FOREX - Calendar swap assessments

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

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last update: 2017-02-26 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
FEB17 101.16 - 1.3059 - 3.0468 - 1.3107 - 1.0087 - 6.8650 - 0.8063 - 0.9481 - 111.83 - 20.045 - 1.3933 - 57.567 - 12.841 - 1132.7 - 2.8128 - 66.940 - 4.4440
MAR17 101.10 -4.4692 1.3015 +1.6161 3.0629 -3.9319 1.3103 -1.2214 1.0074 +1.0326 6.8754 -4.6627 0.8016 -1.5786 0.9465 +0.4076 112.24 -0.1643 19.881 -4.9226 1.3884 +0.2276 57.794 +6.9274 12.911 -0.6258 1132.1 -1.1362 2.8014 +0.2100 67.150 +7.0000 4.4510
APR17 101.04 -4.7606 1.2967 +1.7300 3.0802 -4.1373 1.3099 -1.3695 1.0061 +1.1432 6.8868 -5.0242 0.7966 -1.7411 0.9448 +0.4314 112.67 -0.1648 19.716 -5.2066 1.3832 +0.2591 58.054 +7.6696 12.987 -0.6929 1131.4 -1.2956 2.7885 +0.2000 67.350 +6.0000 4.4570
MAY17 101.02 -1.0004 1.2957 +8.3926 3.0811 +1.3253 1.3100 -1.6112 1.0045 +1.1200 6.8980 -2.2619 0.7943 -1.5163 0.9433 +4.3792 112.71 +0.3351 20.051 -2.0412 1.3830 +0.4564 58.510 +7.3934 13.061 -0.6635 1130.7 -2.0107 2.7684 +0.2700 67.620 +5.5000 4.4625
JUN17 101.01 +1.8667 1.2976 +7.4510 3.1556 +4.5936 1.3104 -0.0019 1.0025 +1.7796 6.9158 -1.9524 0.7941 -1.4690 0.9418 -0.2626 112.45 +6.7958 20.119 +3.5412 1.3865 +0.3601 58.870 +6.4526 13.126 -0.3854 1130.3 -2.6572 2.7418 +0.2400 67.860 +5.0000 4.4675
JUL17 100.98 +1.6577 1.2992 -4.6672 3.1509 +7.7311 1.3105 -1.9961 1.0005 +2.1560 6.9374 -1.3014 0.7940 -1.5519 0.9402 -0.2625 112.19 -0.1475 19.971 +2.7860 1.3893 +0.3668 59.237 +8.2290 13.208 -0.6400 1129.7 -2.4457 2.7173 +0.2600 68.120 +5.0000 4.4725
AUG17 100.88 +6.9956 1.2999 +0.0513 3.2022 -5.3463 1.3100 -2.1979 0.9983 +1.6807 6.9542 -5.7354 0.7934 -1.9243 0.9383 -0.2128 111.98 +0.3356 20.307 +7.8198 1.3901 +0.4057 59.643 +6.5428 13.274 -0.5077 1129.2 -2.1769 2.6956 +0.2500 68.370 +9.5000 4.4820
2Q17 101.02 - 1.2967 - 3.1056 - 1.3101 - 1.0044 - 6.9002 - 0.7950 - 0.9433 - 112.61 - 19.962 - 1.3842 - 58.478 - 13.058 - 1130.8 - 2.7662 - 67.150 - 4.4509
3Q17 100.87 +3.2500 1.2999 +8.6539 3.1922 -2.2613 1.3099 -6.0643 0.9983 +5.4211 6.9544 -1.5478 0.7935 -4.9989 0.9383 -0.6413 111.97 +0.2558 20.218 +5.6933 1.3899 +1.1485 59.626 +0.2158 13.274 -1.6289 1129.2 -7.0290 2.6959 +0.7200 67.870 +1.6800 4.4677
4Q17 100.58 +2.2362 1.3021 +7.0797 3.2630 -3.5246 1.3063 -6.7632 0.9915 +0.0556 7.0100 -1.5377 0.7919 -4.9928 0.9333 -0.5835 111.39 +0.2168 20.434 +1.9020 1.3918 +1.0779 60.704 +0.2102 13.484 -2.2561 1126.9 -0.0610 2.6349 +0.7600 68.630 +1.9600 4.4873
1Q18 100.45 +2.0202 1.3042 +5.2795 3.3158 -2.7791 1.3036 -6.9048 0.9846 +5.4479 7.0645 -2.0766 0.7899 -4.1939 0.9291 -0.5290 110.86 +0.3994 20.834 +3.1042 1.3949 +0.9720 61.676 +0.2109 13.695 -2.2320 1124.7 -5.9108 2.5758 +0.7800 69.410 +3.7000 4.4910
2Q18 100.31 +1.1412 1.3053 +0.0513 3.3671 -2.2929 1.3033 -7.2069 0.9774 +5.6221 7.1207 -2.6656 0.7872 -5.4742 0.9236 -0.6734 110.19 +0.2863 21.120 +2.8920 1.3978 +0.8524 62.529 +0.2146 13.910 -1.6675 1123.0 -5.6828 2.5189 +0.7800 70.190 -2.5000 4.4885
2017 100.88 - 1.3003 - 3.1629 - 1.3091 - 0.9999 - 6.9395 - 0.7954 - 0.9399 - 112.00 - 20.161 - 1.3891 - 59.253 - 13.200 - 1129.6 - 2.7187 - 67.660 - 4.4624
2018 100.33 +4.8823 1.3052 +0.2300 3.3929 -6.1835 1.3029 -2.1273 0.9786 +0.2075 7.1470 -7.7705 0.7876 -1.5426 0.9245 -1.7065 110.29 +0.9123 21.073 +8.3041 1.3974 +3.6908 62.944 +0.6736 13.874 -6.3143 1123.3 -0.1900 2.5286 +2.4100 70.070 +2.5500 4.4879
2019 - +8.1790 1.3134 +0.2057 3.5987 -9.9845 1.2929 -3.4143 0.9445 +0.2033 7.3503 -1.3053 0.7746 -2.6350 0.8981 -3.3613 106.93 - - - - +3.1756 66.120 +0.6947 14.568 - - - - +2.5200 72.590 -4.5800 4.4421
2020 - +1.0028 1.3234 +0.2056 3.8042 -7.5637 1.2853 -2.9346 0.9151 +0.1387 7.4890 -1.1557 0.7630 -2.3121 0.8750 -3.1913 103.74 - - - - +2.8772 68.997 - - - - - - - - - -
2021 - +1.0297 1.3337 +0.1540 3.9583 -7.5011 1.2778 -2.9356 0.8858 - - -1.1271 0.7517 -0.0220 0.8530 -3.2023 100.54 - - - - +2.1324 71.129 - - - - - - - - - -
 
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