FOREX - Calendar swap assessments

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

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last update: 2017-04-29 23:00:22 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
APR17 99.251 - 1.3416 - 3.1776 - 1.3623 - 0.9957 - 6.8953 - 0.7757 - 0.9197 - 111.35 - 19.163 - 1.4550 - 56.888 - 13.378 - 1132.3 - 3.5415 - 64.470 - 4.3509
MAY17 99.191 -1.9157 1.3397 +7.7942 3.1854 +1.7463 1.3640 -1.4309 0.9942 +0.0116 6.9068 -6.7520 0.7750 +1.9042 0.9199 -8.1190 111.27 -0.1349 19.028 +2.8703 1.4552 +0.1683 57.056 +2.8381 13.407 +1.5594 1133.9 +2.0497 3.5620 +0.2000 64.670 +4.9000 4.3558
JUN17 99.128 -1.8499 1.3379 +8.0540 3.1935 +1.6439 1.3656 -1.4786 0.9928 +1.1965 6.9188 -6.9118 0.7743 +1.0881 0.9200 -8.4895 111.18 -0.1247 18.903 +2.9660 1.4555 +0.1915 57.248 +2.9327 13.436 +1.6114 1135.5 +2.1180 3.5832 +0.2100 64.880 +4.4000 4.3602
JUL17 99.068 +1.9269 1.3398 +8.0009 3.2015 -3.0436 1.3626 -1.4523 0.9913 +1.1710 6.9305 -5.0671 0.7738 -2.4488 0.9175 -0.1127 111.07 +0.2975 19.200 +2.9649 1.4558 +0.6852 57.933 +2.9977 13.466 +1.5151 1137.0 +2.0699 3.6039 +0.2600 65.140 +3.8000 4.3640
AUG17 99.018 -5.3971 1.3392 +1.7727 3.2192 -1.2555 1.3613 -2.8741 0.9884 +1.7840 6.9484 -2.0067 0.7718 -2.4933 0.9150 -0.2030 110.87 -0.1096 19.091 +8.3810 1.4567 +7.9014 58.012 +0.1006 13.567 -0.4077 1136.6 +3.3130 3.6370 +0.2300 65.370 +4.0000 4.3680
SEP17 98.974 +1.6467 1.3409 +2.4025 3.2432 +4.3707 1.3657 -3.4542 0.9850 +1.5988 6.9644 +6.8625 0.7725 -1.0052 0.9140 -0.1257 110.74 +8.8022 19.179 +1.1087 1.4578 +0.3602 58.372 +6.3112 13.630 -0.3925 1136.2 +0.0388 3.6759 +0.2500 65.620 +4.5000 4.3725
OCT17 98.928 +1.4277 1.3423 +1.8936 3.2622 -5.3915 1.3603 -2.7288 0.9822 +1.7960 6.9823 +3.4899 0.7725 -1.0010 0.9139 -0.3377 110.40 +0.3132 19.492 +1.0386 1.4588 +0.3775 58.750 +1.0548 13.640 -0.6466 1135.6 +0.0356 3.7115 +0.2600 65.880 +1.0500 4.3830
3Q17 99.020 - 1.3400 - 3.2213 - 1.3632 - 0.9882 - 6.9477 - 0.7727 - 0.9155 - 110.89 - 19.157 - 1.4568 - 58.106 - 13.554 - 1136.6 - 3.6389 - 64.900 - 4.3601
4Q17 98.889 +2.8557 1.3428 +5.8933 3.2802 -3.0972 1.3601 -7.3377 0.9809 +4.8879 6.9966 -1.8174 0.7709 -4.9327 0.9106 -0.6443 110.25 +0.2768 19.434 +2.9849 1.4597 +1.0090 59.115 +0.1915 13.746 -1.5597 1135.1 +0.1038 3.7427 +0.7300 65.630 +1.4600 4.3747
1Q18 98.627 +7.9517 1.3429 +5.2038 3.3323 -1.0040 1.3591 -4.5500 0.9764 +4.4163 7.0408 -3.6852 0.7672 -8.1888 0.9024 -0.3767 109.87 +0.2207 19.654 +2.7448 1.4625 +0.9992 60.114 +0.2267 13.972 -1.9767 1133.1 +9.1410 3.8341 +0.7700 66.400 +0.0183 4.3930
2Q18 98.109 +3.2390 1.3461 +5.0337 3.3826 -5.8166 1.3533 -6.6044 0.9697 +4.5564 7.0864 -8.1439 0.7664 -2.1391 0.9003 -0.5661 109.30 +0.2372 19.892 +2.9869 1.4655 +0.9118 61.026 +0.1977 14.170 -2.0060 1131.1 +0.0912 3.9253 +0.7500 67.150 +2.0000 4.3950
3Q18 97.610 +3.9496 1.3501 +5.4285 3.4369 -2.1356 1.3512 -6.6263 0.9631 +4.9960 7.1363 -2.5931 0.7638 -4.0075 0.8963 -0.6820 108.62 +0.3029 20.194 +3.5626 1.4690 +0.8451 61.871 +0.2101 14.380 -2.0988 1129.0 +9.1310 4.0166 +0.7800 67.930 -2.0000 4.3930
2017 99.033 - 1.3408 - 3.2290 - 1.3624 - 0.9878 - 6.9504 - 0.7729 - 0.9153 - 110.80 - 19.207 - 1.4573 - 58.095 - 13.569 - 1135.2 - 3.6480 - 64.930 - 4.3601
2018 98.032 +5.5986 1.3464 +0.1820 3.4111 -8.4007 1.3540 -1.9152 0.9686 +0.1622 7.1126 -7.4415 0.7654 -0.0164 0.8990 -1.6427 109.16 +0.7632 19.970 +8.9821 1.4662 +3.3333 61.428 +0.6394 14.208 -4.4794 1130.7 +0.2926 3.9405 +2.3600 67.290 +3.3000 4.3931
2019 - +4.9650 1.3514 +0.2187 3.6298 -1.0890 1.3431 -2.8645 0.9400 +0.1950 7.3076 -1.0635 0.7548 -2.0316 0.8786 -2.8716 106.29 - - - - +3.2529 64.681 +0.6595 14.868 - - - - +2.4800 69.770 -3.2200 4.3609
2020 - +8.6114 1.3600 +0.2207 3.8505 -7.9174 1.3352 -2.6046 0.9139 +0.1823 7.4900 -1.0662 0.7441 -2.0136 0.8585 -2.9914 103.30 - - - - +2.9851 67.666 - - - - - - - - - -
2021 - +9.0439 1.3691 +0.1832 4.0337 -7.8782 1.3274 -2.6012 0.8879 - - -1.0636 0.7335 -1.9338 0.8392 -3.0521 100.24 - - - - +2.4491 70.115 - - - - - - - - - -
 
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