FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-04-23 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 | - | 1.4019 | - | 4.9789 | - | 1.3698 | - | 1.2768 | - | 6.8255 | - | 1.3468 | - | 1.1686 | - | 158.93 | - | 17.416 | - | 1.7077 | - | 75.870 | - | 16.607 | - | 1483.1 | - | 44.913 | - | 94.085 | - | 3.9600 |
| APR26 | 98.748 | -0.0018 | 1.4001 | -0.0242 | 4.9662 | -0.0003 | 1.3722 | -0.0062 | 1.2706 | +0.0432 | 6.8687 | +0.0008 | 1.3476 | - | 1.1686 | -0.2000 | 158.73 | -0.0560 | 17.360 | -0.0005 | 1.7063 | - | 101.01 | -0.1620 | 16.445 | -54.500 | 1428.6 | -0.2962 | 44.617 | +0.0680 | 94.153 | - | 3.9600 |
| MAY26 | 98.599 | +0.0036 | 1.4037 | +0.0716 | 5.0378 | -0.0030 | 1.3665 | +0.0212 | 1.2918 | -0.0394 | 6.8293 | -0.0004 | 1.3469 | +0.0027 | 1.1713 | - | 158.73 | +0.0540 | 17.414 | -0.0013 | 1.6985 | - | 101.01 | +0.0570 | 16.502 | - | 1428.6 | +1.2975 | 45.914 | +0.2760 | 94.429 | -0.0031 | 3.9569 |
| JUN26 | 98.508 | -0.0004 | 1.4033 | -0.0045 | 5.0327 | - | 1.3665 | +0.0020 | 1.2917 | +0.0013 | 6.8306 | +0.0001 | 1.3470 | +0.0001 | 1.1714 | - | 158.73 | +0.0080 | 17.422 | +0.0006 | 1.7017 | - | 101.01 | +0.0540 | 16.556 | - | 1428.6 | +1.2556 | 47.170 | -0.0850 | 94.344 | -0.0001 | 3.9568 |
| JUL26 | 98.460 | -0.0004 | 1.4029 | -0.0040 | 5.0287 | - | 1.3665 | +0.0011 | 1.2897 | +0.0013 | 6.8319 | +0.0001 | 1.3471 | +0.0001 | 1.1715 | - | 158.73 | +0.0070 | 17.429 | +0.0003 | 1.6994 | - | 101.01 | -0.0070 | 16.549 | - | 1428.6 | +3.8231 | 50.993 | +0.1170 | 94.461 | -0.0030 | 3.9538 |
| AUG26 | 98.442 | +0.0007 | 1.4036 | +0.0231 | 5.0512 | -0.0017 | 1.3648 | +0.0003 | 1.2900 | -0.0153 | 6.8166 | -0.0002 | 1.3481 | +0.0016 | 1.1731 | - | 158.73 | +0.0460 | 17.475 | +0.0001 | 1.6990 | - | 101.01 | +0.0350 | 16.584 | - | 1428.6 | +0.0242 | 51.017 | +0.2190 | 94.680 | -0.0031 | 3.9507 |
| SEP26 | 98.440 | +0.0008 | 1.4019 | +0.0305 | 5.0817 | -0.0018 | 1.3616 | - | 1.2901 | -0.0140 | 6.8026 | -0.0004 | 1.3478 | +0.0016 | 1.1756 | - | 158.73 | +0.0460 | 17.521 | - | 1.6989 | - | 101.01 | +0.0340 | 16.618 | - | 1428.6 | +0.0033 | 51.020 | +0.2940 | 94.974 | -0.0034 | 3.9473 |
| OCT26 | 98.437 | - | 1.4078 | - | 5.1169 | - | 1.3613 | - | 1.2902 | - | 6.7878 | - | 1.3434 | - | 1.1761 | - | 158.78 | - | 17.567 | - | 1.6988 | - | 101.01 | - | 16.666 | - | 1428.6 | - | 51.024 | - | 95.250 | - | 3.9441 |
| 3Q26 | 98.447 | -0.0017 | 1.4036 | -0.0634 | 5.0535 | +0.0033 | 1.3647 | - | 1.2899 | +0.0293 | 6.8171 | +0.0007 | 1.3480 | -0.0029 | 1.1731 | -0.0500 | 158.73 | -0.0920 | 17.475 | - | 1.6992 | - | 101.01 | -0.0820 | 16.584 | - | 1428.6 | -0.0139 | 51.010 | -0.5450 | 94.705 | +0.0065 | 3.9506 |
| 4Q26 | 98.410 | +0.0017 | 1.4059 | +0.0982 | 5.1517 | -0.0040 | 1.3604 | +0.0009 | 1.2908 | -0.0450 | 6.7721 | -0.0007 | 1.3451 | +0.0029 | 1.1760 | -0.1300 | 158.60 | +0.1380 | 17.613 | +0.0002 | 1.6977 | - | 101.01 | +0.1270 | 16.711 | - | 1428.6 | +0.0522 | 51.062 | +0.7250 | 95.430 | -0.0083 | 3.9423 |
| 1Q27 | 98.015 | -0.0010 | 1.4049 | +0.0083 | 5.1600 | -0.0045 | 1.3559 | +0.0156 | 1.3064 | -0.0426 | 6.7295 | +0.0020 | 1.3471 | +0.0033 | 1.1809 | -2.0800 | 156.52 | +0.1490 | 17.762 | -0.0127 | 1.6850 | - | 101.01 | +0.1240 | 16.835 | - | 1428.6 | +4.2017 | 55.264 | -0.0440 | 95.386 | +0.0031 | 3.9454 |
| 2Q27 | 98.059 | +0.0039 | 1.4081 | -0.1596 | 5.0004 | -0.0018 | 1.3541 | +0.0115 | 1.3179 | -0.0390 | 6.6905 | -0.0031 | 1.3440 | +0.0033 | 1.1828 | -0.5400 | 155.98 | +0.1620 | 17.924 | -0.0014 | 1.6820 | - | 101.01 | +0.1430 | 16.978 | - | 1428.6 | +4.3343 | 59.598 | -0.5660 | 94.820 | +0.0167 | 3.9621 |
| 3Q27 | 97.583 | - | 1.4080 | - | 4.5677 | - | 1.3481 | - | 1.3303 | - | 6.6672 | - | 1.3492 | - | 1.1873 | - | 153.17 | - | 18.007 | - | 1.6819 | - | 101.01 | - | 16.807 | - | 1428.6 | - | 64.557 | - | 93.481 | - | 4.0015 |
| 2026 | 98.492 | -0.0090 | 1.4038 | +0.5048 | 5.0725 | +0.0162 | 1.3643 | -0.0426 | 1.2877 | +0.1435 | 6.8107 | -0.0023 | 1.3467 | -0.0093 | 1.1732 | +5.5200 | 158.69 | -0.5110 | 17.496 | +0.0186 | 1.7003 | - | 101.01 | -0.2080 | 16.599 | - | 1428.6 | -15.233 | 49.324 | +1.3330 | 94.814 | -0.0512 | 3.9503 |
| 2027 | 97.772 | +0.0080 | 1.4072 | -0.4584 | 4.6141 | -0.0083 | 1.3468 | +0.0364 | 1.3241 | -0.1301 | 6.6806 | +0.0046 | 1.3516 | +0.0084 | 1.1879 | -6.2300 | 152.46 | +0.5230 | 18.019 | -0.0175 | 1.6830 | - | 101.01 | +0.2750 | 16.874 | - | 1428.6 | +13.331 | 62.655 | -1.1300 | 93.684 | +0.0452 | 3.9955 |
| 2028 | 97.057 | +0.0204 | 1.4276 | +0.9662 | 5.5803 | -0.0154 | 1.3218 | +0.0538 | 1.3783 | -0.1272 | 6.5534 | +0.1729 | 1.5245 | +0.1325 | 1.3204 | -93.960 | 58.500 | +0.8580 | 18.877 | +0.0036 | 1.6866 | - | 101.01 | +0.5610 | 17.435 | - | 1428.6 | +24.331 | 86.986 | -17.019 | 76.665 | +0.0121 | 4.0076 |
| 2029 | 96.531 | +1.5100 | 1.4427 | +0.5633 | 6.1436 | -0.0180 | 1.3038 | +4.1400 | 1.4197 | -7.7500 | 6.4759 | +0.5818 | 2.1063 | +0.4420 | 1.7624 | -314.31 | -255.81 | +0.6910 | 19.568 | +3.8000 | 1.6904 | - | 101.01 | +0.3090 | 17.744 | - | 1428.6 | +18.789 | 105.77 | -42.398 | 34.267 | - | - |
| SPOT |
|---|
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |