FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-08-03 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 | - | 1.5461 | - | 5.5383 | - | 1.3783 | - | 1.2441 | - | 7.2111 | - | 1.3278 | - | 1.1583 | - | 147.38 | - | 18.851 | - | 1.6903 | - | 79.985 | - | 18.050 | - | 1388.8 | - | 40.615 | - | 87.215 | - | 4.2750 |
| AUG25 | 98.594 | +0.0062 | 1.5523 | +0.0149 | 5.5532 | +0.0025 | 1.3808 | +0.0041 | 1.2482 | -0.0682 | 7.1429 | +0.0027 | 1.3305 | +0.0024 | 1.1607 | -0.3200 | 147.06 | +0.0170 | 18.868 | -0.0027 | 1.6876 | - | 101.01 | +0.1980 | 18.248 | +39.800 | 1428.6 | +0.4482 | 41.063 | +0.0910 | 87.306 | - | 4.2750 |
| SEP25 | 98.009 | -0.0077 | 1.5446 | +0.0617 | 5.6149 | -0.0051 | 1.3757 | +0.0079 | 1.2561 | - | 7.1429 | -0.0019 | 1.3286 | +0.0013 | 1.1620 | - | 147.06 | +0.0360 | 18.904 | +0.0032 | 1.6908 | - | 101.01 | - | 18.248 | - | 1428.6 | +1.1309 | 42.194 | +0.1370 | 87.443 | -0.0058 | 4.2692 |
| OCT25 | 98.081 | +0.0036 | 1.5482 | +0.0062 | 5.6211 | +0.0011 | 1.3768 | +0.0011 | 1.2572 | -0.0026 | 7.1403 | +0.0011 | 1.3297 | -0.0003 | 1.1617 | - | 147.06 | +0.0080 | 18.912 | -0.0009 | 1.6899 | - | 101.01 | +0.0670 | 18.315 | - | 1428.6 | +1.1686 | 43.363 | +0.0030 | 87.446 | +0.0002 | 4.2694 |
| NOV25 | 98.106 | +0.0009 | 1.5491 | +0.0060 | 5.6271 | -0.0023 | 1.3745 | +0.0003 | 1.2575 | -0.0090 | 7.1313 | -0.0011 | 1.3286 | - | 1.1617 | - | 147.06 | +0.0640 | 18.976 | -0.0004 | 1.6895 | - | 101.01 | -0.0080 | 18.307 | - | 1428.6 | +2.2975 | 45.660 | +0.1460 | 87.592 | -0.0053 | 4.2641 |
| DEC25 | 98.110 | -0.0007 | 1.5484 | +0.0464 | 5.6735 | -0.0011 | 1.3734 | +0.0001 | 1.2576 | -0.0125 | 7.1188 | -0.0014 | 1.3272 | +0.0012 | 1.1629 | -0.5300 | 146.53 | +0.0620 | 19.038 | - | 1.6895 | - | 101.01 | +0.0410 | 18.348 | - | 1428.6 | +0.0019 | 45.662 | +0.1400 | 87.732 | -0.0049 | 4.2592 |
| JAN26 | 98.114 | -0.0062 | 1.5422 | +0.0450 | 5.7185 | +0.0001 | 1.3735 | +0.0001 | 1.2577 | -0.0127 | 7.1061 | +0.0032 | 1.3304 | +0.0060 | 1.1689 | -1.7300 | 144.80 | +0.0550 | 19.093 | -0.0001 | 1.6894 | - | 101.01 | +0.0340 | 18.382 | - | 1428.6 | +0.0022 | 45.664 | +0.1450 | 87.877 | -0.0054 | 4.2538 |
| FEB26 | 98.138 | - | 1.5427 | - | 5.7607 | - | 1.3732 | - | 1.2580 | - | 7.0931 | - | 1.3299 | - | 1.1684 | - | 144.93 | - | 19.159 | - | 1.6891 | - | 101.01 | - | 18.417 | - | 1428.6 | - | 45.677 | - | 88.028 | - | 4.2481 |
| 4Q25 | 98.099 | +0.0059 | 1.5486 | -0.1201 | 5.6406 | +0.0017 | 1.3749 | -0.0006 | 1.2574 | +0.0371 | 7.1302 | -0.0014 | 1.3285 | -0.0063 | 1.1621 | +1.9500 | 146.88 | -0.1840 | 18.975 | +0.0005 | 1.6896 | - | 101.01 | -0.0930 | 18.324 | - | 1428.6 | -0.7818 | 44.895 | -0.4380 | 87.590 | +0.0161 | 4.2642 |
| 1Q26 | 98.154 | -0.0044 | 1.5442 | +0.1187 | 5.7593 | -0.0023 | 1.3726 | +0.0008 | 1.2582 | -0.0363 | 7.0939 | +0.0001 | 1.3286 | +0.0050 | 1.1671 | -1.6000 | 145.28 | +0.1850 | 19.160 | -0.0007 | 1.6889 | - | 101.01 | +0.0950 | 18.419 | - | 1428.6 | +0.7899 | 45.685 | +0.4360 | 88.026 | -0.0158 | 4.2484 |
| 2Q26 | 98.107 | +0.0021 | 1.5463 | +0.1046 | 5.8639 | -0.0073 | 1.3653 | +0.0121 | 1.2703 | -0.0313 | 7.0626 | -0.0036 | 1.3250 | +0.0017 | 1.1688 | -0.5800 | 144.70 | +0.1950 | 19.355 | -0.0033 | 1.6856 | - | 101.01 | +0.1310 | 18.550 | - | 1428.6 | +3.5463 | 49.231 | +0.0140 | 88.040 | +0.0011 | 4.2495 |
| 3Q26 | 97.650 | -0.0010 | 1.5453 | +0.2715 | 6.1354 | -0.0011 | 1.3642 | +0.0122 | 1.2825 | -0.0224 | 7.0402 | -0.0006 | 1.3244 | +0.0047 | 1.1735 | -1.6100 | 143.09 | +0.1890 | 19.544 | -0.0031 | 1.6825 | - | 101.01 | +0.1220 | 18.672 | - | 1428.6 | +3.4516 | 52.683 | -0.8230 | 87.217 | +0.0393 | 4.2888 |
| 4Q26 | 97.210 | - | 1.5469 | - | 7.0005 | - | 1.3600 | - | 1.2941 | - | 7.0223 | - | 1.3236 | - | 1.1725 | - | 145.48 | - | 19.634 | - | 1.6808 | - | 101.01 | - | 18.750 | - | 1428.6 | - | 56.524 | - | 85.023 | - | 4.3937 |
| 2025 | 98.180 | +0.0016 | 1.5485 | -1.3825 | 5.6180 | +0.0162 | 1.3762 | -0.0388 | 1.2553 | +0.1129 | 7.1352 | +0.0053 | 1.3289 | -0.0107 | 1.1618 | +1.4700 | 146.95 | -0.6940 | 18.940 | +0.0087 | 1.6895 | - | 101.01 | -0.4570 | 18.293 | - | 1428.6 | -12.936 | 43.588 | +2.4810 | 87.504 | -0.1263 | 4.2674 |
| 2026 | 97.780 | -0.0028 | 1.5457 | +0.5718 | 6.1898 | -0.0107 | 1.3655 | +0.0210 | 1.2763 | -0.0805 | 7.0547 | -0.0035 | 1.3254 | +0.0087 | 1.1705 | -2.3100 | 144.64 | +0.4830 | 19.423 | -0.0050 | 1.6845 | - | 101.01 | +0.3050 | 18.598 | - | 1428.6 | +7.4424 | 51.031 | -0.4280 | 87.076 | +0.0277 | 4.2951 |
| 2027 | 96.335 | +0.0024 | 1.5481 | +1.7545 | 7.9443 | -0.0216 | 1.3439 | +0.0502 | 1.3265 | -0.1180 | 6.9367 | -0.0163 | 1.3091 | -0.0158 | 1.1547 | +44.270 | 188.91 | +0.9810 | 20.404 | -0.0031 | 1.6814 | - | 101.01 | +0.8320 | 19.430 | - | 1428.6 | +17.385 | 68.416 | -20.232 | 66.844 | +0.3533 | 4.6484 |
| 2028 | 94.928 | -6.9000 | 1.5412 | -0.8599 | 7.0844 | -6.4000 | 1.3375 | +4.7800 | 1.3743 | -8.2500 | 6.8542 | -0.0851 | 1.2240 | -0.1041 | 1.0506 | +253.46 | 442.37 | +0.9660 | 21.370 | -2.7000 | 1.6787 | - | 101.01 | +0.9040 | 20.334 | - | 1428.6 | +17.328 | 85.743 | -80.388 | -13.544 | - | - |
| SPOT |
|---|
| AUG25 |
| SEP25 |
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |