FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-03-14 23:00:02 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 | |||||||||||||||||
| SPOT | 100.00 | - | 1.5163 | - | 4.9836 | - | 1.3497 | - | 1.1384 | - | 7.1799 | - | 1.2777 | - | 1.0888 | - | 147.78 | - | 16.833 | - | 1.6281 | - | 91.869 | - | 18.696 | - | 1312.5 | - | 32.058 | - | 82.751 | - | 4.6750 |
| MAR24 | 103.05 | -0.0005 | 1.5158 | -0.0180 | 4.9656 | +0.0002 | 1.3499 | -0.0002 | 1.1382 | -0.0776 | 7.1023 | -0.0015 | 1.2762 | - | 1.0901 | -0.7200 | 147.06 | +0.0020 | 16.835 | -0.0008 | 1.6273 | -0.9600 | 90.909 | -0.0040 | 18.692 | -62.500 | 1250.0 | +0.2000 | 32.258 | +0.0720 | 82.823 | - | 4.6750 |
| APR24 | 102.66 | -0.0006 | 1.5152 | +0.0293 | 4.9949 | +0.0009 | 1.3508 | +0.0111 | 1.1493 | -0.0201 | 7.0822 | -0.0009 | 1.2753 | - | 1.0916 | - | 147.06 | +0.0570 | 16.892 | +0.0001 | 1.6274 | +2.4700 | 93.379 | +0.0350 | 18.727 | - | 1250.0 | +1.2669 | 33.525 | +0.0340 | 82.857 | -0.0099 | 4.6651 |
| MAY24 | 102.66 | -0.0006 | 1.5146 | +0.0001 | 4.9950 | -0.0004 | 1.3504 | +0.0001 | 1.1494 | +0.0039 | 7.0861 | +0.0003 | 1.2756 | - | 1.0930 | - | 147.06 | +0.0070 | 16.899 | -0.0003 | 1.6271 | +0.0690 | 93.448 | +0.0350 | 18.762 | - | 1250.0 | +1.3092 | 34.834 | +0.0120 | 82.869 | +0.0003 | 4.6654 |
| JUN24 | 102.66 | -0.0017 | 1.5129 | +0.0001 | 4.9951 | -0.0006 | 1.3498 | - | 1.1494 | -0.0090 | 7.0771 | +0.0002 | 1.2758 | - | 1.1008 | -0.5300 | 146.53 | +0.0800 | 16.979 | - | 1.6271 | +0.0100 | 93.458 | +0.0090 | 18.771 | - | 1250.0 | +1.2669 | 36.101 | +0.0750 | 82.944 | -0.0095 | 4.6559 |
| JUL24 | 102.66 | -0.0021 | 1.5108 | +0.0148 | 5.0099 | -0.0017 | 1.3481 | - | 1.1494 | -0.0062 | 7.0709 | +0.0019 | 1.2777 | - | 1.0974 | -1.0500 | 145.48 | +0.0780 | 17.057 | -0.0001 | 1.6270 | +0.0100 | 93.468 | +0.0520 | 18.823 | - | 1250.0 | +0.0001 | 36.101 | +0.0960 | 83.040 | -0.0088 | 4.6471 |
| AUG24 | 102.66 | -0.0034 | 1.5074 | +0.0152 | 5.0251 | -0.0018 | 1.3463 | +0.0001 | 1.1495 | -0.0087 | 7.0622 | +0.0038 | 1.2815 | - | 1.1018 | -0.5600 | 144.92 | +0.0810 | 17.138 | -0.0002 | 1.6268 | +0.0700 | 93.538 | +0.0540 | 18.877 | - | 1250.0 | +0.0009 | 36.102 | +0.1120 | 83.152 | -0.0088 | 4.6383 |
| SEP24 | 102.66 | - | 1.5094 | - | 5.0405 | - | 1.3467 | - | 1.1497 | - | 7.0534 | - | 1.2793 | - | 1.1086 | - | 144.46 | - | 17.228 | - | 1.6261 | - | 93.721 | - | 18.931 | - | 1250.0 | - | 36.105 | - | 83.265 | - | 4.6302 |
| 2Q24 | 102.66 | +0.0048 | 1.5142 | -0.0455 | 4.9950 | +0.0036 | 1.3503 | -0.0003 | 1.1494 | +0.0284 | 7.0818 | -0.0037 | 1.2756 | - | 1.1178 | +2.4200 | 146.88 | -0.3050 | 16.923 | +0.0011 | 1.6272 | -0.2930 | 93.428 | -0.1780 | 18.753 | - | 1250.0 | -1.2844 | 34.820 | -0.3750 | 82.890 | +0.0320 | 4.6622 |
| 3Q24 | 102.66 | -0.0050 | 1.5092 | +0.0302 | 5.0252 | -0.0033 | 1.3470 | +0.0001 | 1.1495 | -0.0197 | 7.0621 | +0.0039 | 1.2795 | - | 1.1222 | -1.9200 | 144.96 | +0.2180 | 17.141 | -0.0006 | 1.6266 | +0.1480 | 93.576 | +0.1240 | 18.877 | - | 1250.0 | +1.2825 | 36.103 | +0.2620 | 83.152 | -0.0237 | 4.6385 |
| 4Q24 | 102.26 | -0.0020 | 1.5072 | +0.0391 | 5.0643 | -0.0021 | 1.3449 | +0.0121 | 1.1616 | -0.0268 | 7.0353 | +0.0012 | 1.2807 | - | 1.1267 | -1.8000 | 143.16 | +0.2400 | 17.381 | -0.0033 | 1.6233 | +3.4320 | 97.008 | +0.1490 | 19.026 | - | 1250.0 | +3.9145 | 40.017 | +0.2750 | 83.427 | -0.0144 | 4.6241 |
| 1Q25 | 102.11 | -0.0044 | 1.5028 | +0.0127 | 5.0770 | +0.0004 | 1.3453 | +0.0112 | 1.1728 | -0.0337 | 7.0016 | +0.0001 | 1.2808 | - | 1.1311 | -0.7400 | 142.42 | +0.2380 | 17.619 | -0.0003 | 1.6230 | +4.1850 | 101.19 | +0.1680 | 19.194 | - | 1250.0 | +4.0423 | 44.059 | +0.5180 | 83.945 | +0.0059 | 4.6300 |
| 2Q25 | 101.17 | - | 1.5068 | - | 5.1109 | - | 1.3391 | - | 1.1834 | - | 6.9754 | - | 1.2830 | - | 1.1354 | - | 137.87 | - | 17.789 | - | 1.6239 | - | 112.55 | - | 19.303 | - | 1250.0 | - | 48.040 | - | 85.604 | - | 4.6490 |
| 2024 | 102.58 | +0.0040 | 1.5108 | -0.0890 | 5.0219 | +0.0085 | 1.3476 | -0.0314 | 1.1520 | +0.0886 | 7.0640 | -0.0046 | 1.2784 | - | 1.1397 | +7.3400 | 145.21 | -0.6720 | 17.117 | +0.0020 | 1.6259 | -18.254 | 94.295 | -0.4370 | 18.866 | - | 1250.0 | -11.532 | 36.508 | -2.4810 | 83.123 | -0.0041 | 4.6449 |
| 2025 | 100.89 | +0.0085 | 1.5193 | +0.1572 | 5.1791 | -0.0275 | 1.3201 | +0.0359 | 1.1879 | -0.0952 | 6.9688 | +0.0113 | 1.2897 | - | 1.1441 | -21.370 | 123.84 | +0.7760 | 17.893 | -0.0022 | 1.6237 | +12.576 | 106.87 | +0.5240 | 19.390 | - | 1250.0 | +12.957 | 49.465 | +5.3570 | 88.480 | +0.0369 | 4.6818 |
| 2026 | 98.605 | -0.0282 | 1.4911 | +0.1567 | 5.3358 | +0.0010 | 1.3211 | +0.0446 | 1.2325 | -0.0269 | 6.9419 | +0.1163 | 1.4060 | - | 1.1484 | -242.89 | -119.05 | +0.8960 | 18.789 | +0.0057 | 1.6294 | - | 109.29 | +0.8910 | 20.281 | - | 1250.0 | +17.989 | 67.454 | +40.572 | 129.05 | -0.0767 | 4.6051 |
| 2027 | 96.897 | -6.0000 | 1.4851 | +0.1305 | 5.4663 | -1.3400 | 1.3077 | +3.1800 | 1.2643 | +5.9300 | 7.0012 | +0.2973 | 1.7033 | - | 1.1527 | -621.01 | -740.06 | +0.6420 | 19.431 | +3.5000 | 1.6329 | - | 132.69 | +0.6280 | 20.909 | - | 1250.0 | +12.481 | 79.935 | +89.706 | 218.76 | - | - |
| SPOT |
|---|
| MAR24 |
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| SEP24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |