FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-01-20 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 | - | 1.4861 | - | 5.3697 | - | 1.3856 | - | 1.2560 | - | 6.9594 | - | 1.3431 | - | 1.1738 | - | 158.11 | - | 17.589 | - | 1.7164 | - | 77.480 | - | 16.417 | - | 1478.9 | - | 43.260 | - | 90.976 | - | 4.0520 |
| JAN26 | 98.897 | -0.0029 | 1.4891 | -0.0134 | 5.3563 | +0.0012 | 1.3868 | +0.0002 | 1.2564 | +0.0504 | 7.0106 | +0.0001 | 1.3432 | - | 1.1755 | +2.6900 | 158.73 | +0.0740 | 17.671 | -0.0016 | 1.7164 | - | 101.01 | +0.0280 | 16.423 | -50.800 | 1428.6 | -0.3309 | 42.929 | +0.0400 | 91.033 | - | 4.0520 |
| FEB26 | 98.236 | +0.0042 | 1.4852 | +0.0663 | 5.4226 | -0.0025 | 1.3843 | +0.0205 | 1.2767 | -0.0382 | 6.9724 | +0.0016 | 1.3446 | - | 1.1766 | +0.6400 | 159.37 | +0.0510 | 17.722 | -0.0192 | 1.6981 | - | 101.01 | +0.0240 | 16.447 | - | 1428.6 | +1.0044 | 43.933 | +0.2660 | 91.249 | -0.0033 | 4.0486 |
| MAR26 | 98.382 | -0.0004 | 1.4863 | +0.0004 | 5.4230 | +0.0002 | 1.3845 | -0.0004 | 1.2726 | +0.0011 | 6.9735 | -0.0014 | 1.3434 | - | 1.1661 | -0.6400 | 158.73 | +0.0080 | 17.730 | +0.0001 | 1.7047 | - | 101.01 | +0.0270 | 16.474 | - | 1428.6 | +1.1119 | 45.045 | -0.0900 | 91.185 | +0.0002 | 4.0489 |
| APR26 | 98.454 | -0.0009 | 1.4868 | +0.0004 | 5.4234 | -0.0020 | 1.3828 | -0.0002 | 1.2731 | +0.0011 | 6.9746 | -0.0014 | 1.3420 | - | 1.1806 | -0.6200 | 158.11 | +0.0090 | 17.739 | - | 1.7076 | - | 101.01 | +0.0010 | 16.475 | - | 1428.6 | +3.2689 | 48.314 | +0.1540 | 91.352 | -0.0030 | 4.0459 |
| MAY26 | 98.481 | +0.0029 | 1.4898 | +0.0349 | 5.4583 | -0.0015 | 1.3831 | -0.0001 | 1.2734 | -0.0167 | 6.9579 | -0.0027 | 1.3393 | - | 1.1846 | -1.2200 | 156.25 | +0.0540 | 17.793 | - | 1.7089 | - | 101.01 | +0.0330 | 16.508 | - | 1428.6 | -0.0042 | 48.310 | +0.2290 | 91.581 | -0.0025 | 4.0434 |
| JUN26 | 98.485 | +0.0030 | 1.4922 | +0.0374 | 5.4957 | -0.0001 | 1.3812 | - | 1.2734 | -0.0160 | 6.9419 | -0.0003 | 1.3390 | - | 1.1856 | -0.6400 | 156.25 | +0.0650 | 17.858 | - | 1.7091 | - | 101.01 | +0.0420 | 16.550 | - | 1428.6 | -0.0005 | 48.309 | +0.2440 | 91.825 | -0.0024 | 4.0410 |
| JUL26 | 98.489 | - | 1.4866 | - | 5.5338 | - | 1.3778 | - | 1.2734 | - | 6.9289 | - | 1.3428 | - | 1.1800 | - | 156.25 | - | 17.913 | - | 1.7093 | - | 101.01 | - | 16.584 | - | 1428.6 | - | 48.309 | - | 92.033 | - | 4.0388 |
| 2Q26 | 98.473 | +0.0013 | 1.4896 | -0.0747 | 5.4591 | +0.0043 | 1.3824 | - | 1.2733 | +0.0292 | 6.9581 | -0.0027 | 1.3401 | - | 1.1837 | +0.2000 | 157.08 | -0.1160 | 17.797 | -0.0008 | 1.7086 | - | 101.01 | -0.0730 | 16.511 | - | 1428.6 | +0.0023 | 48.311 | -0.4470 | 91.586 | +0.0046 | 4.0434 |
| 3Q26 | 98.532 | -0.0004 | 1.4896 | +0.1154 | 5.5745 | -0.0036 | 1.3785 | -0.0001 | 1.2739 | -0.0425 | 6.9156 | +0.0017 | 1.3418 | - | 1.1873 | -0.2000 | 156.25 | +0.1670 | 17.964 | +0.0026 | 1.7113 | - | 101.01 | +0.1100 | 16.621 | - | 1428.6 | -0.0087 | 48.302 | +0.5680 | 92.154 | -0.0057 | 4.0377 |
| 4Q26 | 98.608 | +0.0078 | 1.4974 | +0.0564 | 5.6309 | -0.0008 | 1.3775 | +0.0111 | 1.2867 | -0.0364 | 6.8792 | +0.0012 | 1.3426 | - | 1.1909 | -0.2700 | 155.98 | +0.1740 | 18.138 | +0.0111 | 1.7224 | - | 101.01 | +0.1200 | 16.741 | - | 1428.6 | +3.2621 | 51.564 | -0.6130 | 91.541 | +0.0050 | 4.0417 |
| 1Q27 | 98.281 | +0.0035 | 1.5009 | +0.0931 | 5.7240 | -0.0070 | 1.3707 | +0.0098 | 1.2968 | -0.0299 | 6.8493 | -0.0043 | 1.3383 | - | 1.1945 | -1.8700 | 154.11 | +0.1770 | 18.315 | -0.0011 | 1.7213 | - | 101.01 | +0.1130 | 16.854 | - | 1428.6 | +3.4420 | 55.006 | -2.7860 | 88.755 | +0.0235 | 4.0652 |
| 2Q27 | 98.058 | - | 1.5015 | - | 5.9718 | - | 1.3741 | - | 1.2994 | - | 6.8306 | - | 1.3441 | - | 1.1982 | - | 156.80 | - | 18.325 | - | 1.7195 | - | 101.01 | - | 16.867 | - | 1428.6 | - | 58.840 | - | 82.285 | - | 4.1196 |
| 2026 | 98.529 | -0.0108 | 1.4907 | -0.4555 | 5.5163 | +0.0054 | 1.3807 | -0.0242 | 1.2752 | +0.1040 | 6.9346 | -0.0019 | 1.3422 | - | 1.2019 | -0.2200 | 156.58 | -0.4230 | 17.902 | -0.0074 | 1.7121 | - | 101.01 | -0.2870 | 16.580 | - | 1428.6 | -10.803 | 48.037 | +9.3270 | 91.612 | -0.0772 | 4.0434 |
| 2027 | 97.945 | +0.0132 | 1.5039 | +0.6447 | 6.1610 | -0.0064 | 1.3771 | +0.0327 | 1.3079 | -0.1213 | 6.8133 | +0.0198 | 1.3620 | - | 1.2055 | +8.5400 | 165.12 | +0.7000 | 18.602 | +0.0082 | 1.7203 | - | 101.01 | +0.3820 | 16.962 | - | 1428.6 | +13.828 | 61.865 | -18.375 | 73.237 | +0.1533 | 4.1957 |
| 2028 | 97.050 | +0.0153 | 1.5192 | +0.3963 | 6.5573 | -0.0326 | 1.3445 | +0.0478 | 1.3557 | -0.1050 | 6.7083 | +0.3125 | 1.6745 | - | 1.2090 | +144.68 | 309.80 | +0.8830 | 19.485 | -0.0040 | 1.7163 | - | 101.01 | +0.3940 | 17.356 | - | 1428.6 | +18.104 | 79.969 | -117.38 | -44.142 | -0.1304 | 4.0653 |
| 2029 | 96.381 | +8.9000 | 1.5281 | +0.3764 | 6.9337 | -1.3100 | 1.3320 | +3.3600 | 1.3893 | -4.5600 | 6.6627 | +0.6734 | 2.3479 | - | 1.2125 | +311.85 | 621.65 | +0.5980 | 20.083 | -1.8000 | 1.7145 | - | 101.01 | +0.2530 | 17.609 | - | 1428.6 | +12.231 | 92.200 | -204.46 | -248.60 | - | - |
| SPOT |
|---|
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |