FOREX - Calendar swap assessments

Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.

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last update: 2024-01-29 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 - 1.5126 - 4.9515 - 1.3411 - 1.1609 - 7.1794 - 1.2708 - 1.0832 - 147.50 - 17.208 - 1.6311 - 89.271 - 18.781 - 1333.3 - 30.348 - 83.112 - 4.7320
JAN24 103.35 +0.0008 1.5134 -0.0102 4.9413 +0.0040 1.3451 -0.0033 1.1576 -0.0775 7.1019 -0.0025 1.2683 - 1.0832 -0.4400 147.06 -0.1090 17.099 +0.0034 1.6345 -10.242 79.029 -0.0500 18.731 -83.300 1250.0 -0.5562 29.791 +0.0460 83.158 - 4.7320
FEB24 103.49 -0.0039 1.5095 +0.0246 4.9659 -0.0010 1.3441 +0.0146 1.1722 -0.0097 7.0922 +0.0007 1.2690 +0.0027 1.0859 +0.5500 147.61 +0.1710 17.270 +0.0103 1.6448 +6.0190 85.048 +0.0660 18.797 - 1250.0 +0.9936 30.785 +0.1100 83.268 -0.0094 4.7226
MAR24 103.32 +0.0008 1.5103 -0.0056 4.9603 - 1.3441 +0.0006 1.1728 - 7.0922 -0.0003 1.2687 -0.0004 1.0855 -0.5500 147.06 +0.0010 17.271 -0.0021 1.6427 -0.1760 84.872 +0.0710 18.868 - 1250.0 +1.0621 31.847 +0.0240 83.292 +0.0002 4.7228
APR24 103.23 +0.0008 1.5111 -0.0054 4.9549 - 1.3441 +0.0003 1.1731 - 7.0922 -0.0003 1.2684 -0.0004 1.0851 -0.5300 146.53 +0.0010 17.272 -0.0010 1.6417 -0.0880 84.784 -0.0080 18.860 - 1250.0 +3.1032 34.950 +0.0230 83.315 -0.0095 4.7133
MAY24 103.20 +0.0002 1.5113 +0.0006 4.9555 -0.0005 1.3436 +0.0001 1.1732 -0.0050 7.0872 +0.0004 1.2688 +0.0005 1.0856 -1.0500 145.48 +0.0890 17.361 -0.0004 1.6413 -0.0340 84.750 +0.0430 18.903 - 1250.0 +0.0130 34.963 +0.1280 83.443 -0.0087 4.7046
JUN24 103.20 -0.0010 1.5103 +0.0093 4.9648 -0.0008 1.3428 - 1.1732 -0.0076 7.0796 +0.0006 1.2694 +0.0013 1.0869 -0.5500 144.93 +0.0920 17.453 -0.0001 1.6412 -0.0040 84.746 +0.0460 18.949 - 1250.0 +0.0017 34.965 +0.1350 83.578 -0.0086 4.6960
JUL24 103.19 - 1.5069 - 4.9800 - 1.3413 - 1.1732 - 7.0698 - 1.2675 - 1.0895 - 144.97 - 17.536 - 1.6412 - 84.741 - 19.011 - 1250.0 - 34.967 - 83.693 - 4.6886
2Q24 103.21 +0.0040 1.5109 -0.0216 4.9584 +0.0022 1.3435 - 1.1732 +0.0165 7.0863 +0.0014 1.2689 -0.0036 1.0859 +0.6700 145.64 -0.1740 17.362 +0.0002 1.6414 +0.0190 84.760 -0.1070 18.904 - 1250.0 -0.0074 34.960 -0.2470 83.446 +0.0161 4.7047
3Q24 103.14 -0.0031 1.5078 +0.0369 4.9953 -0.0018 1.3417 +0.0002 1.1734 -0.0266 7.0597 -0.0006 1.2683 +0.0032 1.0891 -0.8300 144.81 +0.2620 17.624 -0.0008 1.6406 -0.0710 84.689 +0.1650 19.069 - 1250.0 +0.0276 34.987 +0.3740 83.820 -0.0201 4.6846
4Q24 102.67 -0.0001 1.5077 +0.0409 5.0362 -0.0008 1.3409 +0.0109 1.1843 -0.0310 7.0287 +0.0005 1.2688 +0.0035 1.0926 -1.9500 142.86 +0.2650 17.889 -0.0006 1.6400 +3.0540 87.743 +0.1620 19.231 - 1250.0 +3.3468 38.334 +0.1090 83.929 +0.0057 4.6903
1Q25 102.94 -0.0006 1.5071 +0.1511 5.1873 +0.0002 1.3411 +0.0102 1.1945 -0.0304 6.9983 +0.0019 1.2707 +0.0044 1.0970 -1.8000 141.06 +0.2520 18.141 +0.0031 1.6431 +5.1940 92.937 +0.1640 19.395 - 1250.0 +3.4575 41.791 -0.1130 83.816 +0.0324 4.7227
2Q25 102.61 - 1.5083 - 5.5894 - 1.3399 - 1.2038 - 6.9829 - 1.2684 - 1.0975 - 143.32 - 18.442 - 1.6450 - 110.38 - 19.392 - 1250.0 - 44.840 - 83.514 - 4.7978
2024 103.10 +0.0011 1.5094 -0.6030 4.9864 +0.0027 1.3426 -0.0292 1.1746 +0.0846 7.0675 +0.0003 1.2687 -0.0094 1.0881 +1.8200 145.14 -0.9200 17.522 -0.0043 1.6407 -25.339 85.044 -0.3910 19.001 - 1250.0 -10.067 34.772 +0.0940 83.608 -0.0965 4.7013
2025 102.69 +0.0003 1.5097 +0.7808 5.7672 -0.0044 1.3382 +0.0347 1.2093 -0.0951 6.9724 -0.0072 1.2615 +0.0108 1.0989 +5.1400 150.28 +1.1020 18.624 +0.0049 1.6456 +16.616 101.66 +0.6530 19.654 - 1250.0 +12.246 47.018 -0.5600 83.048 +0.2015 4.9028
2026 102.61 -0.0014 1.5083 -0.3552 5.4120 -0.0015 1.3367 +0.0404 1.2497 +0.0020 6.9744 -0.1194 1.1421 +0.0245 1.1234 +120.48 270.76 +1.2150 19.839 +0.0092 1.6548 - 109.29 +1.0340 20.688 - 1250.0 +13.402 60.421 -6.2600 76.788 -0.2440 4.6588
2027 102.61 +7.0000 1.5090 +0.1607 5.5727 -2.2000 1.3345 +2.6700 1.2764 +6.5000 7.0394 -0.2582 0.8839 +5.2900 1.1763 +260.26 531.02 +0.8820 20.721 +5.7000 1.6605 - 132.69 +0.6700 21.358 - 1250.0 +9.0252 69.446 -11.328 65.460 - -
 
SPOT
JAN24
FEB24
MAR24
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4Q24
1Q25
2Q25
2024
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