FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-01-13 23:00:05 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 | - | 1.4916 | - | 5.3708 | - | 1.3885 | - | 1.2544 | - | 6.9743 | - | 1.3441 | - | 1.1670 | - | 157.94 | - | 17.931 | - | 1.7391 | - | 78.990 | - | 16.442 | - | 1468.2 | - | 43.135 | - | 90.218 | - | 4.0640 |
| JAN26 | 98.829 | +0.0011 | 1.4930 | -0.0033 | 5.3675 | - | 1.3885 | -0.0005 | 1.2539 | +0.0334 | 7.0077 | -0.0024 | 1.3420 | - | 1.1685 | +0.7900 | 158.73 | +0.0550 | 17.986 | -0.0029 | 1.7350 | - | 101.01 | +0.0800 | 16.502 | -39.600 | 1428.6 | -0.0227 | 43.113 | +0.0620 | 90.277 | - | 4.0640 |
| FEB26 | 98.282 | -0.0005 | 1.4925 | +0.0595 | 5.4270 | -0.0008 | 1.3877 | +0.0203 | 1.2742 | -0.0147 | 6.9930 | +0.0011 | 1.3431 | - | 1.1700 | - | 158.73 | +0.0650 | 18.051 | +0.0034 | 1.7384 | - | 101.01 | +0.0540 | 16.556 | - | 1428.6 | +1.0138 | 44.127 | +0.2620 | 90.539 | -0.0040 | 4.0584 |
| MAR26 | 98.351 | +0.0002 | 1.4927 | +0.0019 | 5.4289 | -0.0003 | 1.3874 | -0.0001 | 1.2741 | -0.0008 | 6.9922 | +0.0004 | 1.3425 | - | 1.1722 | -0.6200 | 158.11 | -0.0100 | 18.041 | -0.0017 | 1.7367 | - | 101.01 | +0.0280 | 16.584 | - | 1428.6 | +1.1224 | 45.249 | -0.0010 | 90.538 | +0.0005 | 4.0604 |
| APR26 | 98.385 | +0.0006 | 1.4933 | +0.0018 | 5.4307 | -0.0018 | 1.3856 | -0.0001 | 1.2740 | -0.0176 | 6.9746 | +0.0001 | 1.3424 | - | 1.1750 | -1.2600 | 156.85 | +0.0510 | 18.092 | -0.0008 | 1.7359 | - | 101.01 | - | 16.584 | - | 1428.6 | +3.2994 | 48.548 | +0.2930 | 90.831 | -0.0029 | 4.0561 |
| MAY26 | 98.398 | +0.0021 | 1.4954 | +0.0366 | 5.4673 | -0.0015 | 1.3841 | - | 1.2740 | -0.0155 | 6.9591 | -0.0019 | 1.3405 | - | 1.1799 | -0.6000 | 156.25 | +0.0560 | 18.148 | -0.0003 | 1.7356 | - | 101.01 | +0.0340 | 16.618 | - | 1428.6 | -0.0041 | 48.544 | +0.2600 | 91.091 | -0.0024 | 4.0538 |
| JUN26 | 98.400 | -0.0017 | 1.4937 | +0.0390 | 5.5063 | -0.0004 | 1.3837 | - | 1.2740 | -0.0148 | 6.9443 | +0.0021 | 1.3426 | - | 1.1830 | - | 156.25 | +0.0590 | 18.207 | -0.0001 | 1.7355 | - | 101.01 | +0.0420 | 16.660 | - | 1428.6 | -0.0005 | 48.544 | +0.2160 | 91.307 | -0.0026 | 4.0511 |
| JUL26 | 98.402 | - | 1.4934 | - | 5.5438 | - | 1.3797 | - | 1.2740 | - | 6.9313 | - | 1.3426 | - | 1.1876 | - | 156.25 | - | 18.256 | - | 1.7355 | - | 101.01 | - | 16.694 | - | 1428.6 | - | 48.543 | - | 91.500 | - | 4.0487 |
| 2Q26 | 98.395 | +0.0007 | 1.4941 | -0.0757 | 5.4681 | +0.0048 | 1.3844 | - | 1.2740 | +0.0280 | 6.9593 | -0.0013 | 1.3418 | - | 1.1911 | +0.2000 | 156.45 | -0.1070 | 18.149 | +0.0001 | 1.7356 | - | 101.01 | -0.0730 | 16.621 | - | 1428.6 | +0.0023 | 48.545 | -0.4230 | 91.077 | +0.0050 | 4.0537 |
| 3Q26 | 98.422 | +0.0001 | 1.4942 | +0.1157 | 5.5838 | -0.0043 | 1.3802 | - | 1.2740 | -0.0401 | 6.9192 | +0.0009 | 1.3427 | - | 1.1946 | -0.4400 | 156.01 | +0.1660 | 18.315 | -0.0006 | 1.7350 | - | 101.01 | +0.1110 | 16.732 | - | 1428.6 | -0.0086 | 48.537 | +0.5510 | 91.628 | -0.0062 | 4.0462 |
| 4Q26 | 98.317 | +0.0035 | 1.4977 | +0.0296 | 5.6134 | -0.0026 | 1.3776 | +0.0118 | 1.2858 | -0.0337 | 6.8855 | +0.0004 | 1.3421 | - | 1.1981 | -1.9000 | 154.11 | +0.1720 | 18.487 | -0.0038 | 1.7312 | - | 101.01 | +0.1120 | 16.844 | - | 1428.6 | +3.2950 | 51.832 | -0.1940 | 91.434 | +0.0080 | 4.0598 |
| 1Q27 | 98.096 | +0.0030 | 1.5007 | -0.0628 | 5.5506 | -0.0031 | 1.3745 | +0.0098 | 1.2956 | -0.0237 | 6.8618 | -0.0019 | 1.3402 | - | 1.2015 | -0.2600 | 153.85 | +0.1610 | 18.648 | -0.0030 | 1.7282 | - | 101.01 | +0.0980 | 16.942 | - | 1428.6 | +3.4790 | 55.311 | -1.0660 | 90.368 | +0.0380 | 3.8898 |
| 2Q27 | 97.742 | - | 1.5013 | - | 5.3833 | - | 1.3753 | - | 1.3027 | - | 6.8405 | - | 1.3421 | - | 1.2051 | - | 153.85 | - | 18.892 | - | 1.7266 | - | 101.01 | - | 17.051 | - | 1428.6 | - | 59.189 | - | 87.890 | - | 3.5994 |
| 2026 | 98.405 | -0.0066 | 1.4946 | +0.1350 | 5.5183 | +0.0072 | 1.3825 | -0.0274 | 1.2753 | +0.0999 | 6.9404 | +0.0001 | 1.3422 | - | 1.2086 | +2.4300 | 156.28 | -0.6480 | 18.244 | +0.0080 | 1.7346 | - | 101.01 | -0.3650 | 16.686 | - | 1428.6 | -10.919 | 48.269 | +3.2580 | 91.148 | -0.1280 | 4.0548 |
| 2027 | 97.662 | +0.0092 | 1.5039 | -0.0896 | 5.4287 | -0.0082 | 1.3743 | +0.0349 | 1.3102 | -0.1124 | 6.8280 | +0.0057 | 1.3479 | - | 1.2120 | -2.4300 | 153.85 | +0.7750 | 19.019 | -0.0074 | 1.7272 | - | 101.01 | +0.4820 | 17.168 | - | 1428.6 | +13.982 | 62.251 | -6.7220 | 84.426 | +0.2513 | 3.1934 |
| 2028 | 96.734 | +0.0165 | 1.5204 | +1.0680 | 6.4967 | -0.0164 | 1.3579 | +0.0481 | 1.3583 | -0.0971 | 6.7309 | +0.1017 | 1.4496 | - | 1.2155 | - | 153.85 | +0.9020 | 19.921 | -0.0038 | 1.7234 | - | 101.01 | +0.5620 | 17.730 | - | 1428.6 | +18.326 | 80.577 | -44.945 | 39.481 | +0.4697 | 3.6631 |
| 2029 | 96.065 | +9.6000 | 1.5300 | +0.3484 | 6.8451 | -8.0000 | 1.3499 | +0.0327 | 1.3910 | -2.3600 | 6.7073 | +0.2191 | 1.6687 | - | 1.2188 | - | 153.85 | +0.6500 | 20.571 | -1.8000 | 1.7216 | - | 101.01 | +0.4020 | 18.132 | - | 1428.6 | +12.381 | 92.958 | -78.286 | -38.805 | - | - |
| SPOT |
|---|
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |