FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-11-29 23:00:07 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 | - | 1.5316 | - | 5.3452 | - | 1.4026 | - | 1.2413 | - | 7.0748 | - | 1.3213 | - | 1.1608 | - | 156.10 | - | 18.339 | - | 1.7513 | - | 78.140 | - | 17.112 | - | 1469.1 | - | 42.501 | - | 89.433 | - | 4.1245 |
| NOV25 | 99.778 | -0.0011 | 1.5305 | -0.0671 | 5.2781 | +0.0003 | 1.4029 | -0.0009 | 1.2404 | +0.0022 | 7.0770 | +0.0148 | 1.3361 | - | 1.1630 | +0.1500 | 156.25 | -0.0240 | 18.315 | -0.0020 | 1.7493 | - | 101.01 | +0.0410 | 17.153 | -40.500 | 1428.6 | -0.4975 | 42.004 | +0.0520 | 89.485 | - | 4.1245 |
| DEC25 | 99.429 | +0.0013 | 1.5318 | +0.1433 | 5.4214 | -0.0030 | 1.3999 | +0.0155 | 1.2559 | -0.0406 | 7.0364 | -0.0297 | 1.3064 | - | 1.1620 | - | 156.25 | +0.1430 | 18.458 | -0.0147 | 1.7346 | - | 101.01 | +0.0290 | 17.182 | - | 1428.6 | +1.0997 | 43.103 | -0.0210 | 89.464 | -0.0050 | 4.1195 |
| JAN26 | 99.390 | -0.0004 | 1.5314 | -0.0043 | 5.4171 | -0.0001 | 1.3998 | +0.0006 | 1.2565 | +0.0009 | 7.0373 | +0.0053 | 1.3117 | - | 1.1661 | - | 156.25 | -0.0080 | 18.450 | +0.0024 | 1.7370 | - | 101.01 | +0.0300 | 17.212 | - | 1428.6 | +1.0998 | 44.203 | +0.0370 | 89.501 | +0.0002 | 4.1197 |
| FEB26 | 99.377 | -0.0004 | 1.5310 | -0.0038 | 5.4133 | -0.0001 | 1.3997 | +0.0002 | 1.2567 | +0.0008 | 7.0381 | +0.0048 | 1.3165 | - | 1.1676 | - | 156.25 | -0.0070 | 18.443 | +0.0008 | 1.7378 | - | 101.01 | - | 17.212 | - | 1428.6 | +2.0908 | 46.294 | +0.0350 | 89.536 | -0.0041 | 4.1156 |
| MAR26 | 99.375 | -0.0007 | 1.5303 | +0.0337 | 5.4470 | -0.0017 | 1.3980 | - | 1.2567 | -0.0140 | 7.0241 | +0.0026 | 1.3191 | - | 1.1707 | -0.6000 | 155.65 | +0.0490 | 18.492 | +0.0001 | 1.7379 | - | 101.01 | +0.0360 | 17.248 | - | 1428.6 | +0.0023 | 46.296 | +0.1100 | 89.646 | -0.0028 | 4.1128 |
| APR26 | 99.373 | +0.0001 | 1.5304 | +0.0136 | 5.4606 | -0.0018 | 1.3962 | - | 1.2567 | -0.0115 | 7.0126 | +0.0045 | 1.3236 | - | 1.1760 | -1.2200 | 154.43 | +0.0530 | 18.545 | +0.0001 | 1.7380 | - | 101.01 | +0.0460 | 17.294 | - | 1428.6 | +0.0020 | 46.298 | +0.1720 | 89.818 | -0.0032 | 4.1096 |
| MAY26 | 99.359 | - | 1.5333 | - | 5.4853 | - | 1.3951 | - | 1.2569 | - | 7.0017 | - | 1.3233 | - | 1.1792 | - | 153.85 | - | 18.596 | - | 1.7389 | - | 101.01 | - | 17.331 | - | 1428.6 | - | 46.313 | - | 89.995 | - | 4.1066 |
| 1Q26 | 99.381 | -0.0024 | 1.5309 | -0.0595 | 5.4258 | +0.0040 | 1.3991 | -0.0003 | 1.2566 | +0.0315 | 7.0332 | -0.0075 | 1.3158 | - | 1.1825 | +2.2000 | 156.05 | -0.1340 | 18.462 | -0.0013 | 1.7376 | - | 101.01 | -0.1070 | 17.224 | - | 1428.6 | -0.7155 | 45.598 | -0.4340 | 89.561 | +0.0094 | 4.1160 |
| 2Q26 | 99.351 | +0.0008 | 1.5317 | +0.0644 | 5.4902 | -0.0038 | 1.3953 | +0.0004 | 1.2570 | -0.0320 | 7.0012 | +0.0079 | 1.3237 | - | 1.1858 | -2.0100 | 154.04 | +0.1370 | 18.599 | +0.0018 | 1.7394 | - | 101.01 | +0.1070 | 17.331 | - | 1428.6 | +0.7237 | 46.322 | +0.4340 | 89.995 | -0.0093 | 4.1067 |
| 3Q26 | 98.877 | +0.0019 | 1.5336 | +0.0787 | 5.5689 | -0.0042 | 1.3911 | +0.0145 | 1.2715 | -0.0305 | 6.9707 | -0.0006 | 1.3231 | - | 1.1891 | -0.4200 | 153.62 | +0.1950 | 18.794 | +0.0023 | 1.7417 | - | 101.01 | +0.1210 | 17.452 | - | 1428.6 | +3.4557 | 49.777 | +0.3320 | 90.327 | +0.0005 | 4.1072 |
| 4Q26 | 99.133 | +0.0004 | 1.5340 | +0.0734 | 5.6423 | -0.0041 | 1.3870 | +0.0114 | 1.2829 | -0.0283 | 6.9424 | -0.0006 | 1.3225 | - | 1.1924 | -1.8500 | 151.77 | +0.1970 | 18.991 | -0.0036 | 1.7381 | - | 101.01 | +0.1230 | 17.575 | - | 1428.6 | +3.7287 | 53.506 | -0.1610 | 90.166 | +0.0206 | 4.1278 |
| 1Q27 | 98.043 | - | 1.5384 | - | 5.8720 | - | 1.3875 | - | 1.2930 | - | 6.9262 | - | 1.3224 | - | 1.1954 | - | 154.34 | - | 19.121 | - | 1.7352 | - | 101.01 | - | 17.665 | - | 1428.6 | - | 57.510 | - | 89.663 | - | 4.1816 |
| 2025 | 99.604 | -0.0073 | 1.5311 | -0.5223 | 5.3497 | +0.0139 | 1.4014 | -0.0448 | 1.2482 | +0.1305 | 7.0567 | -0.0012 | 1.3212 | - | 1.1986 | +1.9100 | 156.25 | -0.7350 | 18.386 | +0.0068 | 1.7420 | - | 101.01 | -0.4980 | 17.167 | - | 1428.6 | -14.956 | 42.554 | -0.1880 | 89.475 | -0.0596 | 4.1220 |
| 2026 | 99.185 | +0.0014 | 1.5325 | +0.1821 | 5.5318 | -0.0083 | 1.3931 | +0.0188 | 1.2670 | -0.0698 | 6.9869 | +0.0001 | 1.3213 | - | 1.2017 | -2.3800 | 153.87 | +0.3260 | 18.712 | -0.0028 | 1.7392 | - | 101.01 | +0.2290 | 17.396 | - | 1428.6 | +6.2470 | 48.801 | +0.5370 | 90.012 | -0.0075 | 4.1145 |
| 2027 | 97.589 | +0.0196 | 1.5521 | +0.7668 | 6.2986 | -0.0100 | 1.3831 | +0.0443 | 1.3113 | -0.0808 | 6.9061 | +0.0001 | 1.3214 | - | 1.2047 | +22.890 | 176.76 | +0.8330 | 19.545 | -0.0026 | 1.7366 | - | 101.01 | +0.4830 | 17.879 | - | 1428.6 | +16.268 | 65.069 | -2.7600 | 87.252 | +0.2326 | 4.3471 |
| 2028 | 96.376 | +8.3000 | 1.5604 | +0.2390 | 6.5376 | -2.0700 | 1.3624 | +4.6900 | 1.3582 | -7.2000 | 6.8341 | -8.6000 | 1.3128 | - | 1.2077 | +201.23 | 377.99 | +0.9630 | 20.508 | -5.5000 | 1.7311 | - | 101.01 | +0.5750 | 18.454 | - | 1428.6 | +19.025 | 84.094 | -17.012 | 70.240 | - | - |
| SPOT |
|---|
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |