FOREX - Calendar swap assessments

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

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last update: 2016-07-02 23:00:23 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
JUL16 95.895 - 1.3427 - 3.2156 - 1.2926 - 0.9762 - 6.6615 - 0.7515 - 0.9005 - 103.28 - 18.279 - 1.4023 - 64.530 - 14.822 - 1153.3 - 3.4751 - 67.480 - 4.0114
AUG16 95.916 +1.5203 1.3442 +1.2111 3.2277 +5.1860 1.2932 -1.4055 0.9748 +8.2744 6.6698 +7.7842 0.7516 -7.6620 0.8998 -8.2466 103.19 +8.6734 18.365 +1.7473 1.4041 -0.3892 64.141 -5.0728 14.771 -1.5763 1151.7 -2.2743 3.4523 +0.3500 67.830 +8.3000 4.0197
SEP16 95.936 +1.5203 1.3457 +0.0129 3.2405 +5.1860 1.2937 -1.4055 0.9734 +8.5290 6.6783 +7.7842 0.7517 -7.6620 0.8990 -8.2466 103.11 +0.1023 18.468 +1.7473 1.4058 +0.5385 64.679 -3.9892 14.731 -1.5519 1150.2 -2.2743 3.4296 +0.3200 68.150 +8.8000 4.0285
OCT16 95.955 +1.4328 1.3472 +3.4282 3.2748 +5.0037 1.2942 -1.3757 0.9720 +1.5551 6.6939 +6.7648 0.7518 -7.5084 0.8982 -8.0721 103.03 +1.8596 18.486 +1.6539 1.4075 +0.5052 65.184 +0.2696 15.001 -0.7564 1149.4 -2.1998 3.4076 +0.3100 68.460 +6.8000 4.0353
NOV16 95.948 -8.2620 1.3463 +2.4779 3.2996 +7.5961 1.2949 -2.3895 0.9697 +1.0734 6.7046 -4.2983 0.7513 -1.2245 0.8970 -0.1052 102.93 +0.1070 18.593 -6.1849 1.4069 +0.4912 65.675 -9.2044 14.909 +1.3344 1150.8 -0.0223 3.3853 +0.3500 68.810 +6.2000 4.0415
DEC16 95.929 -1.4800 1.3449 +2.9682 3.3293 +6.6613 1.2956 -2.5838 0.9671 +1.3159 6.7178 -5.4684 0.7508 -1.3647 0.8956 -0.1222 102.80 +5.5610 18.649 -1.2389 1.4056 +0.4553 66.131 +8.6810 14.996 +0.1124 1150.9 -2.1365 3.3639 +0.3300 69.140 +7.5000 4.0490
JAN17 95.904 -1.2988 1.3449 +2.7892 3.3572 -3.0343 1.2953 -1.9498 0.9651 +1.6697 6.7345 -1.3855 0.7506 -1.3960 0.8943 -0.1945 102.61 +0.1039 18.753 +5.2376 1.4061 +0.4626 66.593 +0.1073 15.103 +3.0792 1150.9 -2.1550 3.3423 +0.3200 69.460 +1.7500 4.0665
4Q16 95.944 - 1.3461 - 3.3012 - 1.2949 - 0.9696 - 6.7054 - 0.7513 - 0.8970 - 102.92 - 18.576 - 1.4067 - 65.663 - 14.968 - 1150.4 - 3.3856 - 68.480 - 4.0353
1Q17 95.848 +1.9427 1.3481 +8.4507 3.3857 -2.3039 1.2926 -4.7641 0.9648 +4.1637 6.7470 +1.8019 0.7515 -4.0154 0.8930 -0.6658 102.25 +0.2036 18.780 +3.8118 1.4105 +1.4004 67.064 +0.2150 15.183 +0.6074 1151.0 -6.2894 3.3227 +0.9900 69.470 +2.9000 4.0643
2Q17 95.946 +8.6525 1.3567 +7.8689 3.4644 -1.8969 1.2907 -2.2646 0.9626 +4.1706 6.7888 +1.3662 0.7528 -3.5443 0.8894 -0.5734 101.68 +0.1642 18.944 +1.1589 1.4221 +1.3208 68.385 +0.2701 15.454 +0.0427 1151.0 -6.2220 3.2605 +0.9800 70.450 +0.0160 4.0803
3Q17 96.552 +3.8338 1.3606 +7.9022 3.5435 +5.8418 1.2965 -5.8152 0.9567 +4.4005 6.8328 -1.2704 0.7516 -4.0019 0.8854 +2.6682 101.71 +0.1923 19.136 +5.6298 1.4277 +1.2805 69.665 +0.2932 15.747 - 1151.0 -6.7066 3.1934 +1.0400 71.490 +1.8000 4.0821
4Q17 97.110 +3.6802 1.3642 +6.8346 3.6118 -6.0381 1.2959 -5.5826 0.9512 +4.6202 6.8790 -1.2604 0.7503 -2.6735 0.8827 -0.4762 101.23 +0.2125 19.349 +5.3911 1.4331 +1.2338 70.899 +0.2895 16.036 - 1151.0 -0.0631 3.1303 +0.9800 72.470 +4.9000 4.0870
2016 95.930 - 1.3452 - 3.2646 - 1.2940 - 0.9722 - 6.6876 - 0.7515 - 0.8984 - 103.06 - 18.473 - 1.4054 - 65.057 - 14.872 - 1151.1 - 3.4190 - 67.990 - 4.0233
2017 96.364 +1.2223 1.3574 +0.2368 3.5014 -8.2905 1.2940 -1.3384 0.9588 +0.1242 6.8119 +9.2848 0.7515 -1.0737 0.8876 -1.3386 101.72 +0.5788 19.052 +1.7954 1.4233 +3.9465 69.003 +0.7334 15.605 -5.5241 1151.0 -0.1923 3.2267 +2.9800 70.970 +5.5100 4.0784
2018 97.482 +1.5832 1.3732 +0.2759 3.7772 +1.4141 1.2954 -2.2017 0.9368 +0.1713 6.9831 -4.4638 0.7471 -1.0605 0.8770 -1.6683 100.05 - - +1.3479 1.4368 +4.9587 73.962 +0.9835 16.589 +1.0687 1151.0 -0.1379 3.0888 +3.4100 74.380 +1.2100 4.0905
2019 - +0.0132 1.3864 +0.2657 4.0429 -1.2603 1.2941 -0.0240 0.9128 +0.1225 7.1057 -5.0957 0.7420 -1.5213 0.8618 -2.1700 97.880 - - - - +4.8040 78.766 - - - - - - - - - -
2020 - +1.2998 1.3994 +0.2551 4.2980 -1.2275 1.2929 -2.4236 0.8886 - - -4.9797 0.7370 -1.4967 0.8468 -2.2364 95.644 - - - - +4.5831 83.349 - - - - - - - - - -
 
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