FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-03-08 23:00:04 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 | - | 1.5860 | - | 5.7874 | - | 1.4377 | - | 1.1373 | - | 7.2335 | - | 1.2920 | - | 1.0830 | - | 148.00 | - | 20.234 | - | 1.7528 | - | 89.750 | - | 18.197 | - | 1449.3 | - | 36.486 | - | 87.068 | - | 4.4120 |
| MAR25 | 103.77 | -0.0007 | 1.5853 | +0.0070 | 5.7944 | -0.0011 | 1.4366 | +0.0001 | 1.1374 | -0.0547 | 7.1788 | +0.0005 | 1.2925 | +0.0008 | 1.0838 | -0.9400 | 147.06 | +0.0500 | 20.284 | -0.0027 | 1.7501 | +11.260 | 101.01 | -0.0480 | 18.149 | -20.700 | 1428.6 | +0.2786 | 36.765 | +0.1840 | 87.252 | - | 4.4120 |
| APR25 | 103.44 | -0.0008 | 1.5845 | +0.0488 | 5.8432 | -0.0027 | 1.4339 | +0.0119 | 1.1493 | -0.0155 | 7.1633 | -0.0003 | 1.2922 | +0.0031 | 1.0869 | - | 147.06 | +0.0830 | 20.367 | -0.0024 | 1.7477 | - | 101.01 | +0.0330 | 18.182 | - | 1428.6 | +0.9102 | 37.675 | +0.2290 | 87.481 | -0.0050 | 4.4070 |
| MAY25 | 103.44 | - | 1.5845 | +0.0048 | 5.8480 | +0.0002 | 1.4341 | - | 1.1493 | +0.0014 | 7.1647 | - | 1.2922 | -0.0004 | 1.0865 | - | 147.06 | -0.0010 | 20.366 | - | 1.7477 | - | 101.01 | +0.0660 | 18.248 | - | 1428.6 | +0.9406 | 38.616 | -0.0200 | 87.461 | +0.0001 | 4.4071 |
| JUN25 | 103.45 | -0.0005 | 1.5840 | +0.0046 | 5.8526 | -0.0021 | 1.4320 | - | 1.1493 | -0.0091 | 7.1556 | -0.0002 | 1.2920 | +0.0017 | 1.0882 | - | 147.06 | +0.0850 | 20.451 | -0.0001 | 1.7476 | - | 101.01 | +0.0010 | 18.249 | - | 1428.6 | +0.9102 | 39.526 | +0.1750 | 87.636 | -0.0049 | 4.4022 |
| JUL25 | 103.45 | -0.0001 | 1.5839 | +0.0400 | 5.8926 | -0.0018 | 1.4302 | - | 1.1493 | -0.0051 | 7.1505 | - | 1.2920 | +0.0013 | 1.0895 | -0.5300 | 146.53 | +0.0820 | 20.533 | - | 1.7476 | - | 101.01 | +0.0570 | 18.306 | - | 1428.6 | +0.0022 | 39.528 | +0.1590 | 87.795 | -0.0045 | 4.3977 |
| AUG25 | 103.45 | -0.0004 | 1.5835 | +0.0449 | 5.9375 | -0.0020 | 1.4282 | - | 1.1493 | -0.0076 | 7.1429 | -0.0003 | 1.2917 | +0.0021 | 1.0916 | -1.5900 | 144.94 | +0.0860 | 20.619 | - | 1.7476 | - | 101.01 | +0.0430 | 18.349 | - | 1428.6 | +0.0158 | 39.544 | +0.1710 | 87.966 | -0.0047 | 4.3930 |
| SEP25 | 103.47 | - | 1.5837 | - | 5.9814 | - | 1.4282 | - | 1.1492 | - | 7.1339 | - | 1.2919 | - | 1.0913 | - | 145.86 | - | 20.694 | - | 1.7473 | - | 101.01 | - | 18.391 | - | 1428.6 | - | 39.585 | - | 88.132 | - | 4.3881 |
| 2Q25 | 103.44 | +0.0006 | 1.5843 | -0.1335 | 5.8479 | +0.0051 | 1.4333 | +0.0001 | 1.1493 | +0.0273 | 7.1612 | +0.0002 | 1.2921 | -0.0041 | 1.0872 | +1.2000 | 147.06 | -0.3000 | 20.394 | +0.0004 | 1.7477 | - | 101.01 | -0.1650 | 18.226 | - | 1428.6 | -0.9793 | 38.605 | -0.6060 | 87.526 | +0.0174 | 4.4055 |
| 3Q25 | 103.45 | -0.0006 | 1.5837 | +0.0892 | 5.9371 | -0.0044 | 1.4289 | - | 1.1493 | -0.0188 | 7.1424 | -0.0003 | 1.2918 | +0.0036 | 1.0908 | -1.2800 | 145.78 | +0.2210 | 20.615 | -0.0002 | 1.7475 | - | 101.01 | +0.1230 | 18.349 | - | 1428.6 | +0.9467 | 39.552 | +0.4390 | 87.965 | -0.0126 | 4.3929 |
| 4Q25 | 103.19 | -0.0009 | 1.5828 | +0.1207 | 6.0578 | -0.0047 | 1.4242 | +0.0117 | 1.1610 | -0.0237 | 7.1187 | -0.0003 | 1.2915 | +0.0044 | 1.0952 | -1.0500 | 144.73 | +0.2220 | 20.837 | -0.0035 | 1.7440 | - | 101.01 | +0.1440 | 18.493 | - | 1428.6 | +3.0101 | 42.562 | +0.3130 | 88.278 | -0.0089 | 4.3840 |
| 1Q26 | 103.08 | -0.0007 | 1.5821 | +0.0548 | 6.1126 | -0.0056 | 1.4186 | +0.0113 | 1.1723 | -0.0265 | 7.0922 | -0.0005 | 1.2910 | +0.0050 | 1.1002 | -1.6500 | 143.08 | +0.2460 | 21.083 | -0.0033 | 1.7407 | - | 101.01 | +0.1550 | 18.648 | - | 1428.6 | +3.1084 | 45.671 | -0.1430 | 88.135 | +0.0037 | 4.3877 |
| 2Q26 | 102.47 | - | 1.5826 | - | 6.2752 | - | 1.4185 | - | 1.1832 | - | 7.0727 | - | 1.2909 | - | 1.1000 | - | 145.40 | - | 21.229 | - | 1.7381 | - | 101.01 | - | 18.760 | - | 1428.6 | - | 48.767 | - | 87.676 | - | 4.3995 |
| 2025 | 103.40 | +0.0012 | 1.5838 | -0.3429 | 5.9323 | +0.0111 | 1.4296 | -0.0316 | 1.1516 | +0.0719 | 7.1446 | +0.0010 | 1.2919 | -0.0097 | 1.0903 | +0.5700 | 145.97 | -0.6460 | 20.583 | +0.0087 | 1.7468 | - | 101.01 | -0.4250 | 18.335 | - | 1428.6 | -8.8747 | 39.892 | +0.1800 | 87.856 | -0.0036 | 4.3959 |
| 2026 | 102.29 | +0.0006 | 1.5844 | +0.6690 | 6.6013 | -0.0113 | 1.4183 | +0.0366 | 1.1882 | -0.0835 | 7.0611 | -0.0014 | 1.2905 | +0.0090 | 1.0993 | +6.5900 | 152.56 | +0.7950 | 21.378 | -0.0052 | 1.7416 | - | 101.01 | +0.5050 | 18.840 | - | 1428.6 | +10.105 | 49.997 | -0.9750 | 86.881 | +0.0240 | 4.4199 |
| 2027 | 100.78 | -0.0039 | 1.5805 | +0.4734 | 7.0747 | -0.0335 | 1.3848 | +0.0489 | 1.2371 | -0.0902 | 6.9709 | -0.0068 | 1.2837 | -0.0117 | 1.0876 | +123.98 | 276.54 | +1.0350 | 22.413 | -0.0084 | 1.7332 | - | 101.01 | +0.8430 | 19.683 | - | 1428.6 | +14.512 | 64.509 | -11.214 | 75.667 | -0.0581 | 4.3618 |
| 2028 | 99.657 | -9.0000 | 1.5796 | +0.4908 | 7.5655 | -0.0183 | 1.3665 | +3.5100 | 1.2722 | -6.4900 | 6.9060 | -1.7400 | 1.2663 | -3.0100 | 1.0575 | +318.35 | 594.89 | +0.7630 | 23.176 | -3.0000 | 1.7302 | - | 101.01 | +0.5950 | 20.278 | - | 1428.6 | +10.160 | 74.669 | -24.900 | 50.767 | - | - |
| SPOT |
|---|
| MAR25 |
| APR25 |
| MAY25 |
| JUN25 |
| JUL25 |
| AUG25 |
| SEP25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |