FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-08-27 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 | - | 1.3899 | - | 5.1606 | - | 1.3851 | - | 1.2439 | - | 6.7193 | - | 1.3596 | - | 1.1653 | - | 159.35 | - | 16.962 | - | 1.6795 | - | 86.290 | - | 15.982 | - | 1381.1 | - | 48.154 | - | 95.530 | - | 4.0300 |
| AUG26 | 99.175 | -0.0002 | 1.3897 | -0.0239 | 5.1367 | +0.0008 | 1.3859 | -0.0022 | 1.2417 | +0.0777 | 6.7970 | +0.0006 | 1.3602 | -0.0006 | 1.1647 | -0.6200 | 158.73 | -0.0400 | 16.922 | +0.0011 | 1.6806 | - | 101.01 | +0.0190 | 16.001 | +47.500 | 1428.6 | -0.5398 | 47.615 | -0.0400 | 95.490 | - | 4.0300 |
| SEP26 | 98.831 | +0.0011 | 1.3908 | +0.0638 | 5.2005 | -0.0033 | 1.3826 | +0.0160 | 1.2577 | -0.0572 | 6.7398 | -0.0016 | 1.3586 | +0.0024 | 1.1671 | - | 158.73 | +0.1210 | 17.043 | -0.0041 | 1.6765 | - | - | +0.0250 | 16.026 | - | 1428.6 | +1.1659 | 48.781 | +0.4840 | 95.974 | -0.0043 | 4.0257 |
| OCT26 | 98.835 | - | 1.3908 | -0.0003 | 5.2002 | - | 1.3826 | +0.0002 | 1.2579 | +0.0033 | 6.7431 | +0.0002 | 1.3588 | - | 1.1671 | - | 158.73 | -0.0070 | 17.036 | - | 1.6765 | - | - | +0.0250 | 16.051 | - | 1428.6 | +1.2048 | 49.985 | +0.0050 | 95.979 | +0.0001 | 4.0258 |
| NOV26 | 98.837 | +0.0001 | 1.3909 | -0.0003 | 5.1999 | -0.0001 | 1.3825 | +0.0001 | 1.2580 | +0.0032 | 6.7463 | +0.0002 | 1.3590 | - | 1.1671 | - | 158.73 | -0.0070 | 17.029 | -0.0001 | 1.6764 | - | - | +0.0070 | 16.058 | - | 1428.6 | +2.3647 | 52.350 | +0.0040 | 95.983 | -0.0042 | 4.0216 |
| DEC26 | 98.837 | +0.0007 | 1.3916 | +0.0294 | 5.2293 | -0.0017 | 1.3808 | - | 1.2580 | -0.0167 | 6.7296 | -0.0001 | 1.3589 | +0.0013 | 1.1684 | - | 158.73 | +0.0430 | 17.072 | - | 1.6764 | - | 101.01 | +0.0380 | 16.096 | - | 1428.6 | +0.0060 | 52.356 | +0.2590 | 96.242 | -0.0043 | 4.0173 |
| JAN27 | 98.837 | +0.0009 | 1.3925 | +0.0298 | 5.2591 | -0.0019 | 1.3789 | - | 1.2580 | -0.0148 | 6.7148 | +0.0001 | 1.3590 | +0.0014 | 1.1698 | - | 158.73 | +0.0440 | 17.116 | - | 1.6764 | - | 101.01 | +0.0400 | 16.136 | - | 1428.6 | +0.0069 | 52.363 | +0.2770 | 96.519 | -0.0046 | 4.0127 |
| FEB27 | 98.839 | - | 1.3934 | - | 5.2919 | - | 1.3769 | - | 1.2581 | - | 6.6975 | - | 1.3588 | - | 1.1711 | - | 158.11 | - | 17.153 | - | 1.6764 | - | 101.01 | - | 16.176 | - | 1428.6 | - | 52.402 | - | 96.789 | - | 4.0086 |
| 4Q26 | 98.836 | -0.0023 | 1.3911 | -0.0821 | 5.2098 | +0.0051 | 1.3820 | -0.0001 | 1.2580 | +0.0422 | 6.7397 | +0.0001 | 1.3589 | -0.0036 | 1.1675 | +0.6200 | 158.73 | -0.1070 | 17.046 | +0.0001 | 1.6765 | - | - | -0.1070 | 16.069 | - | 1428.6 | -0.8380 | 51.564 | -0.7210 | 96.068 | +0.0129 | 4.0215 |
| 1Q27 | 98.840 | +0.0022 | 1.3933 | +0.0814 | 5.2912 | -0.0050 | 1.3770 | +0.0002 | 1.2582 | -0.0417 | 6.6980 | -0.0001 | 1.3588 | +0.0035 | 1.1710 | -0.8000 | 157.93 | +0.1070 | 17.153 | -0.0001 | 1.6764 | - | 101.01 | +0.1040 | 16.173 | - | 1428.6 | +0.8634 | 52.427 | +0.7120 | 96.780 | -0.0128 | 4.0087 |
| 2Q27 | 98.615 | +0.0023 | 1.3956 | +0.0924 | 5.3836 | -0.0039 | 1.3731 | +0.0132 | 1.2714 | -0.0476 | 6.6504 | -0.0003 | 1.3585 | +0.0030 | 1.1740 | -1.6800 | 156.25 | +0.1260 | 17.279 | -0.0033 | 1.6731 | - | 101.01 | +0.1050 | 16.278 | - | 1428.6 | +4.0613 | 56.489 | +0.4510 | 97.231 | -0.0013 | 4.0074 |
| 3Q27 | 98.647 | +0.0069 | 1.4025 | +0.3136 | 5.6972 | -0.0018 | 1.3713 | +0.0134 | 1.2848 | -0.0442 | 6.6062 | -0.0001 | 1.3584 | +0.0046 | 1.1786 | - | 156.25 | +0.1350 | 17.414 | -0.0028 | 1.6703 | - | 101.01 | +0.1090 | 16.387 | - | 1428.6 | +4.2327 | 60.721 | -0.8620 | 96.369 | +0.0151 | 4.0225 |
| 4Q27 | 98.075 | - | 1.4248 | - | 6.6968 | - | 1.3657 | - | 1.2980 | - | 6.5749 | - | 1.3581 | - | 1.1932 | - | 156.25 | - | 17.511 | - | 1.6679 | - | 101.01 | - | 16.471 | - | 1428.6 | - | 65.897 | - | 93.622 | - | 4.0628 |
| 2026 | 98.903 | -0.0340 | 1.3908 | -1.5035 | 5.1933 | +0.0172 | 1.3829 | -0.0434 | 1.2546 | +0.1762 | 6.7511 | +0.0010 | 1.3591 | -0.0263 | 1.1669 | +2.4800 | 158.73 | -0.4910 | 17.020 | +0.0094 | 1.6773 | - | - | -0.4250 | 16.046 | - | 1428.6 | -15.680 | 50.217 | +2.3120 | 95.934 | -0.0387 | 4.0241 |
| 2027 | 98.544 | +0.0132 | 1.4040 | +0.5739 | 5.7672 | -0.0111 | 1.3718 | +0.0235 | 1.2781 | -0.1187 | 6.6324 | -0.0007 | 1.3584 | +0.0123 | 1.1792 | -2.0600 | 156.67 | +0.3190 | 17.339 | -0.0053 | 1.6720 | - | 101.01 | +0.2810 | 16.327 | - | 1428.6 | +8.6661 | 58.883 | +0.0670 | 96.001 | +0.0013 | 4.0254 |
| 2028 | 97.573 | +0.0435 | 1.4475 | +1.8839 | 7.6511 | -0.0293 | 1.3425 | +0.0587 | 1.3368 | -0.1759 | 6.4565 | -0.0034 | 1.3550 | +0.1527 | 1.3319 | -0.4200 | 156.25 | +0.6420 | 17.981 | -0.0055 | 1.6665 | - | 101.01 | +0.4540 | 16.781 | - | 1428.6 | +24.897 | 83.780 | -28.440 | 67.561 | +0.1220 | 4.1474 |
| 2029 | 96.770 | -2.5400 | 1.4221 | -1.2499 | 6.4012 | -0.0219 | 1.3206 | +0.0586 | 1.3954 | -0.1532 | 6.3033 | -0.0143 | 1.3407 | +0.6439 | 1.9758 | - | 156.25 | +0.6330 | 18.614 | -6.6000 | 1.6599 | - | 101.01 | +0.4710 | 17.252 | - | 1428.6 | +25.810 | 109.59 | -121.06 | -53.495 | - | - |
| SPOT |
|---|
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| JAN27 |
| FEB27 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 4Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |