FOREX - Calendar swap assessments

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

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last update: 2016-12-24 23:00:30 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
DEC16 103.08 - 1.3852 - 3.2991 - 1.3489 - 1.0260 - 6.9566 - 0.8148 - 0.9594 - 117.76 - 20.839 - 1.4490 - 60.806 - 14.106 - 1207.7 - 2.8607 - 67.860 - 4.4784
JAN17 103.08 +9.5964 1.3861 -1.0650 3.2885 -3.4847 1.3485 -1.3376 1.0247 +2.0213 6.9768 -6.3424 0.8142 -1.3066 0.9581 -0.1586 117.61 -8.4100 20.755 +9.2879 1.4500 +0.2285 61.035 +0.0117 14.117 -2.1781 1205.6 -0.0161 2.8447 +0.2200 68.080 +4.1000 4.4825
FEB17 103.09 +9.5964 1.3871 -9.3000 3.2792 -3.4847 1.3482 -1.3376 1.0233 +2.0213 6.9970 -6.3424 0.8135 -1.3066 0.9568 -0.1586 117.45 -7.8476 20.677 +9.2879 1.4509 +0.2346 61.269 +0.0117 14.129 -2.1781 1203.4 -1.6065 2.8286 +0.2000 68.280 +3.0000 4.4855
MAR17 103.11 +8.3431 1.3879 +2.7998 3.3072 -3.0703 1.3479 -1.0362 1.0223 +1.8493 7.0155 -5.2872 0.8130 -1.0825 0.9557 -0.1209 117.33 +8.3595 20.760 +6.1361 1.4510 +0.3746 61.644 +1.2970 14.142 -1.9214 1201.5 -1.2393 2.8162 +0.2500 68.530 +4.5000 4.4900
APR17 103.09 +9.9387 1.3889 +2.0342 3.3275 -3.5682 1.3475 -1.5179 1.0208 +3.0751 7.0462 -6.8059 0.8123 -1.4092 0.9543 -0.1820 117.14 +0.2064 20.967 +1.7453 1.4527 +0.2509 61.895 +0.1158 14.258 -0.1247 1201.3 -1.8286 2.7979 +0.2500 68.780 +4.0000 4.4940
MAY17 103.05 +1.1116 1.3900 +2.8486 3.3560 -5.1195 1.3470 -1.5999 1.0192 +2.9711 7.0759 -7.3123 0.8116 -1.4820 0.9528 -0.2112 116.93 -3.2292 20.935 +3.0598 1.4558 +0.5421 62.437 +5.0474 14.308 -0.1468 1201.2 -2.0434 2.7775 +0.2600 69.040 +2.5000 4.4965
JUN17 102.99 +1.1674 1.3912 +2.3239 3.3792 -5.2052 1.3465 -1.8175 1.0174 +1.9504 7.0954 -7.9393 0.8108 -1.6205 0.9512 -0.2378 116.70 +8.5848 21.020 +3.8279 1.4596 +0.3702 62.807 +7.7492 14.386 -0.2907 1200.9 -2.3027 2.7544 +0.2800 69.320 +1.1000 4.5075
1Q17 103.09 - 1.3871 - 3.2916 - 1.3482 - 1.0234 - 6.9964 - 0.8136 - 0.9569 - 117.46 - 20.731 - 1.4506 - 61.316 - 14.129 - 1203.5 - 2.8298 - 68.080 - 4.4791
2Q17 103.04 +3.0002 1.3901 +6.2644 3.3542 -1.1925 1.3470 -4.3270 1.0191 +7.6126 7.0725 -1.9966 0.8116 -4.0945 0.9528 -0.5355 116.92 +0.2430 20.974 +5.4116 1.4560 +1.0636 62.380 +0.1878 14.317 -2.3264 1201.1 -5.3201 2.7766 +0.7100 68.790 +1.0900 4.4900
3Q17 102.96 +1.9031 1.3920 +7.6823 3.4311 +5.3206 1.3475 -6.2544 1.0128 +6.4860 7.1374 -2.0722 0.8095 -4.7353 0.9480 -0.5881 116.34 +0.2475 21.221 +5.5712 1.4616 +1.1933 63.573 +0.2331 14.550 -1.1664 1200.0 -6.4974 2.7116 +0.7800 69.570 +1.6500 4.5065
4Q17 102.96 +2.0861 1.3940 +6.9718 3.5008 +0.0018 1.3494 -7.2872 1.0056 +5.7374 7.1948 -2.1017 0.8074 -4.7972 0.9432 -0.4945 115.84 +0.3069 21.528 -1.5509 1.4614 +1.0741 64.647 +0.2509 14.801 -2.1090 1197.9 -6.1544 2.6501 +0.7500 70.320 +1.2000 4.5185
1Q18 102.83 +4.6569 1.3987 +6.2317 3.5631 -4.0712 1.3453 -6.7970 0.9988 +5.9481 7.2543 -9.2592 0.8065 -5.2841 0.9379 -0.6614 115.18 +0.2747 21.803 +4.3553 1.4658 +1.0009 65.648 +0.2386 15.040 -1.7881 1196.1 -6.1132 2.5890 +0.7400 71.060 -3.0000 4.5182
2016 103.08 - 1.3852 - 3.2991 - 1.3489 - 1.0260 - 6.9566 - 0.8148 - 0.9594 - 117.76 - 20.839 - 1.4490 - 60.806 - 14.106 - 1207.7 - 2.8607 - 67.640 - 4.4737
2017 103.01 +5.6007 1.3908 +0.0953 3.3944 -8.5409 1.3480 -1.0769 1.0152 +0.1437 7.1003 -4.2923 0.8105 -9.1764 0.9502 -1.1239 116.64 +0.2742 21.114 +8.3740 1.4574 +2.1727 62.979 +0.3440 14.450 -7.1259 1200.6 -0.1187 2.7420 +1.5500 69.190 +2.4800 4.4985
2018 102.77 +1.0928 1.4017 +0.2629 3.6573 -7.2126 1.3408 -2.7390 0.9878 +0.2453 7.3456 -8.2067 0.8023 -2.0874 0.9293 -2.5589 114.08 +0.9503 22.064 +1.0549 1.4680 +4.0962 67.075 +1.0032 15.453 -5.5394 1195.1 -0.1824 2.5596 +3.0600 72.250 +5.6000 4.5041
2019 - +8.5978 1.4103 +0.2531 3.9104 -9.8481 1.3310 -2.9600 0.9582 +0.1834 7.5289 -1.1864 0.7904 -2.3973 0.9054 -3.1437 110.94 - - - - +3.4979 70.573 +0.5053 15.958 - - - - - - - -
2020 - +9.4137 1.4197 +0.2538 4.1642 -7.4993 1.3235 -3.0218 0.9280 - - -1.1593 0.7788 -2.4836 0.8805 -3.4117 107.53 - - - - +3.1660 73.739 - - - - - - - - - -
 
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2016
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