0045 4.2313
JAN18 93.018 +0.0003 1.2705 +0.0108 3.2026 -0.0001 1.2478 +0.0024 1.0304 +0.0133 6.6516 +0.0020 1.3193 +0.0006 1.1889 -0.1800 112.15 +0.0770 19.139 +0.0017 1.4268 +0.2860 58.190 +0.0570 13.760 -0.3000 1131.2 -0.0237 2.6612 +0.2370 65.686 +0.0020 4.2333
FEB18 92.929 +0.0029 1.2734 +0.0128 3.2154 -0.0001 1.2477 +0.0021 1.0325 +0.0146 6.6662 +0.0011 1.3204 +0.0024 1.1913 -0.2000 111.95 +0.1070 19.246 +0.0013 1.4281 +0.2550 58.445 +0.0760 13.836 -0.4000 1130.8 -0.0210 2.6402 +0.1990 65.885 +0.0047 4.2380
MAR18 92.835 +0.0003 1.2737 +0.0109 3.2263 -0.0001 1.2476 +0.0024 1.0349 +0.0152 6.6814 +0.0014 1.3218 +0.0020 1.1933 -0.1700 111.78 +0.0930 19.339 +0.0011 1.4292 +0.2400 58.685 +0.0630 13.899 -0.5000 1130.3 -0.0229 2.6173 +0.1960 66.081 +0.0040 4.2420
APR18 92.749 +0.0003 1.2740 +0.0110 3.2373 -0.0001 1.2475 +0.0023 1.0372 +0.0120 6.6934 +0.0013 1.3231 +0.0021 1.1954 -0.1900 111.59 +0.0860 19.425 +0.0007 1.4299 +0.2600 58.945 +0.0630 13.962 -0.4000 1129.9 -0.0216 2.5957 +0.2190 66.300 +0.0050 4.2470
1Q18 92.927 - 1.2725 - 3.2148 - 1.2477 - 1.0326 - 6.6664 - 1.3205 - 1.1911 - 111.96 - 19.241 - 1.4280 - 58.440 - 13.831 - 1130.8 - 2.6395 - 65.884 - 4.2378
2Q18 92.666 +0.0018 1.2743 +0.0348 3.2496 -0.0004 1.2473 +0.0069 1.0395 +0.0392 6.7056 +0.0039 1.3244 +0.0067 1.1978 -0.5800 111.38 +0.2710 19.512 +0.0024 1.4304 +0.7390 59.179 +0.1940 14.025 -1.5000 1129.3 -0.0654 2.5741 +0.6320 66.516 +0.0135 4.2513
3Q18 92.432 +0.0009 1.2752 +0.0340 3.2836 -0.0005 1.2468 +0.0070 1.0465 +0.0370 6.7426 +0.0038 1.3282 +0.0071 1.2049 -0.6300 110.75 +0.2690 19.781 +0.0014 1.4318 +0.5830 59.762 +0.1920 14.217 -1.8000 1127.5 -0.0626 2.5115 +0.6200 67.136 +0.0095 4.2608
4Q18 92.217 +0.0010 1.2762 +0.0288 3.3124 -0.0003 1.2465 +0.0072 1.0537 +0.0374 6.7800 +0.0039 1.3321 +0.0072 1.2121 -0.6200 110.13 +0.2690 20.050 +0.0017 1.4335 +0.3680 60.130 +0.1960 14.413 -2.2000 1125.3 -0.0588 2.4527 +0.5650 67.701 +0.0111 4.2719
1Q19 91.988 +0.0009 1.2771 +0.0234 3.3358 -0.0002 1.2463 +0.0075 1.0612 +0.0357 6.8157 +0.0039 1.3360 +0.0074 1.2195 -0.6300 109.50 +0.2470 20.297 +0.0020 1.4355 +0.1560 60.286 +0.1970 14.610 -2.0000 1123.3 -0.0559 2.3968 +0.5080 68.209 +0.0132 4.2851
2017 93.220 - 1.2697 - 3.1798 - 1.2486 - 1.0256 - 6.6188 - 1.3166 - 1.1844 - 112.47 - 18.951 - 1.4235 - 57.601 - 13.629 - 1131.6 - 2.7079 - 65.245 - 4.2267
2018 92.561 +0.0048 1.2745 +0.0853 3.2651 -0.0015 1.2471 +0.0175 1.0431 +0.1048 6.7236 +0.0097 1.3263 +0.0171 1.2015 -1.4200 111.05 +0.6950 19.646 +0.0074 1.4309 +1.7770 59.378 +0.4930 14.122 -3.4000 1128.2 -0.1635 2.5444 +1.5640 66.809 +0.0287 4.2554
2019 91.653 +0.0041 1.2786 +0.1257 3.3908 -0.0013 1.2458 +0.0295 1.0726 +0.1459 6.8695 +0.0158 1.3421 +0.0296 1.2311 -2.5100 108.54 +1.0340 20.680 +0.0078 1.4387 +2.1210 61.499 +0.7890 14.911 -8.0000 1120.2 -0.2309 2.3135 +2.0390 68.848 +0.0468 4.3022
2020 90.759 +0.0039 1.2825 +0.1610 3.5518 -0.0013 1.2445 +0.0302 1.1028 +0.0837 6.9532 +0.0174 1.3595 +0.0330 1.2641 -2.6000 105.94 +1.0180 21.698 +0.0083 1.4470 +3.8100 65.309 +0.8020 15.713 -8.2000 1112.0 -0.2231 2.0904 +1.2240 70.072 +0.0324 4.3346
2021 90.201 +2.4000 1.2849 +8.8700 3.6405 -8.0000 1.2437 +1.8900 1.1217 - 7.0729 +1.1600 1.3711 +0.0220 1.2861 -1.6700 104.27 +0.6350 22.333 +5.2000 1.4522 +1.7980 67.107 +0.5010 16.214 -5.1000 1106.9 -0.1391 1.9513 +0.3770 70.449 - -
 
OCT17
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DEC17
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FEB18
MAR18
APR18
1Q18
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3Q18
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1Q19
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