FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-03-15 23:00:01 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 | - | 1.5244 | - | 4.9962 | - | 1.3539 | - | 1.1322 | - | 7.1949 | - | 1.2739 | - | 1.0887 | - | 149.03 | - | 16.691 | - | 1.6447 | - | 92.501 | - | 18.725 | - | 1330.6 | - | 32.114 | - | 82.863 | - | 4.7020 |
| MAR24 | 103.42 | -0.0028 | 1.5216 | -0.0059 | 4.9903 | +0.0006 | 1.3545 | +0.0016 | 1.1338 | -0.0213 | 7.1736 | +0.0018 | 1.2757 | +0.0001 | 1.0888 | +0.2200 | 149.25 | +0.0310 | 16.722 | -0.0059 | 1.6388 | -0.7580 | 91.743 | +0.0020 | 18.727 | -80.600 | 1250.0 | +0.1437 | 32.258 | +0.0010 | 82.864 | - | 4.7020 |
| APR24 | 103.09 | +0.0019 | 1.5235 | +0.0183 | 5.0086 | - | 1.3545 | +0.0081 | 1.1419 | -0.0713 | 7.1023 | -0.0025 | 1.2732 | +0.0011 | 1.0899 | - | 149.25 | +0.0570 | 16.779 | +0.0061 | 1.6449 | +2.5160 | 94.259 | +0.0700 | 18.797 | - | 1250.0 | +1.2241 | 33.482 | +0.1580 | 83.022 | -0.0101 | 4.6919 |
| MAY24 | 103.08 | -0.0016 | 1.5219 | +0.0014 | 5.0100 | -0.0004 | 1.3541 | +0.0002 | 1.1421 | +0.0171 | 7.1194 | +0.0007 | 1.2739 | +0.0001 | 1.0900 | -0.5400 | 148.71 | -0.0010 | 16.778 | -0.0011 | 1.6438 | +0.0710 | 94.330 | +0.0350 | 18.832 | - | 1250.0 | +1.2649 | 34.747 | -0.0250 | 82.997 | +0.0002 | 4.6921 |
| JUN24 | 103.08 | -0.0013 | 1.5206 | +0.0014 | 5.0114 | -0.0007 | 1.3534 | - | 1.1421 | -0.0222 | 7.0972 | -0.0004 | 1.2735 | +0.0014 | 1.0914 | -1.1200 | 147.59 | +0.0720 | 16.850 | -0.0001 | 1.6437 | +0.0100 | 94.340 | +0.0010 | 18.833 | - | 1250.0 | +1.2241 | 35.971 | +0.0950 | 83.092 | -0.0100 | 4.6821 |
| JUL24 | 103.08 | -0.0018 | 1.5188 | +0.0130 | 5.0244 | -0.0009 | 1.3525 | - | 1.1421 | -0.0050 | 7.0922 | +0.0007 | 1.2742 | +0.0014 | 1.0928 | -1.0600 | 146.53 | +0.0840 | 16.934 | -0.0002 | 1.6435 | +0.0100 | 94.350 | +0.0440 | 18.877 | - | 1250.0 | +0.0011 | 35.972 | +0.0900 | 83.182 | -0.0093 | 4.6728 |
| AUG24 | 103.07 | -0.0045 | 1.5143 | +0.0140 | 5.0384 | -0.0015 | 1.3510 | +0.0002 | 1.1423 | -0.0063 | 7.0859 | +0.0016 | 1.2758 | +0.0010 | 1.0938 | -1.5900 | 144.94 | +0.0800 | 17.014 | -0.0012 | 1.6423 | +0.0710 | 94.421 | +0.0630 | 18.940 | - | 1250.0 | +0.0077 | 35.980 | +0.1130 | 83.295 | -0.0092 | 4.6636 |
| SEP24 | 103.06 | - | 1.5179 | - | 5.0526 | - | 1.3520 | - | 1.1428 | - | 7.0771 | - | 1.2749 | - | 1.0942 | - | 145.86 | - | 17.095 | - | 1.6393 | - | 94.608 | - | 19.003 | - | 1250.0 | - | 36.000 | - | 83.411 | - | 4.6552 |
| 2Q24 | 103.08 | +0.0041 | 1.5220 | -0.0426 | 5.0100 | +0.0020 | 1.3540 | -0.0008 | 1.1420 | +0.0292 | 7.1063 | -0.0014 | 1.2735 | -0.0038 | 1.0904 | +2.6600 | 148.52 | -0.2930 | 16.802 | +0.0048 | 1.6441 | -0.2980 | 94.310 | -0.1820 | 18.821 | - | 1250.0 | -1.2666 | 34.734 | -0.3740 | 83.037 | +0.0335 | 4.6887 |
| 3Q24 | 103.07 | -0.0050 | 1.5170 | +0.0285 | 5.0385 | -0.0022 | 1.3518 | +0.0004 | 1.1424 | -0.0212 | 7.0851 | +0.0015 | 1.2750 | +0.0032 | 1.0936 | -2.7400 | 145.78 | +0.2120 | 17.014 | -0.0024 | 1.6417 | +0.1500 | 94.460 | +0.1190 | 18.940 | - | 1250.0 | +1.2506 | 35.984 | +0.2590 | 83.296 | -0.0249 | 4.6638 |
| 4Q24 | 102.65 | -0.0008 | 1.5162 | +0.0383 | 5.0768 | -0.0006 | 1.3512 | +0.0108 | 1.1532 | -0.0295 | 7.0556 | +0.0006 | 1.2756 | +0.0034 | 1.0970 | -1.0500 | 144.73 | +0.2450 | 17.259 | -0.0089 | 1.6328 | +3.4980 | 97.958 | +0.1560 | 19.096 | - | 1250.0 | +3.8731 | 39.857 | +0.2360 | 83.532 | -0.0184 | 4.6454 |
| 1Q25 | 102.75 | -0.0065 | 1.5097 | +0.0151 | 5.0919 | -0.0015 | 1.3497 | +0.0102 | 1.1634 | -0.0347 | 7.0209 | +0.0004 | 1.2760 | +0.0047 | 1.1017 | -1.8700 | 142.86 | +0.2340 | 17.493 | -0.0004 | 1.6324 | +4.1270 | 102.09 | +0.1500 | 19.246 | - | 1250.0 | +4.0086 | 43.866 | +0.1060 | 83.638 | -0.0270 | 4.6184 |
| 2Q25 | 102.08 | - | 1.5168 | - | 5.1340 | - | 1.3473 | - | 1.1753 | - | 6.9943 | - | 1.2774 | - | 1.1022 | - | 142.87 | - | 17.236 | - | 1.6334 | - | 112.66 | - | 19.243 | - | 1250.0 | - | 47.810 | - | 83.977 | - | 4.5318 |
| 2024 | 102.98 | +0.0019 | 1.5187 | -0.0974 | 5.0366 | +0.0052 | 1.3525 | -0.0306 | 1.1447 | +0.0971 | 7.0914 | -0.0026 | 1.2748 | -0.0090 | 1.0932 | +3.7600 | 146.63 | -0.2410 | 16.995 | +0.0061 | 1.6395 | -17.470 | 95.193 | -0.3130 | 18.930 | - | 1250.0 | -11.412 | 36.398 | -0.7310 | 83.246 | +0.1378 | 4.6696 |
| 2025 | 101.80 | +0.0202 | 1.5389 | +0.1818 | 5.2184 | -0.0123 | 1.3402 | +0.0351 | 1.1798 | -0.1069 | 6.9845 | +0.0069 | 1.2817 | +0.0108 | 1.1040 | -3.7100 | 142.92 | +0.3500 | 17.345 | -0.0068 | 1.6327 | +12.181 | 107.37 | +0.4010 | 19.331 | - | 1250.0 | +12.821 | 49.219 | +1.3180 | 84.564 | -0.2880 | 4.3816 |
| 2026 | 100.15 | -0.0427 | 1.4962 | +0.1856 | 5.4040 | -0.0119 | 1.3283 | +0.0464 | 1.2262 | -0.1067 | 6.8778 | +0.0740 | 1.3557 | +0.0306 | 1.1346 | +0.8200 | 143.74 | +1.2350 | 18.580 | +0.0049 | 1.6376 | - | 109.29 | +1.1880 | 20.519 | - | 1250.0 | +17.813 | 67.032 | +8.2910 | 92.855 | -0.1798 | 4.2018 |
| 2027 | 98.996 | -6.9000 | 1.4893 | +0.1574 | 5.5614 | -1.1600 | 1.3167 | +0.0327 | 1.2589 | -2.3200 | 6.8546 | +0.1891 | 1.5448 | +0.0782 | 1.2128 | +2.0800 | 145.82 | +0.6080 | 19.188 | +2.7000 | 1.6403 | - | 132.69 | +0.7340 | 21.253 | - | 1250.0 | +12.357 | 79.389 | +18.331 | 111.19 | - | - |
| SPOT |
|---|
| MAR24 |
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| SEP24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |