FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-02-28 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 | - | 1.4059 | - | 5.1300 | - | 1.3642 | - | 1.3004 | - | 6.8574 | - | 1.3478 | - | 1.1812 | - | 156.04 | - | 17.196 | - | 1.6678 | - | 77.225 | - | 15.900 | - | 1439.2 | - | 43.920 | - | 91.026 | - | 3.8880 |
| FEB26 | 97.727 | -0.0006 | 1.4053 | -0.0229 | 5.1071 | +0.0016 | 1.3658 | -0.0038 | 1.2966 | +0.0684 | 6.9258 | +0.0011 | 1.3489 | -0.0007 | 1.1805 | +0.2100 | 156.25 | -0.0460 | 17.150 | +0.0005 | 1.6683 | - | 101.01 | -0.0290 | 15.871 | -10.600 | 1428.6 | -0.6350 | 43.285 | -0.3820 | 90.644 | - | 3.8880 |
| MAR26 | 97.271 | +0.0003 | 1.4056 | +0.0819 | 5.1890 | -0.0050 | 1.3608 | +0.0201 | 1.3167 | -0.0485 | 6.8773 | -0.0015 | 1.3474 | +0.0038 | 1.1843 | +0.5800 | 156.83 | +0.1220 | 17.272 | -0.0062 | 1.6621 | - | 101.01 | +0.0530 | 15.924 | - | 1428.6 | +1.1590 | 44.444 | +0.9380 | 91.582 | -0.0032 | 3.8848 |
| APR26 | 97.281 | +0.0001 | 1.4057 | +0.0121 | 5.2011 | +0.0001 | 1.3609 | -0.0003 | 1.3164 | +0.0003 | 6.8776 | +0.0003 | 1.3477 | -0.0001 | 1.1842 | -0.5800 | 156.25 | -0.0010 | 17.271 | -0.0001 | 1.6620 | - | 101.01 | +0.0500 | 15.974 | - | 1428.6 | +1.1217 | 45.566 | -0.0740 | 91.508 | +0.0001 | 3.8849 |
| MAY26 | 97.285 | +0.0001 | 1.4058 | +0.0018 | 5.2029 | +0.0001 | 1.3610 | -0.0002 | 1.3162 | +0.0002 | 6.8778 | +0.0003 | 1.3480 | -0.0001 | 1.1841 | -0.6000 | 155.65 | - | 17.271 | - | 1.6620 | - | 101.01 | -0.0060 | 15.968 | - | 1428.6 | +2.2832 | 47.849 | -0.0760 | 91.432 | -0.0028 | 3.8821 |
| JUN26 | 97.285 | +0.0004 | 1.4062 | +0.0017 | 5.2046 | -0.0017 | 1.3593 | - | 1.3162 | -0.0216 | 6.8562 | +0.0001 | 1.3481 | +0.0017 | 1.1858 | -1.2200 | 154.43 | +0.0530 | 17.324 | - | 1.6620 | - | 101.01 | +0.0320 | 16.000 | - | 1428.6 | -0.0024 | 47.847 | +0.2260 | 91.658 | -0.0025 | 3.8796 |
| JUL26 | 97.286 | +0.0005 | 1.4067 | +0.0363 | 5.2409 | -0.0014 | 1.3579 | - | 1.3162 | -0.0150 | 6.8412 | +0.0001 | 1.3482 | +0.0016 | 1.1874 | -0.5800 | 153.85 | +0.0370 | 17.361 | - | 1.6620 | - | 101.01 | +0.0320 | 16.032 | - | 1428.6 | -0.0025 | 47.844 | +0.1810 | 91.839 | -0.0021 | 3.8775 |
| AUG26 | 97.290 | - | 1.4077 | - | 5.2800 | - | 1.3558 | - | 1.3160 | - | 6.8283 | - | 1.3486 | - | 1.1893 | - | 153.85 | - | 17.399 | - | 1.6619 | - | 101.01 | - | 16.071 | - | 1428.6 | - | 47.827 | - | 92.041 | - | 3.8756 |
| 2Q26 | 97.283 | -0.0018 | 1.4059 | -0.0771 | 5.2029 | +0.0046 | 1.3604 | +0.0003 | 1.3163 | +0.0422 | 6.8705 | -0.0007 | 1.3479 | -0.0046 | 1.1847 | +1.5900 | 155.44 | -0.1100 | 17.289 | +0.0001 | 1.6620 | - | 101.01 | -0.0900 | 15.981 | - | 1428.6 | -0.7392 | 47.087 | -0.5080 | 91.533 | +0.0066 | 3.8822 |
| 3Q26 | 97.292 | +0.0014 | 1.4073 | +0.0768 | 5.2797 | -0.0038 | 1.3566 | -0.0003 | 1.3160 | -0.0426 | 6.8279 | +0.0005 | 1.3484 | +0.0039 | 1.1886 | -1.5900 | 153.85 | +0.1150 | 17.404 | -0.0001 | 1.6619 | - | 101.01 | +0.0880 | 16.069 | - | 1428.6 | +0.7297 | 47.817 | +0.5080 | 92.041 | -0.0065 | 3.8757 |
| 4Q26 | 97.016 | +0.0021 | 1.4094 | +0.0956 | 5.3753 | -0.0042 | 1.3524 | +0.0128 | 1.3288 | -0.0390 | 6.7889 | +0.0004 | 1.3488 | +0.0042 | 1.1928 | - | 153.85 | +0.1470 | 17.551 | -0.0049 | 1.6570 | - | 101.01 | +0.1040 | 16.173 | - | 1428.6 | +3.2533 | 51.070 | +0.3450 | 92.386 | +0.0099 | 3.8856 |
| 1Q27 | 97.071 | +0.0035 | 1.4129 | -0.0119 | 5.3634 | -0.0039 | 1.3485 | +0.0118 | 1.3406 | -0.0352 | 6.7537 | -0.0001 | 1.3487 | +0.0039 | 1.1967 | -0.2600 | 153.59 | +0.1480 | 17.699 | -0.0031 | 1.6539 | - | 101.01 | +0.1070 | 16.280 | - | 1428.6 | +3.6064 | 54.677 | -0.6950 | 91.691 | +0.0692 | 3.9548 |
| 2Q27 | 96.417 | - | 1.4135 | - | 5.2660 | - | 1.3490 | - | 1.3521 | - | 6.7337 | - | 1.3484 | - | 1.1973 | - | 150.92 | - | 17.799 | - | 1.6526 | - | 101.01 | - | 16.364 | - | 1428.6 | - | 58.496 | - | 89.465 | - | 4.1389 |
| 2026 | 97.252 | -0.0064 | 1.4071 | -0.0051 | 5.2609 | +0.0087 | 1.3577 | -0.0342 | 1.3179 | +0.1086 | 6.8423 | -0.0001 | 1.3483 | -0.0097 | 1.1876 | +3.8500 | 154.77 | -0.4210 | 17.378 | +0.0086 | 1.6612 | - | 101.01 | -0.3220 | 16.042 | - | 1428.6 | -10.709 | 47.787 | +2.3630 | 91.828 | -0.2568 | 3.8821 |
| 2027 | 96.412 | +0.0088 | 1.4159 | -0.0729 | 5.1880 | -0.0087 | 1.3490 | +0.0404 | 1.3583 | -0.1270 | 6.7153 | -0.0006 | 1.3477 | +0.0118 | 1.1994 | -12.100 | 142.67 | +0.5870 | 17.965 | -0.0064 | 1.6548 | - | 101.01 | +0.3830 | 16.425 | - | 1428.6 | +13.140 | 60.927 | -6.2230 | 85.605 | +0.5406 | 4.4227 |
| 2028 | 95.409 | +0.0220 | 1.4379 | +0.8679 | 6.0559 | -0.0210 | 1.3280 | +0.0505 | 1.4088 | -0.1131 | 6.6022 | -0.0124 | 1.3353 | +0.0355 | 1.2349 | -143.41 | -0.7400 | +0.8260 | 18.791 | +0.0004 | 1.6552 | - | 101.01 | +0.5020 | 16.927 | - | 1428.6 | +18.443 | 79.370 | -54.704 | 30.901 | -0.1285 | 4.2942 |
| 2029 | 94.702 | +1.2800 | 1.4507 | +0.3092 | 6.3651 | -1.0500 | 1.3175 | +3.4800 | 1.4436 | -5.3900 | 6.5483 | -2.9200 | 1.3061 | +8.3600 | 1.3185 | -336.75 | -337.49 | +0.6100 | 19.401 | +1.7000 | 1.6569 | - | 101.01 | +0.3420 | 17.269 | - | 1428.6 | +12.757 | 92.127 | -111.51 | -80.608 | - | - |
| SPOT |
|---|
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |