FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-02-24 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 | - | 1.5244 | - | 4.9938 | - | 1.3505 | - | 1.1356 | - | 7.1947 | - | 1.2671 | - | 1.0819 | - | 150.44 | - | 17.105 | - | 1.6147 | - | 94.726 | - | 19.316 | - | 1329.9 | - | 30.965 | - | 82.839 | - | 4.7750 |
| FEB24 | 104.04 | -0.0002 | 1.5242 | -0.0346 | 4.9592 | +0.0003 | 1.3508 | -0.0016 | 1.1340 | -0.0822 | 7.1125 | -0.0004 | 1.2667 | -0.0001 | 1.0818 | -1.1900 | 149.25 | +0.0160 | 17.121 | -0.0016 | 1.6131 | -8.0930 | 86.633 | -0.1600 | 19.156 | -79.900 | 1250.0 | -0.3574 | 30.608 | -0.1530 | 82.686 | - | 4.7750 |
| MAR24 | 103.51 | -0.0034 | 1.5208 | +0.0546 | 5.0138 | -0.0009 | 1.3499 | +0.0146 | 1.1486 | -0.0115 | 7.1010 | +0.0013 | 1.2680 | +0.0029 | 1.0847 | - | 149.25 | +0.1140 | 17.235 | +0.0012 | 1.6143 | +4.2250 | 90.858 | +0.0380 | 19.194 | - | 1250.0 | +1.1383 | 31.746 | +0.0540 | 82.740 | -0.0092 | 4.7658 |
| APR24 | 103.51 | +0.0001 | 1.5209 | -0.0038 | 5.0100 | -0.0002 | 1.3497 | - | 1.1486 | +0.0013 | 7.1023 | -0.0001 | 1.2679 | -0.0001 | 1.0846 | - | 149.25 | +0.0060 | 17.241 | +0.0001 | 1.6144 | +0.0360 | 90.894 | +0.0370 | 19.231 | - | 1250.0 | +1.1017 | 32.848 | +0.0730 | 82.813 | -0.0004 | 4.7654 |
| MAY24 | 103.51 | +0.0001 | 1.5210 | -0.0039 | 5.0061 | -0.0002 | 1.3495 | - | 1.1486 | +0.0013 | 7.1036 | -0.0001 | 1.2678 | -0.0001 | 1.0845 | - | 149.25 | +0.0070 | 17.248 | +0.0001 | 1.6145 | +0.0130 | 90.907 | +0.0090 | 19.240 | - | 1250.0 | +2.2401 | 35.088 | +0.2100 | 83.023 | -0.0095 | 4.7559 |
| JUN24 | 103.52 | -0.0012 | 1.5198 | +0.0166 | 5.0227 | -0.0008 | 1.3487 | - | 1.1486 | -0.0038 | 7.0998 | +0.0003 | 1.2681 | +0.0014 | 1.0859 | -0.5400 | 148.71 | +0.0840 | 17.332 | - | 1.6145 | +0.0020 | 90.909 | +0.0560 | 19.296 | - | 1250.0 | -0.0001 | 35.088 | +0.1690 | 83.192 | -0.0094 | 4.7465 |
| JUL24 | 103.52 | -0.0012 | 1.5186 | +0.0156 | 5.0383 | -0.0005 | 1.3482 | - | 1.1486 | -0.0075 | 7.0923 | +0.0001 | 1.2682 | +0.0014 | 1.0873 | -1.0800 | 147.63 | +0.0810 | 17.413 | - | 1.6145 | +0.0020 | 90.911 | +0.0460 | 19.342 | - | 1250.0 | - | 35.088 | +0.1040 | 83.296 | -0.0089 | 4.7376 |
| AUG24 | 103.52 | - | 1.5170 | - | 5.0537 | - | 1.3473 | - | 1.1486 | - | 7.0822 | - | 1.2685 | - | 1.0888 | - | 147.05 | - | 17.498 | - | 1.6145 | - | 90.925 | - | 19.389 | - | 1250.0 | - | 35.087 | - | 83.406 | - | 4.7289 |
| 2Q24 | 103.51 | +0.0036 | 1.5206 | -0.0408 | 5.0129 | +0.0020 | 1.3493 | - | 1.1486 | +0.0197 | 7.1019 | -0.0006 | 1.2679 | -0.0038 | 1.0850 | +2.0200 | 149.07 | -0.2240 | 17.274 | - | 1.6145 | -0.0220 | 90.903 | -0.1330 | 19.256 | - | 1250.0 | -0.7463 | 34.341 | -0.3970 | 83.009 | +0.0270 | 4.7559 |
| 3Q24 | 103.52 | -0.0030 | 1.5176 | +0.0404 | 5.0533 | -0.0016 | 1.3477 | - | 1.1486 | -0.0193 | 7.0826 | +0.0005 | 1.2684 | +0.0033 | 1.0883 | -1.9800 | 147.09 | +0.2270 | 17.501 | - | 1.6145 | +0.0290 | 90.932 | +0.1370 | 19.393 | - | 1250.0 | +0.7461 | 35.087 | +0.3980 | 83.407 | -0.0265 | 4.7294 |
| 4Q24 | 103.15 | -0.0028 | 1.5148 | +0.0346 | 5.0879 | -0.0014 | 1.3463 | +0.0112 | 1.1598 | -0.0296 | 7.0530 | +0.0005 | 1.2689 | +0.0036 | 1.0919 | -1.8500 | 145.24 | +0.2430 | 17.744 | +0.0016 | 1.6161 | +3.3320 | 94.264 | +0.1540 | 19.547 | - | 1250.0 | +3.3750 | 38.462 | +0.2560 | 83.663 | -0.0032 | 4.7262 |
| 1Q25 | 103.23 | -0.0025 | 1.5123 | +0.0661 | 5.1540 | -0.0017 | 1.3446 | +0.0114 | 1.1712 | -0.0362 | 7.0168 | +0.0005 | 1.2694 | +0.0048 | 1.0967 | -0.5400 | 144.70 | +0.2420 | 17.986 | +0.0020 | 1.6181 | +4.2150 | 98.479 | +0.1770 | 19.724 | - | 1250.0 | +3.3675 | 41.830 | +0.8580 | 84.521 | +0.0275 | 4.7537 |
| 2Q25 | 102.35 | - | 1.5133 | - | 5.3655 | - | 1.3446 | - | 1.1820 | - | 6.9979 | - | 1.2695 | - | 1.0972 | - | 142.33 | - | 18.144 | - | 1.6203 | - | 111.08 | - | 19.837 | - | 1250.0 | - | 44.996 | - | 86.806 | - | 4.8267 |
| 2024 | 103.46 | +0.0052 | 1.5185 | -0.3259 | 5.0396 | +0.0036 | 1.3482 | -0.0317 | 1.1503 | +0.0863 | 7.0842 | -0.0013 | 1.2682 | -0.0097 | 1.0875 | +5.1900 | 147.52 | -0.6980 | 17.446 | -0.0055 | 1.6148 | -19.643 | 91.435 | -0.4790 | 19.358 | - | 1250.0 | -9.9032 | 35.093 | -3.5640 | 83.242 | -0.0835 | 4.7432 |
| 2025 | 102.34 | -0.0039 | 1.5146 | +0.5582 | 5.5978 | -0.0042 | 1.3440 | +0.0372 | 1.1875 | -0.0913 | 6.9929 | +0.0017 | 1.2699 | +0.0115 | 1.0990 | -12.520 | 135.00 | +0.8510 | 18.297 | +0.0061 | 1.6209 | +13.344 | 104.78 | +0.5720 | 19.930 | - | 1250.0 | +11.421 | 46.514 | +7.0840 | 90.326 | +0.1959 | 4.9391 |
| 2026 | 101.01 | -0.0124 | 1.5022 | -0.1887 | 5.4091 | -0.0095 | 1.3345 | +0.0453 | 1.2328 | +0.0032 | 6.9961 | +0.0068 | 1.2767 | +0.0307 | 1.1297 | -126.72 | 8.2800 | +0.8880 | 19.185 | +0.0130 | 1.6339 | - | 109.29 | +0.7340 | 20.664 | - | 1250.0 | +13.061 | 59.575 | +47.344 | 137.67 | -0.1503 | 4.7888 |
| 2027 | 100.07 | -5.1000 | 1.4971 | +0.1447 | 5.5538 | -5.2000 | 1.3293 | +3.1100 | 1.2639 | +0.1028 | 7.0989 | +0.0160 | 1.2927 | +0.0724 | 1.2021 | -298.23 | -289.95 | +0.6340 | 19.819 | +8.3000 | 1.6422 | - | 132.69 | +0.5040 | 21.168 | - | 1250.0 | +8.8876 | 68.463 | +92.887 | 230.56 | - | - |
| SPOT |
|---|
| FEB24 |
| MAR24 |
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |