FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-01-31 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 | - | 1.4370 | - | 5.2571 | - | 1.3613 | - | 1.2940 | - | 6.9505 | - | 1.3680 | - | 1.1849 | - | 154.78 | - | 17.459 | - | 1.6617 | - | 75.925 | - | 16.127 | - | 1450.3 | - | 43.477 | - | 91.641 | - | 3.9390 |
| JAN26 | 97.215 | -0.0042 | 1.4328 | -0.0618 | 5.1953 | +0.0011 | 1.3624 | -0.0030 | 1.2910 | +0.0405 | 6.9910 | +0.0032 | 1.3712 | -0.0002 | 1.1847 | -0.9300 | 153.85 | -0.2720 | 17.187 | +0.0014 | 1.6631 | - | 101.01 | -0.3520 | 15.775 | -21.700 | 1428.6 | -0.7307 | 42.746 | +0.0630 | 91.704 | - | 3.9390 |
| FEB26 | 97.205 | +0.0039 | 1.4367 | +0.0671 | 5.2624 | -0.0031 | 1.3593 | +0.0210 | 1.3120 | -0.0393 | 6.9517 | -0.0036 | 1.3676 | +0.0026 | 1.1873 | - | 153.85 | +0.1130 | 17.300 | -0.0161 | 1.6470 | - | 101.01 | +0.0230 | 15.798 | - | 1428.6 | +0.9950 | 43.741 | +0.3760 | 92.080 | -0.0029 | 3.9361 |
| MAR26 | 96.937 | -0.0007 | 1.4360 | +0.0063 | 5.2687 | -0.0001 | 1.3592 | +0.0002 | 1.3122 | +0.0024 | 6.9541 | +0.0007 | 1.3683 | +0.0001 | 1.1874 | - | 153.85 | +0.0010 | 17.301 | +0.0015 | 1.6485 | - | 101.01 | +0.0250 | 15.823 | - | 1428.6 | +1.1016 | 44.843 | +0.0260 | 92.106 | +0.0001 | 3.9362 |
| APR26 | 96.803 | -0.0008 | 1.4352 | +0.0061 | 5.2748 | - | 1.3592 | +0.0001 | 1.3123 | +0.0023 | 6.9564 | +0.0007 | 1.3690 | +0.0001 | 1.1875 | - | 153.85 | +0.0010 | 17.302 | +0.0008 | 1.6493 | - | 101.01 | +0.0060 | 15.829 | - | 1428.6 | +3.2387 | 48.082 | +0.0260 | 92.132 | -0.0027 | 3.9335 |
| MAY26 | 96.752 | -0.0002 | 1.4350 | +0.0454 | 5.3202 | -0.0025 | 1.3567 | +0.0001 | 1.3124 | -0.0131 | 6.9433 | +0.0003 | 1.3693 | +0.0021 | 1.1896 | - | 153.85 | +0.0590 | 17.361 | +0.0003 | 1.6496 | - | 101.01 | +0.0370 | 15.866 | - | 1428.6 | -0.0042 | 48.078 | +0.2470 | 92.379 | -0.0021 | 3.9314 |
| JUN26 | 96.745 | +0.0004 | 1.4354 | +0.0370 | 5.3572 | -0.0023 | 1.3544 | - | 1.3124 | -0.0134 | 6.9299 | -0.0001 | 1.3692 | +0.0022 | 1.1918 | - | 153.85 | +0.0540 | 17.415 | - | 1.6496 | - | 101.01 | +0.0320 | 15.898 | - | 1428.6 | -0.0006 | 48.077 | +0.2220 | 92.601 | -0.0026 | 3.9288 |
| JUL26 | 96.738 | - | 1.4373 | - | 5.3914 | - | 1.3549 | - | 1.3124 | - | 6.9170 | - | 1.3679 | - | 1.1922 | - | 153.90 | - | 17.459 | - | 1.6497 | - | 101.01 | - | 15.930 | - | 1428.6 | - | 48.076 | - | 92.799 | - | 3.9262 |
| 2Q26 | 96.767 | -0.0021 | 1.4352 | -0.0740 | 5.3174 | +0.0019 | 1.3568 | - | 1.3124 | +0.0262 | 6.9432 | +0.0013 | 1.3692 | -0.0025 | 1.1897 | -0.0500 | 153.85 | -0.1000 | 17.359 | -0.0002 | 1.6495 | - | 101.01 | -0.0650 | 15.865 | - | 1428.6 | +0.0024 | 48.079 | -0.4290 | 92.370 | +0.0050 | 3.9312 |
| 3Q26 | 96.658 | +0.0018 | 1.4370 | +0.1135 | 5.4309 | -0.0028 | 1.3540 | +0.0001 | 1.3125 | -0.0399 | 6.9033 | -0.0009 | 1.3683 | +0.0031 | 1.1928 | -0.1300 | 153.72 | +0.1540 | 17.513 | +0.0006 | 1.6501 | - | 101.01 | +0.1010 | 15.966 | - | 1428.6 | -0.0090 | 48.070 | +0.6360 | 93.006 | -0.0061 | 3.9251 |
| 4Q26 | 95.777 | +0.0025 | 1.4395 | +0.0292 | 5.4601 | -0.0056 | 1.3484 | +0.0136 | 1.3261 | -0.0383 | 6.8650 | +0.0003 | 1.3686 | +0.0058 | 1.1986 | -1.9500 | 151.77 | +0.1580 | 17.671 | -0.0042 | 1.6459 | - | 101.01 | +0.1030 | 16.069 | - | 1428.6 | +3.1969 | 51.267 | +0.4050 | 93.411 | -0.0032 | 3.9219 |
| 1Q27 | 96.028 | +0.0017 | 1.4412 | -0.0602 | 5.3999 | -0.0040 | 1.3444 | +0.0121 | 1.3382 | -0.0297 | 6.8353 | +0.0001 | 1.3687 | +0.0043 | 1.2029 | -0.5000 | 151.27 | +0.1650 | 17.836 | -0.0026 | 1.6433 | - | 101.01 | +0.1060 | 16.175 | - | 1428.6 | +3.1689 | 54.436 | +1.1880 | 94.599 | -0.0112 | 3.9107 |
| 2Q27 | 95.128 | - | 1.4441 | - | 5.2398 | - | 1.3435 | - | 1.3499 | - | 6.8163 | - | 1.3674 | - | 1.2016 | - | 148.67 | - | 17.835 | - | 1.6427 | - | 101.01 | - | 16.408 | - | 1428.6 | - | 58.155 | - | 97.761 | - | 3.8847 |
| 2026 | 96.580 | -0.0074 | 1.4367 | +0.1228 | 5.3626 | +0.0114 | 1.3549 | -0.0359 | 1.3140 | +0.1030 | 6.9193 | +0.0014 | 1.3688 | -0.0097 | 1.1919 | +4.6300 | 153.30 | -0.3840 | 17.451 | +0.0069 | 1.6496 | - | 101.01 | -0.4840 | 15.924 | - | 1428.6 | -10.357 | 47.798 | -5.0730 | 92.688 | +0.0441 | 3.9288 |
| 2027 | 95.196 | +0.0127 | 1.4494 | -0.0805 | 5.2821 | -0.0151 | 1.3398 | +0.0432 | 1.3572 | -0.1223 | 6.7970 | -0.0053 | 1.3635 | +0.0058 | 1.1977 | -12.620 | 140.68 | +0.6490 | 18.100 | -0.0056 | 1.6440 | - | 101.01 | +0.5630 | 16.487 | - | 1428.6 | +13.315 | 61.113 | +9.9450 | 102.63 | -0.0804 | 3.8484 |
| 2028 | 94.187 | +0.0150 | 1.4644 | +1.0135 | 6.2956 | -0.0224 | 1.3174 | +0.0532 | 1.4104 | -0.1144 | 6.6826 | -0.0674 | 1.2961 | -0.0682 | 1.1295 | -139.14 | 1.5400 | +0.8330 | 18.933 | +0.0028 | 1.6468 | - | 101.01 | +0.5770 | 17.064 | - | 1428.6 | +17.666 | 78.779 | +65.824 | 168.46 | +0.0300 | 3.8784 |
| 2029 | 93.563 | +1.1300 | 1.4757 | +0.3296 | 6.6252 | -1.3100 | 1.3043 | +3.5400 | 1.4458 | -0.0244 | 6.6582 | -0.1453 | 1.1508 | -0.1471 | 0.9824 | -299.89 | -298.35 | +0.5670 | 19.500 | +2.4000 | 1.6492 | - | 101.01 | +0.4650 | 17.529 | - | 1428.6 | +11.939 | 90.718 | +118.88 | 287.34 | - | - |
| SPOT |
|---|
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |