FOREX - Calendar swap assessments

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

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last update: 2016-10-06 23:00:30 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
OCT16 96.571 - 1.3206 - 3.2338 - 1.3224 - 0.9804 - 6.7027 - 0.7907 - 0.8961 - 104.08 - 19.257 - 1.3975 - 62.117 - 13.854 - 1117.4 - 3.2726 - 66.880 - 4.0114
NOV16 96.565 +7.4935 1.3213 +1.2178 3.2459 -2.5828 1.3221 -1.3146 0.9791 -2.0245 6.7007 -3.1511 0.7904 -9.1466 0.8952 -0.1129 103.96 +5.1003 19.262 +1.4337 1.3990 +0.9092 63.027 -2.4252 13.830 -1.4739 1116.0 -1.7995 3.2546 +0.3400 67.220 +8.3000 4.0197
DEC16 96.560 +7.2518 1.3220 +1.2082 3.2580 -2.4995 1.3219 -1.2722 0.9778 -1.2551 6.6995 -3.0495 0.7901 -8.8516 0.8943 -0.1092 103.85 +6.0092 19.322 +1.3875 1.4004 +0.4200 63.447 -0.0147 13.815 -1.3788 1114.6 -1.7415 3.2372 +0.1100 67.330 +8.8000 4.0285
JAN17 96.555 +7.4936 1.3228 +2.2029 3.2800 -2.5065 1.3216 -1.3282 0.9765 +1.9679 6.7191 -3.1428 0.7898 -9.1807 0.8934 -0.1130 103.74 +7.8116 19.401 +1.3996 1.4018 -0.1394 63.307 +0.2416 14.057 +6.6648 1114.6 -1.7992 3.2192 +0.2900 67.620 +6.8000 4.0353
FEB17 96.552 +1.0034 1.3238 +5.9789 3.3398 +1.6114 1.3218 -2.0194 0.9745 +1.2601 6.7317 -1.1623 0.7896 -9.7180 0.8924 -8.4794 103.66 +4.5215 19.446 -3.1894 1.4014 +1.0663 64.373 -9.0044 13.967 +0.3689 1115.0 -1.7543 3.2017 +0.2800 67.900 +6.2000 4.0415
MAR17 96.545 +8.7608 1.3247 +3.1513 3.3713 +2.7898 1.3221 -2.0667 0.9724 +1.3606 6.7453 -1.0863 0.7895 -9.5278 0.8915 -8.3515 103.57 +6.5776 19.512 -8.9954 1.4005 +0.4072 64.781 +8.5653 14.053 -0.1292 1114.8 -1.5818 3.1858 +0.3100 68.210 +7.5000 4.0490
APR17 96.508 +1.8396 1.3248 +2.3491 3.3948 +1.7267 1.3222 -2.1764 0.9702 +1.2323 6.7577 -6.0865 0.7889 -1.3963 0.8901 -0.2020 103.37 +0.1214 19.633 -7.6782 1.3998 +0.4012 65.182 +7.4577 14.127 +4.8708 1114.8 -1.8396 3.1674 +0.2900 68.500 +1.7500 4.0665
1Q17 96.551 - 1.3237 - 3.3304 - 1.3218 - 0.9745 - 6.7321 - 0.7896 - 0.8924 - 103.66 - 19.453 - 1.4012 - 64.154 - 14.025 - 1114.8 - 3.2022 - 67.630 - 4.0643
2Q17 96.397 -5.1867 1.3232 +9.5749 3.4262 +3.1335 1.3221 -6.0643 0.9684 +3.9473 6.7715 -2.3109 0.7873 -4.4249 0.8880 -0.7523 102.90 +0.2138 19.666 -1.7495 1.3995 +1.4570 65.611 +0.1907 14.216 -0.1757 1114.6 -5.4704 3.1475 +0.8800 68.510 +0.0160 4.0803
3Q17 96.212 -2.4426 1.3208 +8.1107 3.5073 -8.8004 1.3212 -5.4604 0.9629 +3.8384 6.8099 -4.9737 0.7824 -5.9837 0.8820 -0.7715 102.13 +0.2010 19.867 +1.3008 1.4008 +1.2340 66.845 +0.2551 14.471 -0.8255 1113.8 -0.0590 3.0886 +0.9200 69.430 +1.8000 4.0821
4Q17 96.375 +2.7643 1.3235 +7.3574 3.5808 -2.0817 1.3192 -5.5050 0.9574 +3.7347 6.8473 -3.2348 0.7791 -4.5305 0.8775 -0.4071 101.73 +0.2208 20.088 +4.0779 1.4049 +1.1569 68.002 +0.2502 14.721 -0.3294 1113.5 -5.5997 3.0326 +0.8600 70.290 +4.9000 4.0870
1Q18 96.504 +2.3369 1.3259 +6.8761 3.6496 -3.0421 1.3161 -5.5312 0.9519 +4.5470 6.8927 -1.8197 0.7773 -0.0042 0.8733 -1.2930 100.43 +0.2413 20.330 +3.9256 1.4088 +1.0983 69.100 +0.2526 14.974 -0.3623 1113.1 -5.7053 2.9755 +0.8400 71.130 +3.0000 4.0900
2016 96.566 - 1.3213 - 3.2459 - 1.3221 - 0.9791 - 6.7010 - 0.7904 - 0.8952 - 103.96 - 19.281 - 1.3989 - 62.864 - 13.833 - 1116.0 - 3.2548 - 66.890 - 4.0417
2017 96.383 +1.5243 1.3228 +0.2153 3.4612 -1.0284 1.3211 -1.3304 0.9658 +8.9238 6.7902 -5.7650 0.7846 -1.0222 0.8850 -1.3595 102.61 +0.4880 19.769 +2.6477 1.4016 +3.2892 66.153 +0.5253 14.359 -1.8278 1114.2 -0.1371 3.1177 +2.0700 68.960 +3.6700 4.0784
2018 96.525 +6.6624 1.3295 +0.2899 3.7511 -7.4429 1.3136 -2.2343 0.9435 +0.1559 6.9461 -0.0102 0.7744 -1.7956 0.8670 -2.9074 99.698 +0.6896 20.458 +7.8407 1.4094 +4.5970 70.750 +0.9684 15.327 -1.1212 1113.0 -0.1515 2.9662 +3.3900 72.350 +1.1900 4.0903
2019 - +1.0113 1.3396 +0.2724 4.0234 -3.8478 1.3098 -2.3144 0.9203 +0.1273 7.0733 -7.7607 0.7667 -1.7385 0.8496 -2.1336 97.564 - - - - +3.9777 74.727 - - - - - - - - - -
2020 - +1.0550 1.3501 +0.2726 4.2960 -3.2022 1.3066 -2.3601 0.8967 - - -7.7386 0.7589 -1.7280 0.8324 -2.2076 95.357 - - - - +3.7414 78.469 - - - - - - - - - -
 
OCT16
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APR17
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1Q18
2016
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2019
2020