FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-07-13 23:00:06 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 | - | 1.4459 | - | 5.1366 | - | 1.4153 | - | 1.2274 | - | 6.7790 | - | 1.3348 | - | 1.1381 | - | 162.44 | - | 17.515 | - | 1.7379 | - | 76.621 | - | 16.453 | - | 1497.0 | - | 47.016 | - | 95.620 | - | 4.0680 |
| JUL26 | 101.31 | -0.0019 | 1.4440 | -0.0151 | 5.1215 | -0.0005 | 1.4148 | -0.0005 | 1.2269 | +0.0241 | 6.8031 | +0.0020 | 1.3368 | +0.0013 | 1.1394 | -1.1500 | 161.29 | +0.0280 | 17.543 | -0.0018 | 1.7361 | - | 101.01 | +0.0200 | 16.473 | -68.400 | 1428.6 | -0.3609 | 46.655 | +0.3400 | 95.960 | - | 4.0680 |
| AUG26 | 100.68 | +0.0034 | 1.4474 | +0.0654 | 5.1869 | -0.0020 | 1.4128 | +0.0230 | 1.2499 | -0.0271 | 6.7760 | -0.0020 | 1.3348 | +0.0015 | 1.1409 | - | 161.29 | +0.0550 | 17.598 | -0.0056 | 1.7305 | - | - | +0.0290 | 16.502 | - | 1428.6 | +1.3243 | 47.979 | +0.2680 | 96.228 | -0.0038 | 4.0642 |
| SEP26 | 100.71 | -0.0004 | 1.4470 | -0.0002 | 5.1867 | +0.0001 | 1.4129 | -0.0001 | 1.2498 | -0.0009 | 6.7751 | +0.0004 | 1.3352 | +0.0003 | 1.1412 | - | 161.29 | +0.0080 | 17.606 | -0.0002 | 1.7303 | - | - | +0.0270 | 16.529 | - | 1428.6 | +1.2817 | 49.261 | +0.0020 | 96.230 | - | 4.0642 |
| OCT26 | 100.73 | -0.0005 | 1.4465 | -0.0001 | 5.1866 | -0.0019 | 1.4110 | - | 1.2498 | -0.0010 | 6.7741 | +0.0004 | 1.3356 | +0.0003 | 1.1415 | - | 161.29 | +0.0070 | 17.613 | -0.0001 | 1.7302 | - | - | +0.0070 | 16.536 | - | 1428.6 | +3.8984 | 53.160 | +0.2630 | 96.493 | -0.0037 | 4.0605 |
| NOV26 | 100.74 | +0.0005 | 1.4470 | +0.0337 | 5.2203 | -0.0022 | 1.4088 | - | 1.2498 | -0.0152 | 6.7589 | +0.0002 | 1.3358 | +0.0016 | 1.1431 | - | 161.29 | +0.0480 | 17.661 | -0.0001 | 1.7301 | - | 101.01 | +0.0410 | 16.577 | - | 1428.6 | +0.0279 | 53.187 | +0.2610 | 96.754 | -0.0039 | 4.0566 |
| DEC26 | 100.74 | +0.0004 | 1.4474 | +0.0337 | 5.2540 | -0.0020 | 1.4068 | - | 1.2498 | -0.0123 | 6.7466 | +0.0001 | 1.3359 | +0.0014 | 1.1445 | - | 161.29 | +0.0380 | 17.699 | - | 1.7301 | - | 101.01 | +0.0340 | 16.611 | - | 1428.6 | +0.0041 | 53.192 | +0.2450 | 96.999 | -0.0043 | 4.0523 |
| JAN27 | 100.74 | - | 1.4480 | - | 5.2883 | - | 1.4048 | - | 1.2498 | - | 6.7340 | - | 1.3359 | - | 1.1457 | - | 160.65 | - | 17.738 | - | 1.7301 | - | 101.01 | - | 16.639 | - | 1428.6 | - | 53.196 | - | 97.248 | - | 4.0475 |
| 4Q26 | 100.74 | -0.0010 | 1.4470 | -0.0680 | 5.2203 | +0.0041 | 1.4089 | - | 1.2498 | +0.0258 | 6.7598 | -0.0001 | 1.3358 | -0.0027 | 1.1430 | +0.6400 | 161.29 | -0.0800 | 17.658 | - | 1.7301 | - | - | -0.0640 | 16.575 | - | 1428.6 | -0.0166 | 53.180 | -0.4990 | 96.749 | +0.0090 | 4.0565 |
| 1Q27 | 100.75 | +0.0014 | 1.4484 | +0.1007 | 5.3210 | -0.0055 | 1.4034 | - | 1.2498 | -0.0408 | 6.7190 | - | 1.3358 | +0.0043 | 1.1473 | -1.7300 | 159.56 | +0.1250 | 17.783 | -0.0001 | 1.7300 | - | 101.01 | +0.1010 | 16.676 | - | 1428.6 | +0.0601 | 53.240 | +0.6760 | 97.425 | -0.0126 | 4.0439 |
| 2Q27 | 100.49 | +0.0019 | 1.4503 | +0.0070 | 5.3280 | +0.0026 | 1.4060 | +0.0134 | 1.2632 | -0.0468 | 6.6722 | -0.0008 | 1.3350 | +0.0020 | 1.1493 | -0.8300 | 158.73 | +0.1280 | 17.911 | -0.0040 | 1.7260 | - | 101.01 | +0.1210 | 16.797 | - | 1428.6 | +4.2665 | 57.506 | +0.5290 | 97.954 | -0.0134 | 4.0305 |
| 3Q27 | 100.04 | +0.0084 | 1.4587 | -0.1527 | 5.1753 | +0.0141 | 1.4201 | +0.0132 | 1.2764 | -0.0460 | 6.6262 | -0.0052 | 1.3298 | +0.0031 | 1.1524 | - | 158.73 | +0.1400 | 18.051 | -0.0032 | 1.7228 | - | 101.01 | +0.1050 | 16.902 | - | 1428.6 | +4.6912 | 62.197 | +1.9030 | 99.857 | -0.0498 | 3.9807 |
| 4Q27 | 99.213 | - | 1.4813 | - | 4.7678 | - | 1.4531 | - | 1.2893 | - | 6.6051 | - | 1.3162 | - | 1.1607 | - | 158.73 | - | 17.860 | - | 1.7209 | - | 101.01 | - | 16.725 | - | 1428.6 | - | 67.624 | - | 104.30 | - | 3.8644 |
| 2026 | 100.82 | -0.0348 | 1.4465 | +0.4248 | 5.1926 | -0.0419 | 1.4112 | -0.0433 | 1.2460 | +0.1672 | 6.7723 | +0.0195 | 1.3357 | -0.0189 | 1.1418 | +2.5600 | 161.29 | -0.2400 | 17.620 | +0.0103 | 1.7312 | - | - | -0.1870 | 16.538 | - | 1428.6 | -17.051 | 50.572 | -7.8520 | 96.444 | +0.1966 | 4.0610 |
| 2027 | 100.12 | +0.0132 | 1.4597 | -0.0446 | 5.1480 | +0.0095 | 1.4207 | +0.0237 | 1.2697 | -0.1167 | 6.6556 | -0.0065 | 1.3292 | +0.0106 | 1.1524 | -2.3500 | 158.94 | +0.2810 | 17.901 | -0.0062 | 1.7250 | - | 101.01 | +0.2370 | 16.775 | - | 1428.6 | +9.5693 | 60.142 | +3.4390 | 99.883 | -0.0811 | 3.9799 |
| 2028 | 97.995 | +0.0257 | 1.4854 | +0.0694 | 5.2174 | -0.0045 | 1.4162 | +0.0592 | 1.3289 | -0.1251 | 6.5305 | -0.1267 | 1.2025 | +0.0774 | 1.2298 | -0.2100 | 158.73 | +0.5650 | 18.466 | -0.0068 | 1.7182 | - | 101.01 | +0.3970 | 17.172 | - | 1428.6 | +25.569 | 85.711 | +37.641 | 137.52 | -0.3457 | 3.6342 |
| 2029 | 96.049 | -1.8900 | 1.4665 | +1.0248 | 6.2422 | -0.0766 | 1.3396 | +0.0582 | 1.3871 | -0.1137 | 6.4168 | -0.4993 | 0.7032 | +0.3031 | 1.5329 | - | 158.73 | +0.4010 | 18.867 | -5.8000 | 1.7124 | - | 101.01 | +0.4340 | 17.606 | - | 1428.6 | +24.297 | 110.01 | +138.52 | 276.04 | - | - |
| SPOT |
|---|
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| JAN27 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 4Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |