FOREX - Calendar swap assessments

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

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last update: 2017-01-25 23:00:21 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
JAN17 100.34 - 1.3198 - 3.1578 - 1.3042 - 1.0000 - 6.8684 - 0.7892 - 0.9305 - 113.17 - 20.930 - 1.3637 - 59.475 - 13.403 - 11692.3 - 2.6846 - 68.040 - 4.4364
FEB17 100.30 +5.8160 1.3198 +8.9772 3.1668 +3.9038 1.3081 -3.6201 0.9997 +8.1347 6.8766 +2.8899 0.7921 -1.4445 0.9304 +0.1905 113.36 +0.2243 21.154 +6.0295 1.3697 +2.5831 59.501 +2.5883 13.429 -12.987 11679.3 -2.6816 2.6577 +0.1800 68.220 +5.9000 4.4423
MAR17 100.27 +5.2532 1.3199 +8.4732 3.1753 +3.5260 1.3117 -3.2698 0.9994 +7.3474 6.8839 +2.6102 0.7947 -1.3047 0.9302 +0.1721 113.53 +0.2053 21.359 +5.4460 1.3752 +3.1685 59.533 +2.3378 13.452 -11.730 11667.6 -2.4221 2.6335 +0.3100 68.530 +4.9000 4.4472
APR17 100.24 +6.2899 1.3200 +2.0269 3.1955 +3.8403 1.3155 -3.8363 0.9990 +9.0517 6.8930 +2.8400 0.7976 -1.6331 0.9301 +0.1840 113.71 +0.3024 21.662 +5.9780 1.3812 +0.2894 59.822 +2.5805 13.478 -12.692 11654.9 -2.6768 2.6067 +0.2400 68.770 +6.3000 4.4535
MAY17 100.20 +1.8035 1.3201 +1.9145 3.2147 +6.1516 1.3161 -1.4612 0.9975 +4.6344 6.9393 +1.7489 0.7977 -1.0993 0.9290 -0.1548 113.56 -0.1101 21.552 +3.3178 1.3845 +0.5236 60.346 +2.3495 13.501 +0.1236 11655.0 -2.3659 2.5831 +0.2500 69.020 +3.7000 4.4572
JUN17 100.16 +3.3522 1.3205 +2.8746 3.2434 -1.1287 1.3150 -2.1051 0.9954 +2.3872 6.9632 -1.1834 0.7965 -1.6565 0.9273 -0.3394 113.22 +9.8359 21.650 +1.9903 1.3865 +0.3451 60.691 +6.9794 13.571 - 11655.0 -2.3090 2.5600 +0.2900 69.310 +2.8000 4.4600
JUL17 100.13 +7.3201 1.3212 +2.4790 3.2682 -0.0017 1.3133 -2.1242 0.9933 +2.7702 6.9909 -1.1537 0.7954 -1.7095 0.9256 -0.3435 112.88 +0.1873 21.837 +1.2970 1.3878 +0.3526 61.044 +8.7987 13.659 +6.8317 11655.0 -2.1540 2.5385 +0.2500 69.560 +1.0500 4.4705
2Q17 100.20 - 1.3202 - 3.2179 - 1.3155 - 0.9973 - 6.9318 - 0.7973 - 0.9288 - 113.50 - 21.621 - 1.3840 - 60.286 - 13.517 - 11655.0 - 2.5833 - 68.780 - 4.4478
3Q17 100.14 +2.3998 1.3226 +7.2625 3.2905 -5.1036 1.3104 -6.2365 0.9911 +8.0395 7.0122 -2.6891 0.7946 -5.1012 0.9237 -0.9854 112.51 +0.2538 21.875 +4.0834 1.3881 +1.1263 61.413 +0.2128 13.730 -4.6239 11650.3 -6.5889 2.5174 +0.7900 69.570 +1.5000 4.4628
4Q17 100.00 +6.9163 1.3295 +6.4268 3.3548 -3.7894 1.3066 -6.5923 0.9845 +5.5346 7.0676 -3.2494 0.7913 -4.8087 0.9189 -0.7965 111.72 +0.2629 22.138 +1.4591 1.3896 +1.0012 62.414 +0.2250 13.955 -18.149 11632.2 -6.0458 2.4569 +0.7700 70.340 +1.5700 4.4785
1Q18 99.530 +3.9704 1.3335 +5.6146 3.4109 +2.1738 1.3088 -6.6083 0.9779 +5.5405 7.1230 -2.1549 0.7892 -4.2607 0.9146 -0.2902 111.43 +0.3382 22.476 +3.6462 1.3932 +0.9086 63.323 +0.2260 14.181 -22.523 11609.7 -5.9150 2.3978 +0.7300 71.070 -9.0000 4.4776
2Q18 99.094 -3.1073 1.3304 +5.2134 3.4630 -2.4228 1.3064 -6.9232 0.9709 +5.7133 7.1801 -3.5730 0.7891 -5.7698 0.9089 -0.4388 110.99 +0.3034 22.779 +3.7493 1.3970 +0.8467 64.169 +0.2359 14.416 -14.971 11594.7 -5.7144 2.3406 +0.7400 71.810 -2.9000 4.4747
2017 100.16 - 1.3230 - 3.2574 - 1.3102 - 0.9931 - 6.9720 - 0.7938 - 0.9254 - 112.77 - 21.695 - 1.3828 - 60.904 - 13.657 - 11654.3 - 2.5540 - 69.180 - 4.4549
2018 99.239 +8.8917 1.3319 +0.2330 3.4904 -2.9423 1.3072 -1.9889 0.9732 +0.2287 7.2007 -4.9029 0.7889 -1.4626 0.9108 -1.6646 111.10 +0.9705 22.666 +1.2900 1.3957 +3.6895 64.594 +0.6800 14.337 -56.212 11598.1 -0.1942 2.3598 +2.3900 71.570 +2.0400 4.4753
2019 - +7.6510 1.3396 +0.2140 3.7044 -1.0392 1.2968 -3.4037 0.9392 +0.1750 7.3757 -1.1571 0.7773 -2.6760 0.8841 -3.5099 107.59 - - - - +3.1749 67.769 +0.7357 15.073 - - - - +2.3800 73.950 -3.9100 4.4362
2020 - +9.0079 1.3486 +0.2143 3.9187 -7.4773 1.2893 -2.8681 0.9105 +0.1280 7.5037 -1.0458 0.7669 -2.2446 0.8616 -3.3023 104.29 - - - - +2.8940 70.663 - - - - - - - - - -
2021 - +8.7685 1.3574 +0.1515 4.0702 -7.1348 1.2822 -0.0276 0.8830 - - -9.7790 0.7571 -2.0525 0.8411 -3.1734 101.12 - - - - +1.9776 72.640 - - - - - - - - - -
 
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