FOREX - Calendar swap assessments

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

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last update: 2016-07-30 23:00:24 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
AUG16 96.588 - 1.3339 - 3.2970 - 1.3160 - 0.9810 - 6.6615 - 0.7598 - 0.9028 - 105.31 - 18.890 - 1.4144 - 66.703 - 14.188 - 1125.3 - 3.3196 - 67.000 - 4.0114
SEP16 96.592 +2.6699 1.3342 +1.4743 3.3118 -3.0296 1.3157 -1.6308 0.9793 +2.6645 6.6642 -2.0196 0.7596 -8.7866 0.9019 -0.1217 105.19 -8.6573 18.804 +6.4070 1.4150 -9.7999 66.605 +4.8108 14.236 -6.2660 1119.1 -2.3449 3.2961 +0.3000 67.300 +8.3000 4.0197
OCT16 96.593 +2.7885 1.3344 +0.0147 3.3265 -2.8717 1.3154 -1.5886 0.9777 +3.2407 6.6674 -2.2140 0.7594 -8.6809 0.9011 -0.1238 105.07 +0.1909 18.995 +6.2336 1.4157 +0.7880 67.393 +3.8999 14.275 -5.8537 1113.2 -0.0227 3.2735 +0.3000 67.600 +8.8000 4.0285
NOV16 96.552 +1.0671 1.3355 +2.7979 3.3545 +1.0828 1.3155 -1.9466 0.9758 +2.3029 6.6904 -7.9843 0.7586 -1.3074 0.8998 -0.1684 104.90 -7.3304 18.921 +4.6692 1.4161 +0.2321 67.625 -0.1815 14.093 +0.2436 1113.5 -2.2676 3.2508 +0.3500 67.950 +6.8000 4.0353
DEC16 96.492 +1.2495 1.3367 +3.2383 3.3868 +1.5245 1.3157 -2.0024 0.9738 +1.3327 6.7038 -1.0854 0.7575 -1.4776 0.8983 -0.2428 104.65 +5.9609 18.981 +5.1472 1.4166 +0.4638 68.089 +0.0841 14.177 -3.6751 1113.5 -2.1410 3.2294 +0.3200 68.270 +6.2000 4.0415
JAN17 96.449 +3.1190 1.3371 +3.0026 3.4169 -6.4607 1.3151 -1.8376 0.9720 +1.4336 6.7181 -1.1031 0.7564 -1.4544 0.8968 -0.5101 104.14 +0.2589 19.240 +1.2616 1.4179 +0.4670 68.556 +9.5749 14.273 - 1113.5 -2.1542 3.2078 +0.3300 68.600 +7.5000 4.0490
FEB17 96.465 -2.1112 1.3349 +3.0709 3.4476 -2.5252 1.3125 -1.3505 0.9706 +9.9624 6.7281 -1.1793 0.7552 -9.9246 0.8958 -1.1048 103.04 -0.1381 19.102 +2.5966 1.4205 +0.4970 69.053 +6.6628 14.340 - 1113.5 -2.0454 3.1874 +0.2800 68.880 +1.7500 4.0665
4Q16 96.546 - 1.3356 - 3.3559 - 1.3156 - 0.9758 - 6.6872 - 0.7585 - 0.8997 - 104.87 - 18.966 - 1.4161 - 67.702 - 14.182 - 1113.4 - 3.2512 - 67.630 - 4.0353
1Q17 96.469 -7.8575 1.3348 +9.1945 3.4479 -3.1550 1.3124 -5.0684 0.9707 +0.0419 6.7291 -3.2265 0.7553 -3.8259 0.8959 -1.8631 103.01 +0.2050 19.171 +4.4681 1.4206 +1.3284 69.031 +0.1651 14.347 +7.8744 1113.5 -6.3014 3.1882 +0.9600 68.590 +2.9000 4.0643
2Q17 96.345 +1.6461 1.3364 +8.1337 3.5292 -2.3466 1.3101 -4.3593 0.9663 +3.7756 6.7669 -1.0710 0.7542 -6.5869 0.8893 -1.4816 101.53 +0.1332 19.304 +7.2334 1.4278 +1.3594 70.390 +0.2515 14.598 -7.2325 1113.5 -0.0619 3.1263 +0.9200 69.510 +0.0160 4.0803
3Q17 95.834 +4.0459 1.3405 +8.2123 3.6113 +4.7343 1.3148 -5.7211 0.9606 +3.7000 6.8039 +9.0888 0.7551 -5.8742 0.8834 +1.5209 103.05 +0.2109 19.515 +4.2390 1.4321 +1.3500 71.740 +0.2655 14.864 -0.2512 1113.2 -6.5605 3.0607 +0.9500 70.460 +1.8000 4.0821
4Q17 95.361 -2.4160 1.3380 +7.5773 3.6871 -7.9264 1.3140 -5.5025 0.9551 +3.5478 6.8394 -1.7810 0.7533 +1.4117 0.8848 +0.1256 103.17 +0.2539 19.769 +3.9407 1.4360 +1.2616 73.002 +0.2747 15.139 -0.3442 1112.9 -6.0907 2.9998 +0.9200 71.380 +4.9000 4.0870
2016 96.563 - 1.3349 - 3.3353 - 1.3157 - 0.9775 - 6.6775 - 0.7590 - 0.9008 - 105.02 - 18.918 - 1.4156 - 67.283 - 14.194 - 1116.9 - 3.2739 - 67.320 - 4.0275
2017 96.002 +2.4839 1.3374 +0.2336 3.5689 -2.8722 1.3128 -1.4322 0.9632 +0.1074 6.7848 -4.5072 0.7545 -0.0124 0.8883 -2.3336 102.69 +0.5213 19.439 +1.3568 1.4291 +3.7577 71.040 +0.5432 14.737 -3.6637 1113.2 -0.1801 3.0938 +2.6700 69.990 +5.0900 4.0784
2018 94.964 +0.0181 1.3555 +0.3014 3.8702 -3.7540 1.3124 -2.2173 0.9410 +0.1579 6.9427 -5.4440 0.7490 -1.4106 0.8742 -0.9192 101.77 - - +0.0104 1.4396 +5.1219 76.162 +0.9600 15.697 -0.5517 1112.7 -0.1446 2.9492 +3.2900 73.280 +1.2100 4.0905
2019 - +1.0908 1.3665 +0.2940 4.1643 -2.0384 1.3104 -0.0239 0.9171 +0.1049 7.0477 -6.8616 0.7422 -1.7161 0.8571 -2.3177 99.453 - - - - +4.9630 81.125 - - - - - - - - - -
2020 - +1.1472 1.3779 +0.2943 4.4586 -1.9205 1.3085 -2.4268 0.8928 - - -6.7668 0.7354 -1.6851 0.8402 -2.3627 97.090 - - - - +4.9141 86.040 - - - - - - - - - -
 
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