FOREX - Calendar swap assessments

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

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last update: 2016-11-23 23:00:27 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
NOV16 101.61 - 1.3528 - 3.3522 - 1.3488 - 1.0181 - 6.9046 - 0.8032 - 0.9483 - 112.54 - 20.594 - 1.4260 - 64.229 - 14.189 - 1183.5 - 2.9895 - 68.890 - 4.0114
DEC16 101.66 +8.3938 1.3536 +7.4078 3.3596 -3.3013 1.3485 -1.0689 1.0170 +8.5379 6.9131 -3.5610 0.8029 -7.3680 0.9476 -4.4949 112.50 +4.2088 20.636 +9.9719 1.4270 +0.2901 64.519 +4.2043 14.231 -4.1469 1179.4 -1.8187 2.9713 +0.2000 69.090 +8.3000 4.0197
JAN17 101.71 +8.4754 1.3545 +7.8300 3.3674 -3.5835 1.3481 -1.1418 1.0159 +8.8225 6.9219 -3.7823 0.8025 -7.8489 0.9468 -5.2630 112.45 +4.2640 20.679 +1.0335 1.4280 +0.2908 64.809 +4.3444 14.274 -4.2852 1175.1 -1.8817 2.9525 -0.1700 68.920 +8.8000 4.0285
FEB17 101.70 +2.1653 1.3547 +1.3827 3.3813 -7.4076 1.3474 -1.6781 1.0142 +9.1242 6.9311 -8.4373 0.8016 -1.2339 0.9456 -0.1869 112.26 +1.8484 20.697 +1.3282 1.4293 +0.0292 64.839 +4.1837 14.316 -4.1803 1170.9 -1.8903 2.9336 +0.2200 69.140 +6.8000 4.0353
MAR17 101.64 -4.5238 1.3546 +4.8177 3.4294 -8.9227 1.3465 -2.0240 1.0122 +2.0992 6.9521 -8.7491 0.8008 -1.4258 0.9441 -0.2492 112.01 +8.8545 20.786 +1.2206 1.4305 +0.4621 65.301 -1.9548 14.297 +0.1707 1171.1 -1.7421 2.9162 +0.2600 69.400 +6.2000 4.0415
APR17 101.58 +5.9378 1.3552 +2.4501 3.4539 -9.0300 1.3456 -2.8941 1.0093 +5.7077 7.0091 -2.3668 0.8005 -1.6737 0.9425 -0.2541 111.76 +0.1725 20.958 +6.8861 1.4312 +1.0900 66.391 +6.8894 14.366 -0.1443 1171.0 -2.0444 2.8958 +0.2300 69.630 +7.5000 4.0490
MAY17 101.54 +1.6584 1.3569 +0.0288 3.4827 -6.7649 1.3449 -3.9577 1.0053 -2.2068 6.9871 +1.5036 0.8020 -1.7615 0.9407 -0.1422 111.61 +1.1950 20.970 -6.5830 1.4306 -0.2499 66.141 +0.1040 14.470 -0.2760 1170.7 -2.1765 2.8740 +0.2500 69.880 +1.7500 4.0665
1Q17 101.68 - 1.3546 - 3.3927 - 1.3473 - 1.0141 - 6.9350 - 0.8016 - 0.9455 - 112.24 - 20.721 - 1.4293 - 64.983 - 14.296 - 1172.4 - 2.9341 - 69.050 - 4.0718
2Q17 101.54 +2.5183 1.3571 +8.8165 3.4809 -2.4039 1.3449 -9.0125 1.0051 +0.0650 7.0000 +6.3633 0.8023 -4.8482 0.9406 -0.6218 111.62 +0.2749 20.996 +1.0744 1.4304 +1.3841 66.367 +0.1654 14.461 -1.7010 1170.7 -6.0736 2.8734 +0.5900 69.640 +8.5000 4.0803
3Q17 101.47 +6.9690 1.3641 +7.8620 3.5595 -1.7113 1.3432 -1.0496 0.9946 +3.4131 7.0342 -4.7162 0.8018 -4.3953 0.9362 -0.9955 110.62 +0.2834 21.279 -3.9781 1.4300 +1.0566 67.424 +0.2622 14.723 -1.4701 1169.2 -6.6504 2.8069 +0.7500 70.390 +1.8000 4.0821
4Q17 101.50 +5.4284 1.3695 +7.3762 3.6332 -3.4450 1.3398 -5.8523 0.9887 +4.1448 7.0756 -7.2838 0.7945 -5.7442 0.9305 -1.3761 109.25 +0.2517 21.531 +4.2103 1.4342 +1.2331 68.657 +0.2554 14.979 -1.9122 1167.3 -6.1928 2.7450 +0.7600 71.150 +4.9000 4.0870
1Q18 101.52 +2.0117 1.3715 +6.6720 3.7000 -1.1834 1.3386 -6.3955 0.9823 +4.1646 7.1172 -1.6251 0.7929 -8.5892 0.9219 -0.5377 108.71 +0.3159 21.846 +3.5476 1.4377 +1.1499 69.807 +0.2627 15.241 -2.0675 1165.2 -6.1123 2.6838 +0.7800 71.930 +3.0000 4.0900
2016 101.64 - 1.3532 - 3.3559 - 1.3487 - 1.0176 - 6.9089 - 0.8030 - 0.9479 - 112.52 - 20.615 - 1.4265 - 64.374 - 14.210 - 1181.5 - 2.9804 - 68.800 - 4.0417
2017 101.55 +8.1268 1.3613 +0.1607 3.5166 -4.8345 1.3438 -1.6940 1.0006 +0.1023 7.0112 -2.9899 0.8000 -9.7210 0.9382 -1.5909 110.93 +0.5163 21.131 +4.4839 1.4309 +2.4840 66.858 +0.4049 14.615 -11.577 1169.9 -0.1406 2.8398 +1.2600 70.060 +3.6700 4.0811
2018 101.52 +1.3191 1.3745 +0.2822 3.7988 -8.7528 1.3351 -2.7992 0.9726 +0.1688 7.1800 -0.0103 0.7898 -2.3516 0.9147 -3.1623 107.77 +1.0548 22.186 +8.0237 1.4390 +4.6789 71.537 +1.0413 15.656 -5.2828 1164.6 -0.1760 2.6638 +3.1100 73.170 +9.0000 4.0901
2019 - +8.2831 1.3828 +0.2648 4.0635 -9.0644 1.3260 -2.6719 0.9459 +0.1378 7.3177 -8.4526 0.7813 -2.0910 0.8938 -2.7023 105.07 - - - - +4.0046 75.541 - - - - - - - - - -
2020 - +8.4645 1.3913 +0.2652 4.3287 -7.0015 1.3190 -2.7395 0.9185 - - -8.5495 0.7728 -2.1600 0.8722 -2.8921 102.17 - - - - +3.4352 78.976 - - - - - - - - - -
 
NOV16
DEC16
JAN17
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MAR17
APR17
MAY17
1Q17
2Q17
3Q17
4Q17
1Q18
2016
2017
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2019
2020