FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-04-21 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 | - | 1.3937 | - | 4.9831 | - | 1.3643 | - | 1.2768 | - | 6.8167 | - | 1.3527 | - | 1.1763 | - | 158.93 | - | 17.315 | - | 1.6975 | - | 74.946 | - | 16.356 | - | 1470.5 | - | 44.872 | - | 93.090 | - | 3.9500 |
| APR26 | 97.975 | +0.0008 | 1.3947 | -0.0191 | 4.9640 | +0.0018 | 1.3666 | +0.0067 | 1.2835 | +0.0378 | 6.8545 | -0.0002 | 1.3539 | - | 1.1779 | -0.2000 | 158.73 | +0.0150 | 17.330 | +0.0008 | 1.6983 | - | 101.01 | -0.0800 | 16.286 | -41.700 | 1428.6 | -0.6240 | 44.248 | +0.0250 | 93.153 | - | 3.9500 |
| MAY26 | 97.824 | +0.0010 | 1.3957 | +0.0519 | 5.0159 | -0.0058 | 1.3608 | +0.0259 | 1.3041 | -0.0392 | 6.8153 | -0.0009 | 1.3530 | - | 1.1796 | - | 158.73 | +0.0620 | 17.392 | -0.0099 | 1.6884 | - | 101.01 | +0.0270 | 16.313 | - | 1428.6 | +1.2849 | 45.621 | +0.3220 | 93.423 | -0.0030 | 3.9470 |
| JUN26 | 97.782 | +0.0002 | 1.3947 | +0.0042 | 5.0201 | +0.0012 | 1.3613 | -0.0019 | 1.3075 | +0.0013 | 6.8166 | -0.0003 | 1.3531 | - | 1.1842 | - | 158.73 | -0.0010 | 17.391 | +0.0008 | 1.6892 | - | 101.01 | +0.0270 | 16.340 | - | 1428.6 | +1.2434 | 46.948 | -0.0800 | 93.343 | -0.0001 | 3.9469 |
| JUL26 | 97.759 | +0.0001 | 1.3960 | +0.0037 | 5.0244 | +0.0013 | 1.3633 | -0.0011 | 1.3064 | +0.0014 | 6.8180 | -0.0003 | 1.3533 | - | 1.1818 | - | 158.73 | - | 17.391 | +0.0004 | 1.6896 | - | 101.01 | - | 16.340 | - | 1428.6 | +4.0827 | 51.031 | +0.1460 | 93.489 | -0.0033 | 3.9436 |
| AUG26 | 97.751 | +0.0007 | 1.3967 | +0.0391 | 5.0635 | -0.0002 | 1.3631 | -0.0003 | 1.3061 | -0.0164 | 6.8016 | -0.0005 | 1.3528 | - | 1.1872 | -0.6200 | 158.11 | +0.0380 | 17.429 | +0.0001 | 1.6897 | - | 101.01 | +0.0330 | 16.373 | - | 1428.6 | -0.0094 | 51.022 | +0.2700 | 93.759 | -0.0033 | 3.9403 |
| SEP26 | 97.750 | +0.0008 | 1.3975 | +0.0390 | 5.1025 | -0.0021 | 1.3610 | -0.0001 | 1.3060 | -0.0152 | 6.7864 | +0.0002 | 1.3530 | - | 1.1929 | -1.2600 | 156.85 | +0.0540 | 17.483 | +0.0001 | 1.6898 | - | 101.01 | +0.0410 | 16.414 | - | 1428.6 | -0.0013 | 51.020 | +0.3350 | 94.094 | -0.0034 | 3.9369 |
| OCT26 | 97.749 | - | 1.3990 | - | 5.1386 | - | 1.3571 | - | 1.3059 | - | 6.7729 | - | 1.3534 | - | 1.1960 | - | 156.25 | - | 17.536 | - | 1.6898 | - | 101.01 | - | 16.454 | - | 1428.6 | - | 63.830 | - | 94.400 | - | 3.9340 |
| 3Q26 | 97.754 | -0.0022 | 1.3968 | -0.0752 | 5.0634 | +0.0053 | 1.3624 | +0.0003 | 1.3062 | +0.0291 | 6.8020 | -0.0004 | 1.3530 | - | 1.1991 | +1.6500 | 157.90 | -0.1020 | 17.434 | -0.0001 | 1.6897 | - | 101.01 | -0.0780 | 16.376 | - | 1428.6 | +0.0054 | 51.024 | -0.6190 | 93.781 | +0.0063 | 3.9403 |
| 4Q26 | 97.736 | +0.0021 | 1.3989 | +0.1105 | 5.1739 | -0.0048 | 1.3576 | -0.0009 | 1.3053 | -0.0437 | 6.7583 | +0.0001 | 1.3531 | - | 1.2021 | -1.6500 | 156.25 | +0.1480 | 17.582 | +0.0003 | 1.6900 | - | 101.01 | +0.1260 | 16.502 | - | 1428.6 | -0.0203 | 51.004 | +0.7970 | 94.578 | -0.0083 | 3.9320 |
| 1Q27 | 97.500 | +0.0035 | 1.4024 | +0.0292 | 5.2031 | -0.0049 | 1.3527 | +0.0088 | 1.3141 | -0.0398 | 6.7185 | -0.0027 | 1.3504 | - | 1.2051 | -0.2700 | 155.98 | +0.1490 | 17.731 | -0.0030 | 1.6870 | - | 101.01 | +0.1180 | 16.620 | - | 1428.6 | +3.9838 | 54.988 | -0.4760 | 94.102 | -0.0117 | 3.9203 |
| 2Q27 | 97.452 | +0.0030 | 1.4054 | -0.0314 | 5.1717 | -0.0012 | 1.3515 | +0.0116 | 1.3257 | -0.0396 | 6.6789 | -0.0005 | 1.3499 | - | 1.2083 | -1.8600 | 154.12 | +0.1580 | 17.889 | -0.0016 | 1.6854 | - | 101.01 | +0.1240 | 16.744 | - | 1428.6 | +4.2114 | 59.199 | -2.3950 | 91.707 | -0.0454 | 3.8749 |
| 3Q27 | 97.089 | - | 1.4068 | - | 5.0865 | - | 1.3489 | - | 1.3372 | - | 6.6578 | - | 1.3479 | - | 1.2114 | - | 156.96 | - | 17.699 | - | 1.6853 | - | 101.01 | - | 17.028 | - | 1428.6 | - | 63.720 | - | 86.044 | - | 3.7676 |
| 2026 | 97.783 | -0.0098 | 1.3970 | -0.0074 | 5.0791 | +0.0122 | 1.3611 | -0.0333 | 1.3039 | +0.1386 | 6.7964 | +0.0054 | 1.3533 | - | 1.2144 | +0.6700 | 157.63 | -0.2360 | 17.463 | +0.0053 | 1.6906 | - | 101.01 | -0.6310 | 16.397 | - | 1428.6 | -14.508 | 49.211 | +7.8430 | 93.887 | +0.1725 | 3.9401 |
| 2027 | 97.245 | +0.0095 | 1.4065 | +0.0165 | 5.0956 | -0.0126 | 1.3485 | +0.0275 | 1.3314 | -0.1249 | 6.6715 | -0.0059 | 1.3474 | - | 1.2173 | +0.6500 | 158.28 | +0.4040 | 17.867 | -0.0045 | 1.6861 | - | 101.01 | +0.5370 | 16.934 | - | 1428.6 | +12.665 | 61.876 | -6.9830 | 86.904 | -0.1562 | 3.7839 |
| 2028 | 96.563 | +0.0192 | 1.4257 | +0.6649 | 5.7605 | -0.0120 | 1.3365 | +0.0534 | 1.3848 | -0.1161 | 6.5554 | -0.0665 | 1.2809 | - | 1.2202 | +94.410 | 252.69 | +0.5300 | 18.397 | +0.0039 | 1.6900 | - | 101.01 | +0.6200 | 17.554 | - | 1428.6 | +21.735 | 83.611 | -71.976 | 14.928 | -0.1525 | 3.6314 |
| 2029 | 96.036 | +0.0141 | 1.4398 | +0.4127 | 6.1732 | -8.6000 | 1.3279 | +4.1000 | 1.4258 | -7.5300 | 6.4801 | -0.2224 | 1.0585 | - | 1.2233 | +317.79 | 570.48 | +0.3430 | 18.740 | +3.9000 | 1.6939 | - | 101.01 | +0.6010 | 18.155 | - | 1428.6 | +16.654 | 119.30 | -179.30 | -164.37 | - | - |
| SPOT |
|---|
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |