FOREX - Calendar swap assessments

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

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last update: 2016-04-29 23:00:41 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
MAY16 93.740 - 1.3159 - 3.4541 - 1.2554 - 0.9598 - 6.4768 - 0.6848 - 0.8739 - 106.43 - 17.209 - 1.4335 - 64.749 - 14.313 - 11363.6 - 3.5465 +13.600 - +13.600 -
JUN16 93.730 -1.2360 1.3147 +3.8798 3.4929 -2.8357 1.2551 +2.7273 0.9625 +1.4688 6.4782 -1.6405 0.6846 +3.0864 0.8770 +0.8390 107.26 +3.2286 17.241 +3.1778 1.4367 -0.1308 64.618 +2.8273 14.341 - 11363.6 -1.5283 3.5312 - - - -
JUL16 93.721 -1.0979 1.3136 +3.5656 3.5286 -2.7725 1.2549 +2.4740 0.9650 +2.2991 6.4805 -1.6770 0.6844 +2.8533 0.8798 +0.7807 108.05 +8.9916 17.331 +3.0180 1.4397 +0.5440 65.162 +2.8960 14.370 +4.2134 11367.8 -0.0152 3.5160 - - - -
AUG16 93.734 +8.9119 1.3145 -1.8184 3.5104 -2.9256 1.2546 -1.2519 0.9637 +2.8438 6.5090 -3.5951 0.6841 +1.2516 0.8799 +0.1316 108.18 +1.2561 17.344 +0.0018 1.4415 +0.4707 65.632 +7.7927 14.448 +128.38 11496.2 -2.4843 3.4912 - - - -
SEP16 93.760 +2.1366 1.3166 +7.4940 3.5853 -3.3495 1.2542 -3.2975 0.9604 +1.4710 6.5237 -4.7258 0.6836 -1.5585 0.8784 -0.2605 107.92 +4.6899 17.391 +1.1049 1.4426 +0.4994 66.132 +8.4426 14.533 -1.9798 11494.2 -2.9797 3.4614 - - - -
OCT16 93.780 +2.3602 1.3190 +3.4370 3.6197 -4.8180 1.2537 -2.5412 0.9579 +1.7472 6.5412 -4.7861 0.6831 -1.7039 0.8767 -0.2560 107.66 +0.1024 17.493 +1.2433 1.4439 +0.4846 66.616 +0.1009 14.634 +0.2371 11494.5 -2.7445 3.4339 - - - -
NOV16 93.799 +3.0367 1.3220 +3.1664 3.6514 -8.7453 1.2529 -9.5253 0.9569 +1.4103 6.5553 -6.2403 0.6825 -1.7788 0.8749 -0.1868 107.47 -3.8999 17.489 +1.7559 1.4456 +0.5134 67.130 +0.0804 14.714 +13.193 11507.7 -2.5137 3.4088 - - - -
3Q16 93.738 - 1.3149 - 3.5414 - 1.2545 - 0.9631 - 6.5044 - 0.6841 - 0.8794 - 108.05 - 17.355 - 1.4413 - 65.642 - 14.450 - 11452.8 - 3.4895 - - - -
4Q16 93.797 +7.1791 1.3221 +0.1101 3.6515 -1.7131 1.2528 -5.9273 0.9571 +0.0511 6.5555 -1.5351 0.6825 -4.5394 0.8748 -0.5764 107.47 +0.1498 17.505 +4.3667 1.4457 +1.4677 67.110 +0.2641 14.714 +50.439 11503.2 -8.0082 3.4094 - - - -
1Q17 93.748 +4.7196 1.3268 +0.0921 3.7437 -1.4522 1.2514 -2.7231 0.9544 +4.8941 6.6044 -4.2135 0.6821 -4.6875 0.8702 -0.4194 107.05 +0.1227 17.628 +5.3440 1.4510 +1.4558 68.566 +0.2643 14.979 +4.2668 11507.5 -6.8035 3.3414 - - - -
2Q17 93.530 -1.8476 1.3266 +8.2988 3.8266 +4.8110 1.2519 -4.9696 0.9494 +4.9708 6.6541 +8.8201 0.6830 -2.6997 0.8675 -0.8694 106.18 +0.1411 17.769 +5.1913 1.4562 +1.2284 69.794 +0.2687 15.248 -1.8190 11507.5 -6.5927 3.2755 - - - -
3Q17 93.327 +4.2975 1.3309 +9.2293 3.9189 -2.4174 1.2516 -5.5223 0.9439 +5.9877 6.7140 -6.7250 0.6823 -2.4852 0.8650 -0.9167 105.26 +0.1747 17.944 +5.7039 1.4619 +1.1997 70.994 +0.3177 15.565 - 11507.5 -6.9543 3.2059 - - - -
2016 93.760 - 1.3177 - 3.5657 - 1.2541 - 0.9604 - 6.5168 - 0.6836 - 0.8767 - 107.53 - 17.379 - 1.4414 - 65.953 - 14.519 - 11449.4 - 3.4718 - - - -
2017 93.466 +1.1489 1.3292 +0.3099 3.8756 -2.5121 1.2516 -1.2893 0.9475 +0.1690 6.6858 -1.2907 0.6823 -1.0046 0.8666 -1.4484 106.08 +0.4701 17.849 +1.6811 1.4582 +4.4362 70.389 +0.8454 15.364 +58.076 11507.5 -0.2196 3.2523 - - - -
2018 - +1.4613 1.3438 +0.3711 4.2467 -1.4034 1.2502 -2.2944 0.9245 +0.1995 6.8853 -2.0492 0.6803 -1.4377 0.8523 -1.9404 104.14 - - - - +4.8431 75.232 +0.9730 16.337 - - - - - - - -
2019 - +1.3269 1.3571 +0.3747 4.6214 -2.4101 1.2478 -2.4837 0.8997 +0.1233 7.0086 -2.4484 0.6778 -1.6970 0.8353 -2.5332 101.61 - - - - +4.8302 80.062 - - - - - - - - - -
2020 - +1.3216 1.3703 +0.3284 4.9499 -2.4771 1.2453 -2.5118 0.8746 - - -2.4414 0.6754 -1.6521 0.8188 -2.5714 99.037 - - - - +4.2444 84.307 - - - - - - - - - -
 
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2016
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2020