FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-10-05 23:00:05 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 | - | 1.5179 | - | 5.3348 | - | 1.3965 | - | 1.2541 | - | 7.1185 | - | 1.3434 | - | 1.1716 | - | 149.33 | - | 18.415 | - | 1.7191 | - | 82.125 | - | 17.251 | - | 1406.9 | - | 41.690 | - | 88.710 | - | 4.2060 |
| OCT25 | 98.021 | -0.0002 | 1.5177 | +0.0191 | 5.3539 | -0.0018 | 1.3947 | -0.0009 | 1.2532 | -0.0061 | 7.1124 | -0.0001 | 1.3433 | +0.0006 | 1.1722 | -0.0800 | 149.25 | +0.0010 | 18.416 | +0.0022 | 1.7213 | - | 101.01 | -0.0100 | 17.241 | +21.700 | 1428.6 | +0.0983 | 41.789 | +0.1710 | 88.881 | - | 4.2060 |
| NOV25 | 97.553 | -0.0014 | 1.5163 | +0.0500 | 5.4039 | -0.0023 | 1.3924 | +0.0292 | 1.2824 | -0.0152 | 7.0972 | +0.0049 | 1.3482 | +0.0022 | 1.1744 | - | 149.25 | +0.0680 | 18.484 | -0.0204 | 1.7009 | - | 101.01 | +0.0300 | 17.271 | - | 1428.6 | +1.1135 | 42.902 | +0.1500 | 89.031 | -0.0050 | 4.2010 |
| DEC25 | 97.463 | +0.0004 | 1.5167 | +0.0015 | 5.4054 | +0.0005 | 1.3929 | -0.0015 | 1.2809 | +0.0002 | 7.0974 | -0.0024 | 1.3458 | -0.0001 | 1.1743 | - | 149.25 | -0.0090 | 18.475 | +0.0019 | 1.7028 | - | 101.01 | +0.0300 | 17.301 | - | 1428.6 | +1.1507 | 44.053 | +0.0050 | 89.036 | +0.0003 | 4.2013 |
| JAN26 | 97.418 | -0.0013 | 1.5154 | +0.0015 | 5.4069 | -0.0017 | 1.3912 | -0.0007 | 1.2802 | -0.0140 | 7.0834 | +0.0001 | 1.3459 | +0.0027 | 1.1770 | -0.5400 | 148.71 | +0.0520 | 18.527 | +0.0010 | 1.7038 | - | 101.01 | +0.0080 | 17.309 | - | 1428.6 | +3.3411 | 47.394 | +0.1720 | 89.208 | -0.0041 | 4.1972 |
| FEB26 | 97.403 | -0.0025 | 1.5129 | +0.0332 | 5.4401 | -0.0027 | 1.3885 | -0.0003 | 1.2799 | -0.0115 | 7.0719 | +0.0021 | 1.3480 | +0.0038 | 1.1808 | -1.6500 | 147.06 | +0.0620 | 18.589 | +0.0003 | 1.7041 | - | 101.01 | +0.0460 | 17.355 | - | 1428.6 | -0.0005 | 47.394 | +0.1840 | 89.392 | -0.0039 | 4.1933 |
| MAR26 | 97.400 | +0.0014 | 1.5143 | +0.0355 | 5.4756 | +0.0010 | 1.3895 | - | 1.2799 | -0.0095 | 7.0624 | -0.0028 | 1.3452 | -0.0017 | 1.1791 | +0.9400 | 148.00 | +0.0660 | 18.655 | +0.0001 | 1.7042 | - | 101.01 | +0.0360 | 17.391 | - | 1428.6 | -0.0001 | 47.393 | +0.1690 | 89.561 | -0.0033 | 4.1900 |
| APR26 | 97.398 | - | 1.5126 | - | 5.5169 | - | 1.3862 | - | 1.2799 | - | 7.0521 | - | 1.3436 | - | 1.1817 | - | 147.06 | - | 18.718 | - | 1.7042 | - | 101.01 | - | 17.429 | - | 1428.6 | - | 47.393 | - | 89.748 | - | 4.1870 |
| 1Q26 | 97.407 | +0.0016 | 1.5142 | -0.0760 | 5.4409 | +0.0035 | 1.3897 | +0.0001 | 1.2800 | +0.0205 | 7.0726 | +0.0028 | 1.3464 | -0.0027 | 1.1790 | +0.8600 | 147.92 | -0.1280 | 18.590 | -0.0002 | 1.7040 | - | 101.01 | -0.0780 | 17.351 | - | 1428.6 | +0.0003 | 47.394 | -0.3610 | 89.387 | +0.0065 | 4.1935 |
| 2Q26 | 97.372 | -0.0016 | 1.5126 | +0.1169 | 5.5578 | -0.0037 | 1.3860 | -0.0006 | 1.2794 | -0.0304 | 7.0422 | -0.0019 | 1.3445 | +0.0033 | 1.1823 | -0.8600 | 147.06 | +0.1840 | 18.774 | +0.0008 | 1.7048 | - | 101.01 | +0.1210 | 17.472 | - | 1428.6 | -0.0013 | 47.392 | +0.4590 | 89.846 | -0.0085 | 4.1850 |
| 3Q26 | 96.804 | -0.0001 | 1.5125 | +0.0304 | 5.5882 | -0.0050 | 1.3810 | +0.0123 | 1.2917 | -0.0296 | 7.0126 | +0.0015 | 1.3460 | +0.0062 | 1.1885 | -0.4700 | 146.59 | +0.1780 | 18.952 | -0.0055 | 1.6993 | - | 101.01 | +0.1340 | 17.606 | - | 1428.6 | +3.3894 | 50.782 | -0.5900 | 89.256 | -0.0039 | 4.1811 |
| 4Q26 | 96.729 | +0.0004 | 1.5129 | -0.0641 | 5.5241 | -0.0041 | 1.3769 | +0.0114 | 1.3031 | -0.0254 | 6.9872 | -0.0008 | 1.3452 | +0.0045 | 1.1930 | -3.2700 | 143.32 | +0.1810 | 19.133 | -0.0042 | 1.6951 | - | 101.01 | +0.1350 | 17.741 | - | 1428.6 | +3.6266 | 54.408 | -2.6890 | 86.567 | -0.0123 | 4.1688 |
| 1Q27 | 95.895 | - | 1.5134 | - | 5.3567 | - | 1.3778 | - | 1.3140 | - | 6.9730 | - | 1.3447 | - | 1.1925 | - | 147.95 | - | 19.169 | - | 1.6926 | - | 101.01 | - | 17.678 | - | 1428.6 | - | 58.521 | - | 80.420 | - | 4.1408 |
| 2025 | 97.679 | +0.0035 | 1.5169 | +0.0310 | 5.3877 | +0.0155 | 1.3933 | -0.0418 | 1.2722 | +0.1293 | 7.1023 | +0.0011 | 1.3458 | -0.0189 | 1.1736 | +1.3000 | 149.25 | -0.7100 | 18.459 | +0.0157 | 1.7083 | - | 101.01 | -0.4070 | 17.271 | - | 1428.6 | -15.606 | 42.915 | +8.5630 | 88.983 | +0.0620 | 4.2028 |
| 2026 | 97.078 | -0.0038 | 1.5131 | +0.1400 | 5.5277 | -0.0099 | 1.3834 | +0.0164 | 1.2886 | -0.0736 | 7.0287 | -0.0003 | 1.3455 | +0.0121 | 1.1857 | -3.0300 | 146.22 | +0.4030 | 18.862 | -0.0075 | 1.7008 | - | 101.01 | +0.2720 | 17.543 | - | 1428.6 | +7.0794 | 49.994 | -0.2190 | 88.764 | -0.0207 | 4.1821 |
| 2027 | 95.404 | +0.0024 | 1.5155 | +0.0677 | 5.5954 | -0.0106 | 1.3728 | +0.0452 | 1.3338 | -0.0844 | 6.9443 | -0.0046 | 1.3409 | +0.0030 | 1.1887 | +42.130 | 188.35 | +0.8500 | 19.712 | -0.0108 | 1.6900 | - | 101.01 | +0.5070 | 18.050 | - | 1428.6 | +16.945 | 66.939 | -32.119 | 56.645 | -0.1067 | 4.0754 |
| 2028 | 94.091 | +3.9000 | 1.5194 | +0.9844 | 6.5798 | -1.8800 | 1.3540 | +4.8100 | 1.3819 | -0.0827 | 6.8616 | -0.0346 | 1.3063 | -3.4600 | 1.1541 | +362.72 | 551.07 | +0.9580 | 20.670 | -9.9000 | 1.6801 | - | 101.01 | +0.6850 | 18.735 | - | 1428.6 | +19.142 | 86.081 | -149.51 | -92.869 | - | - |
| SPOT |
|---|
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |