FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2012-01-07 22:30:03
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| % | AU | BR | CA | CH | CN | GB | EU | JP | MX | NZ | RU | ZA | KR | TR | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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) | |||||||||||||||
| Rates | 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$ | ||||||||||||||||
| 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 | |||||||||||||||
| JAN12 | 80.861 | - | 0.9738 | - | 1.6189 | - | 1.0198 | - | 0.9528 | - | 6.3113 | - | 0.6455 | - | 0.7820 | - | 77.167 | - | 13.778 | - | 1.2870 | - | 32.013 | - | 8.1691 | - | 11.556 | - | 0.5312 |
| FEB12 | 80.994 | +0.0031 | 0.9769 | +0.0111 | 1.6300 | +0.0006 | 1.0204 | -0.0006 | 0.9522 | +0.0035 | 6.3148 | +0.0001 | 0.6456 | -0.0002 | 0.7818 | -0.0351 | 77.132 | -0.0532 | 13.724 | +0.0011 | 1.2880 | +0.0904 | 32.104 | +0.0216 | 8.1907 | +0.0117 | 11.567 | -0.0037 | 0.5275 |
| MAR12 | 81.117 | +0.0029 | 0.9798 | +0.0113 | 1.6413 | +0.0006 | 1.0210 | -0.0005 | 0.9517 | +0.0034 | 6.3182 | +0.0001 | 0.6457 | -0.0002 | 0.7816 | -0.0328 | 77.099 | +0.0650 | 13.789 | +0.0010 | 1.2890 | +0.0864 | 32.190 | +0.0209 | 8.2115 | +0.0117 | 11.579 | -0.0035 | 0.5241 |
| APR12 | 81.252 | +0.0031 | 0.9829 | +0.0114 | 1.6527 | +0.0006 | 1.0216 | -0.0005 | 0.9511 | +0.0082 | 6.3264 | +0.0001 | 0.6458 | -0.0002 | 0.7814 | -0.0352 | 77.064 | +0.0334 | 13.823 | -0.0002 | 1.2889 | +0.1458 | 32.336 | +0.0422 | 8.2537 | +0.0331 | 11.612 | -0.0037 | 0.5204 |
| MAY12 | 81.551 | +0.0035 | 0.9864 | +0.0116 | 1.6643 | -0.0003 | 1.0213 | +0.0008 | 0.9519 | -0.0025 | 6.3239 | +0.0008 | 0.6466 | -0.0000 | 0.7814 | -0.0345 | 77.030 | +0.0335 | 13.856 | +0.0011 | 1.2900 | +0.1472 | 32.483 | +0.0324 | 8.2861 | +0.0046 | 11.617 | -0.0040 | 0.5164 |
| JUN12 | 81.918 | +0.0037 | 0.9901 | +0.0119 | 1.6761 | -0.0006 | 1.0207 | +0.0012 | 0.9531 | +0.0021 | 6.3260 | +0.0010 | 0.6476 | +0.0000 | 0.7814 | -0.0370 | 76.993 | +0.0337 | 13.890 | +0.0015 | 1.2915 | +0.1590 | 32.642 | +0.0347 | 8.3208 | -0.0158 | 11.601 | -0.0043 | 0.5121 |
| JUL12 | 82.181 | +0.0030 | 0.9931 | +0.0119 | 1.6880 | +0.0002 | 1.0210 | +0.0002 | 0.9534 | +0.0055 | 6.3316 | +0.0006 | 0.6483 | -0.0001 | 0.7812 | -0.0415 | 76.951 | +0.0339 | 13.924 | +0.0017 | 1.2932 | +0.1497 | 32.792 | +0.0434 | 8.3642 | +0.0222 | 11.623 | -0.0040 | 0.5081 |
| 2Q12 | 81.574 | - | 0.9865 | - | 1.6644 | - | 1.0212 | - | 0.9521 | - | 6.3254 | - | 0.6467 | - | 0.7814 | - | 77.029 | - | 13.856 | - | 1.2901 | - | 32.487 | - | 8.2869 | - | 11.610 | - | 0.5163 |
| 3Q12 | 82.233 | +0.0085 | 0.9950 | +0.0358 | 1.7002 | +0.0020 | 1.0232 | -0.0006 | 0.9514 | +0.0052 | 6.3307 | +0.0014 | 0.6481 | -0.0008 | 0.7806 | -0.1304 | 76.898 | +0.1049 | 13.961 | +0.0054 | 1.2955 | +0.4565 | 32.943 | +0.1089 | 8.3958 | +0.0337 | 11.644 | -0.0120 | 0.5043 |
| 4Q12 | 82.476 | +0.0058 | 1.0008 | +0.0359 | 1.7361 | +0.0034 | 1.0266 | -0.0055 | 0.9459 | +0.0083 | 6.3389 | -0.0004 | 0.6477 | -0.0004 | 0.7802 | -0.1774 | 76.721 | +0.1113 | 14.073 | +0.0073 | 1.3028 | +0.5375 | 33.481 | +0.1047 | 8.5005 | +0.0277 | 11.672 | -0.0107 | 0.4936 |
| 1Q13 | 83.107 | +0.0078 | 1.0086 | +0.0346 | 1.7707 | +0.0003 | 1.0269 | -0.0036 | 0.9423 | +0.0065 | 6.3455 | +0.0007 | 0.6483 | -0.0004 | 0.7798 | -0.2113 | 76.510 | +0.1248 | 14.197 | +0.0069 | 1.3097 | +0.5442 | 34.025 | +0.1049 | 8.6054 | +0.0110 | 11.683 | -0.0099 | 0.4837 |
| 2Q13 | 83.696 | +0.0080 | 1.0166 | +0.0358 | 1.8065 | +0.0028 | 1.0297 | -0.0043 | 0.9380 | +0.0093 | 6.3548 | +0.0006 | 0.6489 | -0.0036 | 0.7762 | -0.2346 | 76.275 | +0.1162 | 14.314 | +0.0075 | 1.3172 | +0.2894 | 34.315 | +0.1086 | 8.7140 | +0.0024 | 11.685 | -0.0097 | 0.4740 |
| 2012 | 81.818 | - | 0.9898 | - | 1.6827 | - | 1.0228 | - | 0.9504 | - | 6.3275 | - | 0.6470 | - | 0.7810 | - | 76.945 | - | 13.914 | - | 1.2941 | - | 32.753 | - | 8.3434 | - | 11.623 | - | 0.5104 |
| 2013 | 83.500 | +0.0242 | 1.0140 | +0.1120 | 1.7947 | +0.0055 | 1.0283 | -0.0109 | 0.9395 | +0.0244 | 6.3518 | +0.0017 | 0.6487 | -0.0034 | 0.7776 | -0.5929 | 76.352 | +0.3634 | 14.277 | +0.0208 | 1.3149 | +1.8465 | 34.600 | +0.3342 | 8.6776 | +0.0607 | 11.684 | -0.0332 | 0.4772 |
| 2014 | - | - | - | +0.1698 | 1.9645 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | +1.9095 | 36.509 | - | - | - | - | - | - |
| 2015 | - | - | - | +0.1245 | 2.0890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | +2.0064 | 38.516 | - | - | - | - | - | - |
| 2016 | - | - | - | +0.0662 | 2.1552 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | +1.3720 | 39.888 | - | - | - | - | - | - |
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