FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-02-23 23:00:02 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 | - | 1.5253 | - | 4.9598 | - | 1.3483 | - | 1.1361 | - | 7.1939 | - | 1.2659 | - | 1.0825 | - | 150.51 | - | 17.104 | - | 1.6129 | - | 93.041 | - | 19.168 | - | 1327.5 | - | 30.979 | - | 82.840 | - | 4.7730 |
| FEB24 | 104.01 | -0.0002 | 1.5268 | -0.0125 | 4.9304 | +0.0043 | 1.3533 | +0.0034 | 1.1380 | -0.0814 | 7.1125 | +0.0016 | 1.2672 | - | 1.0836 | -1.3200 | 149.25 | -0.0730 | 17.032 | -0.0020 | 1.6122 | -6.7390 | 86.633 | -0.2110 | 18.938 | -77.400 | 1250.0 | -0.2235 | 30.743 | +0.0140 | 82.884 | - | 4.7730 |
| MAR24 | 103.68 | -0.0018 | 1.5239 | +0.0288 | 4.9592 | -0.0117 | 1.3416 | +0.0149 | 1.1529 | -0.0103 | 7.1022 | -0.0028 | 1.2644 | - | 1.0859 | - | 149.25 | +0.1870 | 17.219 | -0.0041 | 1.6081 | +4.2250 | 90.858 | +0.0370 | 18.975 | - | 1250.0 | +1.1039 | 31.847 | +0.0830 | 82.967 | -0.0091 | 4.7639 |
| APR24 | 103.62 | -0.0001 | 1.5239 | +0.0011 | 4.9603 | +0.0021 | 1.3437 | - | 1.1529 | +0.0001 | 7.1023 | +0.0004 | 1.2648 | - | 1.0864 | - | 149.25 | -0.0070 | 17.212 | +0.0019 | 1.6100 | +0.0360 | 90.894 | +0.0360 | 19.011 | - | 1250.0 | +1.0684 | 32.916 | +0.0260 | 82.993 | -0.0002 | 4.7637 |
| MAY24 | 103.51 | +0.0001 | 1.5240 | +0.0012 | 4.9615 | +0.0022 | 1.3459 | - | 1.1529 | - | 7.1023 | +0.0004 | 1.2652 | - | 1.0887 | - | 149.25 | -0.0080 | 17.204 | +0.0007 | 1.6107 | +0.0130 | 90.907 | - | 19.011 | - | 1250.0 | +2.1713 | 35.087 | +0.1400 | 83.133 | -0.0095 | 4.7542 |
| JUN24 | 103.60 | -0.0010 | 1.5230 | +0.0175 | 4.9790 | +0.0008 | 1.3467 | - | 1.1529 | -0.0064 | 7.0959 | -0.0002 | 1.2650 | - | 1.0917 | -0.5400 | 148.71 | +0.0750 | 17.279 | +0.0001 | 1.6108 | +0.0020 | 90.909 | +0.0460 | 19.057 | - | 1250.0 | +0.0009 | 35.088 | +0.1280 | 83.261 | -0.0097 | 4.7445 |
| JUL24 | 103.51 | -0.0013 | 1.5224 | +0.0159 | 4.9999 | +0.0010 | 1.3477 | - | 1.1529 | -0.0086 | 7.0873 | -0.0002 | 1.2666 | - | 1.0963 | -1.0800 | 147.63 | +0.0820 | 17.361 | +0.0001 | 1.6109 | +0.0020 | 90.911 | +0.0540 | 19.111 | - | 1250.0 | +0.0009 | 35.089 | +0.1050 | 83.366 | -0.0088 | 4.7357 |
| AUG24 | 103.51 | - | 1.5211 | - | 5.0151 | - | 1.3477 | - | 1.1529 | - | 7.0771 | - | 1.2640 | - | 1.1013 | - | 147.06 | - | 17.452 | - | 1.6117 | - | 90.925 | - | 19.166 | - | 1250.0 | - | 35.095 | - | 83.476 | - | 4.7276 |
| 2Q24 | 103.61 | +0.0035 | 1.5237 | -0.0431 | 4.9669 | -0.0022 | 1.3455 | - | 1.1529 | +0.0231 | 7.1002 | +0.0010 | 1.2650 | - | 1.1058 | +2.0100 | 149.07 | -0.2200 | 17.232 | -0.0012 | 1.6105 | -0.0220 | 90.903 | -0.1390 | 19.027 | - | 1250.0 | -0.7318 | 34.363 | -0.3340 | 83.129 | +0.0265 | 4.7541 |
| 3Q24 | 103.57 | -0.0021 | 1.5216 | +0.0432 | 5.0101 | +0.0021 | 1.3476 | - | 1.1529 | -0.0226 | 7.0776 | -0.0007 | 1.2643 | - | 1.1104 | -1.8200 | 147.25 | +0.2180 | 17.450 | +0.0016 | 1.6121 | +0.0290 | 90.932 | +0.1390 | 19.166 | - | 1250.0 | +0.7353 | 35.099 | +0.3480 | 83.477 | -0.0262 | 4.7279 |
| 4Q24 | 103.06 | -0.0025 | 1.5191 | +0.0215 | 5.0316 | -0.0012 | 1.3462 | +0.0109 | 1.1638 | -0.0291 | 7.0485 | -0.0008 | 1.2635 | - | 1.1149 | -0.4000 | 146.85 | +0.2520 | 17.702 | +0.0078 | 1.6199 | +3.3320 | 94.264 | +0.1510 | 19.317 | - | 1250.0 | +3.3830 | 38.482 | +0.2560 | 83.733 | +0.0041 | 4.7320 |
| 1Q25 | 103.61 | -0.0024 | 1.5167 | -0.0879 | 4.9437 | -0.0017 | 1.3445 | +0.0096 | 1.1734 | -0.0321 | 7.0164 | +0.0007 | 1.2642 | - | 1.1194 | -1.9200 | 144.93 | +0.2620 | 17.964 | +0.0030 | 1.6229 | +4.2150 | 98.479 | +0.1540 | 19.471 | - | 1250.0 | +3.4855 | 41.967 | +0.8600 | 84.593 | +0.0694 | 4.8014 |
| 2Q25 | 102.74 | - | 1.5179 | - | 4.6624 | - | 1.3455 | - | 1.1838 | - | 6.9982 | - | 1.2642 | - | 1.1238 | - | 144.95 | - | 18.144 | - | 1.6252 | - | 111.08 | - | 19.604 | - | 1250.0 | - | 45.016 | - | 86.881 | - | 4.9862 |
| 2024 | 103.49 | +0.0043 | 1.5222 | +0.3299 | 4.9923 | +0.0030 | 1.3466 | -0.0293 | 1.1545 | +0.0830 | 7.0812 | +0.0004 | 1.2646 | - | 1.1282 | +3.0500 | 148.00 | -0.7440 | 17.400 | -0.0118 | 1.6134 | -19.643 | 91.435 | -0.4730 | 19.131 | - | 1250.0 | -9.8869 | 35.129 | -3.5140 | 83.352 | -0.2427 | 4.7435 |
| 2025 | 102.88 | -0.0032 | 1.5198 | -0.5977 | 4.3946 | +0.0006 | 1.3472 | +0.0347 | 1.1892 | -0.0872 | 6.9940 | -0.0003 | 1.2643 | - | 1.1326 | -3.0000 | 145.00 | +0.8920 | 18.292 | +0.0111 | 1.6245 | +13.344 | 104.78 | +0.5580 | 19.689 | - | 1250.0 | +11.450 | 46.580 | +7.0550 | 90.407 | +0.5274 | 5.2709 |
| 2026 | 102.30 | -0.0119 | 1.5079 | +0.9143 | 5.3089 | -0.0073 | 1.3399 | +0.0441 | 1.2333 | +0.0018 | 6.9958 | +0.0012 | 1.2655 | - | 1.1370 | +0.8900 | 145.89 | +0.8930 | 19.185 | +0.0103 | 1.6348 | - | 109.29 | +0.7230 | 20.412 | - | 1250.0 | +12.996 | 59.575 | +47.424 | 137.83 | -0.2231 | 5.0478 |
| 2027 | 102.00 | -4.4000 | 1.5035 | +0.1186 | 5.4275 | -2.3000 | 1.3376 | +0.0304 | 1.2637 | +9.2800 | 7.0886 | +2.8000 | 1.2683 | - | 1.1414 | +2.1000 | 147.99 | +0.6340 | 19.819 | +5.9000 | 1.6407 | - | 132.69 | +0.4910 | 20.903 | - | 1250.0 | +8.8876 | 68.463 | +93.044 | 230.88 | - | - |
| SPOT |
|---|
| FEB24 |
| MAR24 |
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |