FOREX - Calendar swap assessments

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

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last update: 2017-06-24 23:00:11 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
JUN17 97.361 - 1.3146 - 3.2516 - 1.3257 - 0.9745 - 6.7310 - 0.7846 - 1.1196 - 111.47 - 17.970 - 1.3790 - 58.006 - 13.111 - 1136.4 - 2.8770 - 64.292 - 4.3482
JUL17 97.282 +0.0010 1.3156 +0.0228 3.2743 -0.0020 1.3236 -0.0017 0.9728 +0.0149 6.7459 -0.0009 0.7837 - 1.1216 -0.1795 111.29 +0.0094 17.980 +0.0009 1.3799 +0.4988 58.505 -0.1245 12.986 - 1136.4 -0.0232 2.8538 - 64.502 +4.9000 4.3531
AUG17 97.202 +0.0010 1.3167 +0.0235 3.2978 -0.0020 1.3216 -0.0018 0.9710 +0.0154 6.7613 -0.0010 0.7827 - 1.1231 -0.1837 111.11 +0.0119 17.991 +0.0009 1.3808 +0.2577 58.762 -0.1226 12.864 - 1136.4 -0.0240 2.8299 - 64.718 +5.2000 4.3583
SEP17 97.121 +0.0002 1.3169 +0.0237 3.3216 +0.0006 1.3222 -0.0016 0.9694 +0.0155 6.7768 -0.0030 0.7797 - 1.1217 -0.1290 110.98 +0.0798 18.071 +0.0012 1.3820 +0.2602 59.022 +0.0622 12.926 - 1136.4 -0.0245 2.8054 - 64.891 +4.0000 4.3623
OCT17 97.042 +0.0011 1.3180 +0.0224 3.3439 -0.0006 1.3217 -0.0020 0.9674 +0.0149 6.7917 +0.0018 0.7814 - 1.1283 -0.1197 110.86 +0.1665 18.238 +0.0006 1.3826 +0.2799 59.302 +0.2635 13.189 - 1136.4 -0.0226 2.7828 - 65.081 +3.9000 4.3662
NOV17 96.960 -0.0045 1.3135 +0.0112 3.3551 -0.0023 1.3193 -0.0025 0.9649 +0.0153 6.8070 -0.0019 0.7795 - 1.1314 -0.6295 110.23 +0.0088 18.246 +0.0001 1.3826 +0.2816 59.584 -0.1354 13.054 - 1136.4 -0.0227 2.7600 - 65.294 +3.8000 4.3700
DEC17 96.880 +0.0022 1.3157 +0.0176 3.3727 +0.0001 1.3194 -0.0026 0.9623 +0.0148 6.8218 -0.0004 0.7791 - 1.1373 -0.0366 110.19 +0.0815 18.328 -0.0002 1.3825 +0.3021 59.886 +0.0630 13.117 +0.0064 1136.4 -0.0214 2.7386 - 65.516 +1.0500 4.3805
3Q17 97.202 - 1.3164 - 3.2979 - 1.3225 - 0.9711 - 6.7613 - 0.7820 - 1.1436 - 111.13 - 18.014 - 1.3809 - 58.763 - 12.925 - 1136.4 - 2.8297 - 64.704 - 4.3534
4Q17 96.961 -0.0007 1.3157 +0.0593 3.3572 -0.0024 1.3201 -0.0062 0.9649 +0.0455 6.8068 -0.0020 0.7800 - 1.1498 -0.6988 110.43 +0.2567 18.271 +0.0017 1.3826 +0.8278 59.591 +0.1948 13.120 +0.0021 1136.4 -0.0692 2.7605 - 65.297 +1.2900 4.3663
1Q18 96.717 +0.0028 1.3185 +0.0476 3.4049 -0.0012 1.3189 -0.0063 0.9586 +0.0456 6.8524 -0.0016 0.7784 - 1.1561 -0.4218 110.00 +0.2340 18.505 +0.0008 1.3833 +0.9155 60.506 +0.1291 13.249 -8.6501 1127.7 -0.0645 2.6960 - 65.953 +1.9700 4.3860
2Q18 96.476 -0.0022 1.3163 +0.0484 3.4532 -0.0028 1.3161 -0.0047 0.9539 +0.0435 6.8959 -0.0027 0.7757 - 1.1624 -0.8145 109.19 +0.2600 18.765 +0.0026 1.3859 +0.9823 61.489 +0.1855 13.435 -4.1202 1123.6 -0.0606 2.6353 - 66.616 +4.0000 4.3900
3Q18 96.232 +0.0017 1.3180 +0.0521 3.5053 -0.0013 1.3148 -0.0062 0.9477 +0.0372 6.9331 -0.0032 0.7725 - 1.1688 -0.5358 108.65 +0.2479 19.013 +0.0027 1.3886 +0.9202 62.409 +0.1885 13.623 - 1123.6 -0.0585 2.5768 - 67.299 -2.0000 4.3880
2017 97.121 - 1.3158 - 3.3167 - 1.3219 - 0.9689 - 6.7765 - 0.7815 - 1.1752 - 110.88 - 18.118 - 1.3813 - 59.010 - 13.035 - 1136.4 - 2.8068 - 64.899 - 4.3554
2018 96.353 +0.0022 1.3181 +0.1645 3.4812 -0.0061 1.3158 -0.0186 0.9504 +0.1351 6.9116 -0.0073 0.7742 - 1.1817 -1.8948 108.98 +0.7685 18.886 +0.0060 1.3874 +2.9003 61.910 +0.4954 13.531 -11.739 1124.6 -0.2003 2.6065 - 66.961 +3.1600 4.3870
2019 - +0.0053 1.3233 +0.2193 3.7005 -0.0057 1.3101 -0.0246 0.9257 +0.1050 7.0166 -0.0102 0.7639 - 1.1881 -2.3975 106.58 - - - - +2.7853 64.695 +0.5977 14.128 - - - - - 69.678 -3.0400 4.3566
2020 - +0.0077 1.3310 +0.2232 3.9237 -0.0041 1.3060 -0.0242 0.9016 - - -0.0099 0.7541 - 1.1946 -2.6130 103.97 - - - - - - - - - - - - - 72.411 - -
2021 - +0.0079 1.3389 +0.2040 4.1277 -0.0038 1.3022 -0.0240 0.8776 - - -0.0097 0.7444 - 1.2010 -2.6648 101.30 - - - - - - - - - - - - - 75.134 - -
 
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