FOREX - Calendar swap assessments

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

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last update: 2016-05-25 23:00:37 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
MAY16 95.662 - 1.3909 - 3.5818 - 1.3034 - 0.9922 - 6.5285 - 0.6804 - 0.8968 - 110.25 - 18.483 - 1.4876 - 64.962 - 15.683 - 11930.0 - 3.4045 - 67.290 +13.600 -
JUN16 95.656 +6.3387 1.3916 +7.8908 3.5897 -8.7764 1.3034 -6.5999 0.9915 +1.7326 6.5458 -7.9699 0.6803 -3.1826 0.8965 -3.6598 110.21 +0.0236 18.507 +1.0501 1.4887 +0.6074 65.569 +5.1840 15.735 -32.593 11897.4 -1.3332 3.3912 +0.3000 67.590 - -
JUL16 95.650 +6.3947 1.3922 +7.3817 3.5971 -8.5793 1.3033 -6.5145 0.9908 +1.6767 6.5626 -3.8167 0.6803 -3.2037 0.8962 -3.8968 110.17 +2.2314 18.529 +1.0477 1.4897 +0.6136 66.183 +5.0168 15.785 -31.541 11865.9 -1.3357 3.3778 +0.3000 67.890 - -
AUG16 95.649 +1.2627 1.3935 +1.0466 3.5982 -4.4969 1.3028 -7.7138 0.9901 +1.7305 6.5799 +1.0330 0.6813 -5.2799 0.8956 -0.1088 110.06 +7.6107 18.537 +1.8056 1.4915 +1.3930 67.576 +0.0526 15.838 -31.860 11834.0 -0.0234 3.3544 +0.3300 68.220 - -
SEP16 95.650 +1.6454 1.3951 +6.0046 3.6582 -4.1914 1.3024 -9.8368 0.9891 +0.0165 6.5965 +1.5838 0.6829 -7.2117 0.8949 -0.1627 109.90 +5.3341 18.590 +2.2694 1.4938 +0.5214 68.097 +8.9542 15.927 +0.5789 11834.6 -3.0243 3.3241 +0.3200 68.540 - -
OCT16 95.650 +1.3582 1.3965 +1.9973 3.6782 +5.7863 1.3030 -1.3995 0.9877 +1.9162 6.6156 +6.9077 0.6836 -8.4158 0.8941 -0.1643 109.73 +9.9987 18.690 +1.9283 1.4957 -0.3508 67.747 +0.1338 16.061 +13.984 11848.6 -2.7688 3.2965 +0.3000 68.840 - -
NOV16 95.642 +8.8816 1.3974 +4.2553 3.7207 +2.9247 1.3059 -2.2287 0.9855 +1.4836 6.6305 -8.8458 0.6827 -1.0582 0.8930 -0.1754 109.56 +0.0167 18.707 +1.3857 1.4971 +1.4396 69.186 +7.0470 16.132 -0.2224 11848.3 -2.4597 3.2719 +0.3500 69.190 - -
3Q16 95.650 - 1.3936 - 3.6178 - 1.3028 - 0.9900 - 6.5797 - 0.6815 - 0.8956 - 110.04 - 18.552 - 1.4917 - 67.285 - 15.850 - 11844.8 - 3.3521 - 67.910 - -
4Q16 95.642 +3.6883 1.3973 +9.9121 3.7170 +3.3253 1.3062 -4.6551 0.9854 +5.0719 6.6304 +9.6514 0.6824 -2.5920 0.8930 -0.4851 109.56 +0.1659 18.718 +5.3386 1.4970 +1.5767 68.862 +0.2866 16.137 +3.6017 11848.4 -7.9588 3.2725 +0.9600 68.870 - -
1Q17 95.656 +2.5452 1.3998 +9.6174 3.8131 +2.3810 1.3085 -6.4662 0.9789 +4.7812 6.6782 -3.6297 0.6788 -3.4044 0.8896 -0.4401 109.12 +0.1521 18.870 +4.1098 1.5011 +1.7775 70.640 +0.2872 16.424 -7.4150 11848.3 -0.0666 3.2059 +0.9600 69.830 - -
2Q17 95.744 +3.1972 1.4030 +8.3719 3.8968 -6.8847 1.3016 -5.0400 0.9738 +4.8412 6.7266 -1.6756 0.6771 -0.0042 0.8854 -0.4488 108.67 +0.1604 19.030 +5.1613 1.5063 +1.3890 72.029 +0.3025 16.726 - 11848.3 -6.5065 3.1409 +1.0000 70.830 - -
3Q17 95.827 +2.8323 1.4059 +0.0789 3.9758 -1.0098 1.3006 -5.9005 0.9679 +5.6622 6.7832 -9.9667 0.6761 -5.1996 0.8802 -0.6645 108.00 +0.1778 19.208 +5.6450 1.5119 +1.3408 73.369 +0.3419 17.068 - 11848.3 -6.9120 3.0718 +0.9800 71.810 - -
2016 95.649 - 1.3944 - 3.6470 - 1.3042 - 0.9887 - 6.5881 - 0.6816 - 0.8949 - 109.91 - 18.600 - 1.4928 - 67.372 - 15.922 - 11863.4 - 3.3337 - 68.080 - -
2017 95.770 +9.5551 1.4040 +0.2872 3.9342 -9.0603 1.3033 -1.6996 0.9717 +0.1683 6.7564 -4.3874 0.6772 -1.1289 0.8836 -1.5113 108.40 +0.4907 19.091 +0.0155 1.5083 +5.3014 72.673 +0.9275 16.850 -15.044 11848.3 -0.2162 3.1175 +3.0600 71.140 - -
2018 - +0.0147 1.4187 +0.3047 4.2389 +5.3955 1.3087 -2.2756 0.9490 +0.2036 6.9600 +5.6329 0.6777 -1.6597 0.8670 -2.6613 105.73 - - - - +5.1952 77.868 +1.0965 17.946 - - - - +2.9300 74.070 - -
2019 - +1.0815 1.4295 +0.3009 4.5398 -3.8869 1.3048 -2.5411 0.9236 +9.5662 7.0557 -3.0176 0.6747 -1.7588 0.8494 -2.6974 103.04 - - - - +5.0564 82.925 - - - - - - - - - -
2020 - +1.1057 1.4406 +0.2638 4.8036 -3.7317 1.3011 -0.0256 0.8979 - - -2.9461 0.6718 -1.7107 0.8323 -2.7414 100.30 - - - - +4.3680 87.293 - - - - - - - - - -
 
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SEP16
OCT16
NOV16
3Q16
4Q16
1Q17
2Q17
3Q17
2016
2017
2018
2019
2020