FOREX - Calendar swap assessments

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

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last update: 2017-08-21 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
AUG17 93.076 - 1.2590 - 3.1624 - 1.2556 - 1.0383 - 6.6581 - 1.2893 - 1.1809 - 109.26 - 17.663 - 1.3651 - 59.862 - 13.172 - 1138.6 - 2.8610 - 64.205 - 4.2855
SEP17 93.012 +0.0011 1.2601 +0.0127 3.1751 +0.0002 1.2557 +0.0023 1.0406 +0.0121 6.6702 +0.0015 1.2908 +0.0018 1.1827 -0.3433 108.91 +0.0765 17.740 +0.0009 1.3659 -0.4623 59.400 +0.0553 13.228 -0.2507 1138.3 -0.0234 2.8376 +0.1860 64.392 +0.0056 4.2911
OCT17 92.950 +0.0011 1.2612 +0.0132 3.1883 +0.0002 1.2559 +0.0024 1.0430 +0.0125 6.6827 +0.0016 1.2924 +0.0019 1.1846 -0.3547 108.56 +0.0790 17.819 +0.0009 1.3669 +0.3549 59.755 +0.0571 13.285 -0.2591 1138.0 -0.0242 2.8134 +0.1955 64.587 +0.0039 4.2950
NOV17 92.887 -0.0003 1.2609 +0.0153 3.2036 -0.0003 1.2556 +0.0023 1.0452 +0.0112 6.6939 +0.0011 1.2935 +0.0022 1.1869 -0.1412 108.42 +0.0797 17.899 +0.0009 1.3677 +0.3231 60.078 +0.0576 13.342 -0.3884 1137.7 -0.0237 2.7897 +0.2009 64.788 +0.0057 4.3007
DEC17 92.817 +0.0013 1.2621 +0.0144 3.2180 -0.0004 1.2552 +0.0024 1.0476 +0.0144 6.7083 +0.0015 1.2950 +0.0017 1.1886 +0.0294 108.45 +0.0999 17.999 +0.0008 1.3686 +0.3266 60.405 +0.0716 13.414 -0.6468 1137.0 -0.0238 2.7659 +0.2021 64.990 +0.0053 4.3060
JAN18 92.743 +0.0005 1.2626 +0.0125 3.2305 -0.0002 1.2549 +0.0024 1.0500 +0.0113 6.7195 +0.0012 1.2962 +0.0018 1.1904 -0.3867 108.06 +0.0683 18.067 +0.0008 1.3694 +0.3302 60.735 +0.0497 13.463 -0.5169 1136.5 -0.0236 2.7423 +0.2289 65.219 +0.0040 4.3100
FEB18 92.672 +0.0005 1.2631 +0.0147 3.2452 -0.0003 1.2546 +0.0021 1.0521 +0.0140 6.7336 +0.0013 1.2975 +0.0021 1.1924 -0.2239 107.84 +0.0985 18.165 +0.0007 1.3701 +0.3338 61.069 +0.0729 13.536 -0.6454 1135.8 -0.0210 2.7213 +0.1920 65.411 +0.0045 4.3145
4Q17 92.885 - 1.2614 - 3.2033 - 1.2555 - 1.0453 - 6.6950 - 1.2936 - 1.1867 - 108.48 - 17.905 - 1.3677 - 60.079 - 13.347 - 1137.6 - 2.7897 - 64.788 - 4.3006
1Q18 92.669 +0.0017 1.2631 +0.0410 3.2443 -0.0009 1.2546 +0.0069 1.0521 +0.0388 6.7337 +0.0040 1.2976 +0.0059 1.1925 -0.6246 107.85 +0.2558 18.161 +0.0024 1.3701 +0.9718 61.051 +0.1851 13.532 -1.7657 1135.8 -0.0690 2.7207 +0.6244 65.413 +0.0138 4.3144
2Q18 92.430 +0.0014 1.2645 +0.0402 3.2846 -0.0008 1.2539 +0.0067 1.0588 +0.0388 6.7725 +0.0041 1.3017 +0.0065 1.1990 -0.5651 107.29 +0.2541 18.415 +0.0021 1.3722 +0.5491 61.600 +0.1809 13.713 -2.1031 1133.7 -0.0645 2.6562 +0.5308 65.943 +0.0093 4.3237
3Q18 92.170 +0.0016 1.2662 +0.0486 3.3331 -0.0006 1.2533 +0.0067 1.0655 +0.0392 6.8117 +0.0039 1.3056 +0.0064 1.2054 -0.5572 106.73 +0.2439 18.659 +0.0023 1.3745 -0.2548 61.345 +0.1778 13.891 -2.1808 1131.5 -0.0606 2.5956 +0.3999 66.343 +0.0056 4.3293
4Q18 91.934 +0.0020 1.2681 +0.0578 3.3909 -0.0005 1.2528 +0.0067 1.0722 +0.0412 6.8529 +0.0039 1.3095 +0.0065 1.2119 -0.5703 106.16 +0.2372 18.896 +0.0027 1.3772 -1.0693 60.276 +0.1929 14.084 -2.2878 1129.2 -0.0570 2.5386 +0.2592 66.602 +0.0137 4.3429
2017 92.948 - 1.2607 - 3.1895 - 1.2556 - 1.0429 - 6.6826 - 1.2922 - 1.1847 - 108.72 - 17.824 - 1.3668 - 59.900 - 13.288 - 1137.9 - 2.8135 - 64.592 - 4.2957
2018 92.301 +0.0048 1.2655 +0.1238 3.3132 -0.0019 1.2537 +0.0192 1.0622 +0.1100 6.7927 +0.0114 1.3036 +0.0175 1.2022 -1.7139 107.01 +0.7091 18.533 +0.0067 1.3735 +1.1682 61.068 +0.5167 13.805 -5.3489 1132.6 -0.1858 2.6278 +1.4831 66.075 +0.0319 4.3276
2019 91.321 +0.0072 1.2727 +0.1740 3.4872 -0.0021 1.2515 +0.0275 1.0896 +0.1592 6.9518 +0.0152 1.3188 +0.0265 1.2288 -2.3184 104.69 +0.9209 19.454 +0.0109 1.3844 +1.6025 62.671 +0.7517 14.556 -8.7519 1123.8 -0.2278 2.3999 +0.4829 66.558 +0.0389 4.3664
2020 90.336 +0.0066 1.2793 +0.1271 3.6143 -0.0023 1.2492 +0.0281 1.1178 +0.1545 7.1064 +0.0145 1.3334 +0.0286 1.2574 -2.4975 102.19 +0.9028 20.357 +0.0111 1.3956 +6.2733 68.944 +0.7829 15.339 -8.7864 1115.0 -0.2238 2.1761 -1.7287 64.830 +0.0236 4.3901
2021 89.800 +3.8161 1.2831 +0.0849 3.6992 -1.1904 1.2480 +1.5321 1.1331 +8.3386 7.1898 +7.6596 1.3410 +1.6364 1.2737 -1.4265 100.76 +0.4914 20.848 +6.1550 1.4017 +1.8053 70.749 +0.4279 15.767 -4.7822 1110.2 -0.1217 2.0544 -1.7800 63.050 - -
 
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