FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-11-07 23:00:07 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 | - | 1.5366 | - | 5.3595 | - | 1.4104 | - | 1.2346 | - | 7.1255 | - | 1.3052 | - | 1.1578 | - | 154.05 | - | 18.484 | - | 1.7652 | - | 81.345 | - | 17.399 | - | 1440.6 | - | 42.085 | - | 88.514 | - | 4.1890 |
| NOV25 | 100.12 | +0.0004 | 1.5370 | -0.0125 | 5.3470 | -0.0008 | 1.4096 | +0.0005 | 1.2351 | -0.0333 | 7.0922 | -0.0007 | 1.3045 | - | 1.1602 | -0.2000 | 153.85 | - | 18.622 | -0.0009 | 1.7643 | - | 101.01 | +0.0230 | 17.422 | -12.000 | 1428.6 | +0.2736 | 42.359 | +0.1620 | 88.676 | - | 4.1890 |
| DEC25 | 99.674 | -0.0009 | 1.5361 | +0.0823 | 5.4293 | -0.0019 | 1.4077 | +0.0181 | 1.2532 | -0.0100 | 7.0822 | +0.0007 | 1.3052 | - | 1.1623 | - | 153.85 | +0.0350 | 18.657 | -0.0073 | 1.7570 | - | 101.01 | +0.0300 | 17.452 | - | 1428.6 | +1.1197 | 43.478 | +0.1580 | 88.834 | -0.0045 | 4.1845 |
| JAN26 | 99.678 | +0.0002 | 1.5363 | -0.0004 | 5.4289 | - | 1.4077 | -0.0003 | 1.2529 | - | 7.0822 | -0.0004 | 1.3048 | - | 1.1605 | - | 153.85 | +0.0080 | 18.665 | -0.0001 | 1.7569 | - | 101.01 | +0.0310 | 17.483 | - | 1428.6 | +1.1197 | 44.598 | - | 88.834 | +0.0003 | 4.1848 |
| FEB26 | 99.680 | -0.0003 | 1.5360 | -0.0004 | 5.4285 | -0.0019 | 1.4058 | -0.0001 | 1.2528 | -0.0103 | 7.0719 | - | 1.3048 | - | 1.1654 | -0.5900 | 153.26 | +0.0630 | 18.728 | - | 1.7569 | - | 101.01 | +0.0080 | 17.491 | - | 1428.6 | +2.1285 | 46.727 | +0.1600 | 88.994 | -0.0038 | 4.1810 |
| MAR26 | 99.680 | -0.0001 | 1.5359 | +0.0344 | 5.4629 | -0.0018 | 1.4040 | - | 1.2528 | -0.0095 | 7.0624 | +0.0001 | 1.3049 | - | 1.1663 | -1.1000 | 152.16 | +0.0580 | 18.786 | - | 1.7569 | - | 101.01 | +0.0440 | 17.535 | - | 1428.6 | +0.0025 | 46.729 | +0.1470 | 89.141 | -0.0031 | 4.1779 |
| APR26 | 99.680 | -0.0003 | 1.5356 | +0.0373 | 5.5002 | -0.0023 | 1.4017 | - | 1.2528 | -0.0103 | 7.0521 | -0.0006 | 1.3043 | - | 1.1743 | -0.6400 | 151.52 | +0.0560 | 18.842 | -0.0001 | 1.7568 | - | 101.01 | +0.0400 | 17.575 | - | 1428.6 | +0.0020 | 46.731 | +0.1720 | 89.313 | -0.0032 | 4.1747 |
| MAY26 | 99.682 | - | 1.5356 | - | 5.5384 | - | 1.4017 | - | 1.2527 | - | 7.0411 | - | 1.3044 | - | 1.1768 | - | 151.52 | - | 18.903 | - | 1.7568 | - | 101.01 | - | 17.613 | - | 1428.6 | - | 46.747 | - | 89.488 | - | 4.1716 |
| 1Q26 | 99.679 | +0.0005 | 1.5361 | -0.0983 | 5.4401 | +0.0041 | 1.4058 | +0.0001 | 1.2528 | +0.0311 | 7.0722 | +0.0004 | 1.3048 | - | 1.1790 | +1.5700 | 153.09 | -0.1760 | 18.727 | +0.0001 | 1.7569 | - | 101.01 | -0.1100 | 17.503 | - | 1428.6 | -0.7288 | 46.018 | -0.4990 | 88.989 | +0.0096 | 4.1812 |
| 2Q26 | 99.683 | -0.0004 | 1.5357 | +0.0987 | 5.5388 | -0.0039 | 1.4019 | -0.0002 | 1.2526 | -0.0312 | 7.0410 | -0.0002 | 1.3046 | - | 1.1827 | -1.5700 | 151.52 | +0.1770 | 18.904 | -0.0001 | 1.7568 | - | 101.01 | +0.1130 | 17.616 | - | 1428.6 | +0.7374 | 46.755 | +0.4980 | 89.487 | -0.0095 | 4.1717 |
| 3Q26 | 99.375 | -0.0003 | 1.5354 | +0.0834 | 5.6222 | -0.0049 | 1.3970 | +0.0118 | 1.2644 | -0.0288 | 7.0122 | -0.0002 | 1.3044 | - | 1.1863 | -0.2600 | 151.26 | +0.1800 | 19.084 | -0.0061 | 1.7507 | - | 101.01 | +0.1250 | 17.741 | - | 1428.6 | +3.5231 | 50.278 | +0.3500 | 89.837 | -0.0039 | 4.1678 |
| 4Q26 | 99.387 | +0.0003 | 1.5357 | +0.0749 | 5.6971 | -0.0047 | 1.3923 | +0.0117 | 1.2761 | -0.0273 | 6.9849 | -0.0003 | 1.3041 | - | 1.1898 | -1.7600 | 149.50 | +0.1840 | 19.268 | -0.0056 | 1.7451 | - | 101.01 | +0.1270 | 17.868 | - | 1428.6 | +3.8071 | 54.085 | +1.0800 | 90.917 | -0.0054 | 4.1624 |
| 1Q27 | 98.581 | - | 1.5365 | - | 5.9317 | - | 1.3936 | - | 1.2874 | - | 6.9691 | - | 1.3036 | - | 1.1931 | - | 152.00 | - | 19.032 | - | 1.7411 | - | 101.01 | - | 17.655 | - | 1428.6 | - | 58.180 | - | 93.736 | - | 4.1484 |
| 2025 | 99.896 | +0.0001 | 1.5366 | -0.5436 | 5.3881 | +0.0150 | 1.4086 | -0.0433 | 1.2441 | +0.1181 | 7.0872 | +0.0013 | 1.3049 | - | 1.1966 | +1.8500 | 153.85 | -0.3930 | 18.639 | +0.0196 | 1.7607 | - | 101.01 | -0.2180 | 17.437 | - | 1428.6 | -15.261 | 42.918 | -4.9810 | 88.755 | +0.0384 | 4.1868 |
| 2026 | 99.531 | -0.0009 | 1.5357 | +0.1864 | 5.5745 | -0.0093 | 1.3993 | +0.0174 | 1.2615 | -0.0596 | 7.0276 | -0.0004 | 1.3045 | - | 1.2001 | -2.5100 | 151.34 | +0.3570 | 18.996 | -0.0083 | 1.7524 | - | 101.01 | +0.2450 | 17.682 | - | 1428.6 | +6.3658 | 49.284 | +1.0530 | 89.808 | -0.0160 | 4.1708 |
| 2027 | 98.136 | +0.0036 | 1.5393 | +0.7925 | 6.3670 | -0.0087 | 1.3906 | +0.0455 | 1.3070 | -0.0891 | 6.9385 | -0.0047 | 1.2998 | - | 1.2034 | +22.400 | 173.74 | +0.4040 | 19.400 | -0.0128 | 1.7396 | - | 101.01 | +0.1260 | 17.808 | - | 1428.6 | +16.638 | 65.923 | +15.929 | 105.74 | -0.0711 | 4.0997 |
| 2028 | 96.947 | +3.0000 | 1.5423 | +0.2424 | 6.6094 | -0.0246 | 1.3660 | +0.0503 | 1.3573 | -8.7900 | 6.8506 | -0.0346 | 1.2652 | - | 1.2068 | +195.22 | 368.96 | +0.6600 | 20.060 | -0.0138 | 1.7258 | - | 101.01 | +0.7290 | 18.537 | - | 1428.6 | +19.486 | 85.409 | +79.629 | 185.37 | - | - |
| SPOT |
|---|
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |