FOREX - Calendar swap assessments

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

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last update: 2016-03-30 23:00:19 GMT

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% AU BR CA CH CN GB EU JP MX NZ RU ZA KR TR IN
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
Rates 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$
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 Swap
USD AUD BRL CAD CHF CNY GBP EUR JPY MXN NZD RUB ZAR KRW TRY INR
MAR16 94.975 - 1.3074 - 3.6166 - 1.3059 - 0.9671 - 6.5174 - 0.6938 - 0.8849 - 112.42 - 17.282 - 1.4534 - 67.417 - 15.636 - 11706.6 - 3.5074 +13.600 -
APR16 94.976 +1.4883 1.3089 +2.6036 3.6427 -1.8949 1.3057 -1.1002 0.9660 +7.0380 6.5245 -3.2437 0.6938 -6.7829 0.8843 -6.7941 112.36 +3.1525 17.314 +1.8117 1.4552 +0.7023 68.119 -0.1158 15.520 -40.563 11666.0 -2.3926 3.4835 - -
MAY16 94.977 +1.4403 1.3103 +2.3967 3.6666 -1.8338 1.3055 -1.0647 0.9650 +6.8110 6.5313 -3.1390 0.6938 -6.5641 0.8836 -6.5750 112.29 +3.0852 17.344 +1.7533 1.4570 +0.6754 68.794 -0.1121 15.408 -39.254 11626.7 -2.3154 3.4603 - -
JUN16 94.966 +1.3857 1.3117 -1.0574 3.6561 -1.7177 1.3038 -0.0020 0.9630 +7.1956 6.5385 -1.2082 0.6937 -5.5232 0.8831 -5.3831 112.24 +4.1601 17.386 +1.3025 1.4583 +0.5683 69.363 -0.1028 15.306 -292.18 11334.6 -2.2391 3.4379 - -
JUL16 94.981 +1.5472 1.3132 +6.8561 3.7246 +1.4245 1.3052 -1.3304 0.9628 +1.3856 6.5523 +6.1233 0.6937 -7.8894 0.8823 -8.0598 112.15 +9.9260 17.396 +2.2873 1.4606 +0.3414 69.704 +0.4265 15.732 -10158.1 1176.4 -2.4770 3.4132 - -
AUG16 95.016 +1.0703 1.3143 -8.8340 3.7158 +4.3226 1.3095 +1.5629 0.9644 +0.0185 6.5708 -1.8005 0.6937 -1.0468 0.8812 -0.1117 112.04 +8.5542 17.481 +2.1685 1.4627 +0.7131 70.417 -0.2423 15.490 +10595.9 11772.3 -2.8144 3.3850 - -
SEP16 95.064 +1.2579 1.3156 +3.1290 3.7471 +5.7710 1.3153 +2.3959 0.9668 +0.0138 6.5847 +9.6653 0.6938 -1.1667 0.8801 -0.1248 111.92 +4.2507 17.524 +2.7948 1.4655 +0.4963 70.913 +9.5794 15.586 -157.93 11614.4 -2.9639 3.3554 - -
2Q16 94.973 - 1.3103 - 3.6551 - 1.3050 - 0.9647 - 6.5314 - 0.6938 - 0.8836 - 112.29 - 17.348 - 1.4568 - 68.759 - 15.412 - 11542.4 - 3.4606 - -
3Q16 95.020 +4.0840 1.3144 +7.4042 3.7292 +5.0237 1.3100 +2.8913 0.9647 +3.7867 6.5693 -9.5613 0.6937 -2.4627 0.8812 -0.2545 112.04 +0.1191 17.467 +6.1174 1.4630 +1.5862 70.345 +0.1910 15.603 -3354.7 8187.7 -7.6057 3.3845 - -
4Q16 95.152 +1.1954 1.3263 +8.2988 3.8122 +7.6148 1.3176 +1.1312 0.9658 +4.7966 6.6172 +2.8013 0.6965 -2.9517 0.8782 -0.2656 111.77 +0.1546 17.622 +0.0192 1.4822 +1.5637 71.908 +0.1759 15.778 +3435.8 11623.6 -8.2266 3.3023 - -
1Q17 95.113 +1.6792 1.3431 +8.8830 3.9010 -2.8714 1.3148 -6.5379 0.9593 +4.9697 6.6669 +3.8043 0.7004 +8.4497 0.8791 -4.0241 111.73 +0.1355 17.757 +2.4233 1.5064 +1.3774 73.286 +0.2871 16.066 +4.3566 11627.9 -7.1150 3.2311 - -
2Q17 94.818 +3.5577 1.3467 +8.2607 3.9836 +1.0733 1.3158 -5.2033 0.9541 +5.4079 6.7210 -1.1410 0.6992 -1.7921 0.8773 -0.1347 111.60 +0.1364 17.894 +3.9234 1.5104 +1.2984 74.584 +0.2979 16.363 - 11627.9 -6.9044 3.1621 - -
2016 95.041 - 1.3160 - 3.7206 - 1.3104 - 0.9653 - 6.5671 - 0.6946 - 0.8814 - 112.07 - 17.459 - 1.4659 - 70.045 - 15.601 - 10576.8 - 3.3949 - -
2017 94.821 +0.0309 1.3469 +0.3115 4.0321 +4.6506 1.3150 -1.1430 0.9538 +0.1749 6.7420 +4.6743 0.6993 -5.7971 0.8756 -0.6306 111.44 +0.4360 17.895 +4.4970 1.5109 +5.2214 75.267 +0.7770 16.378 +1051.1 11627.9 -0.2341 3.1609 - -
2018 - +1.7611 1.3645 +0.3627 4.3948 -4.9742 1.3101 -2.6323 0.9275 +0.2379 6.9799 -4.1442 0.6951 -1.4038 0.8616 -2.7653 108.68 - - - - +5.2889 80.555 +1.0684 17.447 - - - - - -
2019 - +1.4879 1.3794 +0.3651 4.7599 -5.6554 1.3044 -2.6242 0.9013 +0.1304 7.1103 -3.7827 0.6913 -1.7388 0.8442 -2.8748 105.80 - - - - +5.2562 85.812 - - - - - - - -
2020 - +1.5145 1.3945 +0.2887 5.0486 -5.6459 1.2988 -2.6424 0.8748 - - -3.7436 0.6876 -1.6832 0.8274 -2.9001 102.90 - - - - +4.1245 89.936 - - - - - - - -
 
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