FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-05-06 23:00:08 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 | - | 1.3891 | - | 4.9101 | - | 1.3596 | - | 1.2768 | - | 6.8162 | - | 1.3593 | - | 1.1763 | - | 158.93 | - | 17.302 | - | 1.6807 | - | 75.640 | - | 16.463 | - | 1451.9 | - | 45.226 | - | 95.050 | - | 3.9470 |
| MAY26 | 98.088 | -0.0067 | 1.3824 | -0.0123 | 4.8978 | -0.0009 | 1.3587 | +0.0035 | 1.2803 | +0.0331 | 6.8493 | -0.0007 | 1.3586 | - | 1.1778 | -2.6800 | 156.25 | +0.0890 | 17.391 | +0.0007 | 1.6814 | - | 101.01 | +0.2310 | 16.694 | -23.300 | 1428.6 | +0.3943 | 45.621 | +0.2150 | 95.265 | - | 3.9470 |
| JUN26 | 97.621 | +0.0003 | 1.3827 | +0.0772 | 4.9750 | -0.0015 | 1.3572 | +0.0210 | 1.3013 | -0.0140 | 6.8353 | +0.0003 | 1.3589 | - | 1.1792 | - | 156.25 | +0.0310 | 17.422 | -0.0125 | 1.6689 | - | 101.01 | +0.0280 | 16.722 | - | 1428.6 | +1.3279 | 46.948 | +0.5570 | 95.822 | -0.0033 | 3.9437 |
| JUL26 | 97.698 | +0.0004 | 1.3831 | +0.0001 | 4.9751 | +0.0005 | 1.3577 | -0.0011 | 1.3002 | +0.0001 | 6.8354 | -0.0001 | 1.3588 | - | 1.1816 | - | 156.25 | +0.0070 | 17.429 | +0.0036 | 1.6725 | - | 101.01 | +0.0280 | 16.750 | - | 1428.6 | +1.3721 | 48.321 | -0.0470 | 95.775 | - | 3.9437 |
| AUG26 | 97.726 | +0.0035 | 1.3866 | +0.0002 | 4.9753 | -0.0005 | 1.3572 | -0.0004 | 1.2998 | -0.0153 | 6.8201 | -0.0011 | 1.3577 | - | 1.1819 | - | 156.25 | +0.0460 | 17.475 | +0.0012 | 1.6737 | - | 101.01 | +0.0070 | 16.757 | - | 1428.6 | +2.6959 | 51.016 | +0.4230 | 96.198 | -0.0033 | 3.9404 |
| SEP26 | 97.730 | +0.0032 | 1.3898 | +0.0396 | 5.0149 | -0.0020 | 1.3552 | -0.0001 | 1.2997 | -0.0164 | 6.8037 | -0.0014 | 1.3562 | - | 1.1894 | -0.6000 | 155.65 | +0.0380 | 17.513 | +0.0002 | 1.6739 | - | 101.01 | +0.0430 | 16.800 | - | 1428.6 | +0.0040 | 51.020 | +0.3700 | 96.568 | -0.0035 | 3.9369 |
| OCT26 | 97.734 | -0.0065 | 1.3828 | +0.0367 | 5.0516 | -0.0041 | 1.3511 | -0.0001 | 1.2996 | -0.0147 | 6.7890 | +0.0020 | 1.3583 | - | 1.1892 | -1.9600 | 153.69 | +0.0380 | 17.551 | +0.0002 | 1.6741 | - | 101.01 | +0.0420 | 16.842 | - | 1428.6 | +0.0044 | 51.025 | +0.3690 | 96.937 | -0.0035 | 3.9335 |
| NOV26 | 97.762 | - | 1.3836 | - | 5.0862 | - | 1.3513 | - | 1.2992 | - | 6.7750 | - | 1.3579 | - | 1.1864 | - | 153.83 | - | 17.606 | - | 1.6754 | - | 101.01 | - | 16.892 | - | 1428.6 | - | 51.054 | - | 97.301 | - | 3.9306 |
| 3Q26 | 97.718 | +0.0010 | 1.3865 | -0.0978 | 4.9884 | +0.0054 | 1.3567 | +0.0007 | 1.2999 | +0.0448 | 6.8198 | -0.0003 | 1.3576 | - | 1.1897 | +2.2200 | 156.05 | -0.1340 | 17.472 | -0.0020 | 1.6734 | - | 101.01 | -0.1230 | 16.769 | - | 1428.6 | -0.9351 | 50.119 | -1.1200 | 96.181 | +0.0098 | 3.9424 |
| 4Q26 | 97.778 | +0.0008 | 1.3858 | +0.0972 | 5.0856 | -0.0046 | 1.3521 | -0.0009 | 1.2990 | -0.0447 | 6.7751 | -0.0006 | 1.3570 | - | 1.1930 | -1.8100 | 154.24 | +0.1340 | 17.606 | +0.0027 | 1.6761 | - | 101.01 | +0.1230 | 16.892 | - | 1428.6 | +0.9526 | 51.072 | +1.1040 | 97.285 | -0.0097 | 3.9307 |
| 1Q27 | 97.861 | +0.0037 | 1.3910 | +0.0560 | 5.1416 | -0.0018 | 1.3503 | +0.0094 | 1.3084 | -0.0410 | 6.7341 | -0.0049 | 1.3521 | - | 1.1963 | -0.6500 | 153.59 | +0.1480 | 17.754 | +0.0105 | 1.6866 | - | 101.01 | +0.1440 | 17.036 | - | 1428.6 | +4.5114 | 55.583 | +0.3440 | 97.629 | -0.0023 | 3.9287 |
| 2Q27 | 97.506 | +0.0100 | 1.4010 | -0.1375 | 5.0041 | -0.0031 | 1.3472 | +0.0119 | 1.3203 | -0.0433 | 6.6908 | -0.0027 | 1.3494 | - | 1.1998 | -1.8100 | 151.78 | +0.1570 | 17.911 | -0.0001 | 1.6865 | - | 101.01 | +0.1460 | 17.182 | - | 1428.6 | +4.7002 | 60.283 | +0.0640 | 97.693 | +0.0028 | 3.9423 |
| 3Q27 | 97.496 | - | 1.3911 | - | 4.5548 | - | 1.3477 | - | 1.3323 | - | 6.6665 | - | 1.3496 | - | 1.2033 | - | 154.53 | - | 18.239 | - | 1.6858 | - | 101.01 | - | 17.007 | - | 1428.6 | - | 65.403 | - | 97.865 | - | 3.9405 |
| 2026 | 97.775 | -0.0053 | 1.3858 | +0.4570 | 5.0118 | +0.0076 | 1.3553 | -0.0350 | 1.2973 | +0.1422 | 6.8087 | +0.0080 | 1.3576 | - | 1.2067 | +0.8900 | 155.42 | -0.7330 | 17.506 | -0.0109 | 1.6749 | - | 101.01 | -0.2070 | 16.800 | - | 1428.6 | -15.885 | 49.518 | -1.4290 | 96.436 | -0.0005 | 3.9400 |
| 2027 | 97.552 | -0.0002 | 1.3856 | -0.4346 | 4.5772 | -0.0067 | 1.3486 | +0.0290 | 1.3263 | -0.1269 | 6.6818 | -0.0073 | 1.3503 | - | 1.2101 | +0.3900 | 155.81 | +0.6200 | 18.126 | +0.0114 | 1.6863 | - | 101.01 | +0.1330 | 16.933 | - | 1428.6 | +13.123 | 62.641 | +1.4110 | 97.847 | -0.0003 | 3.9397 |
| 2028 | 96.970 | +0.0161 | 1.4017 | +0.6182 | 5.1954 | -0.0149 | 1.3337 | +0.0552 | 1.3815 | -0.1275 | 6.5543 | +0.0042 | 1.3545 | - | 1.2133 | +91.550 | 247.36 | +0.7150 | 18.841 | -0.0001 | 1.6862 | - | 101.01 | +0.7170 | 17.650 | - | 1428.6 | +25.805 | 88.446 | +2.4740 | 100.32 | -0.0199 | 3.9198 |
| 2029 | 96.419 | +0.0300 | 1.4317 | +0.8880 | 6.0834 | -0.0138 | 1.3199 | +4.5900 | 1.4274 | -8.2900 | 6.4714 | +0.0178 | 1.3723 | - | 1.2168 | +334.41 | 581.77 | +0.7220 | 19.563 | -4.0000 | 1.6858 | - | 101.01 | +0.3320 | 17.982 | - | 1428.6 | +20.229 | 108.67 | +6.9890 | 107.31 | - | - |
| SPOT |
|---|
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |