FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-06-05 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 | - | 1.4047 | - | 5.0636 | - | 1.3906 | - | 1.2673 | - | 6.7741 | - | 1.3426 | - | 1.1639 | - | 159.96 | - | 17.281 | - | 1.7053 | - | 73.690 | - | 16.314 | - | 1542.6 | - | 46.035 | - | 95.325 | - | 4.0335 |
| JUN26 | 99.365 | -0.0004 | 1.4043 | +0.0019 | 5.0655 | -0.0006 | 1.3900 | +0.0011 | 1.2684 | +0.0425 | 6.8166 | +0.0004 | 1.3430 | - | 1.1655 | -1.2300 | 158.73 | +0.0200 | 17.301 | -0.0011 | 1.7042 | - | 101.01 | -0.0010 | 16.313 | +124.10 | 1666.7 | +0.2617 | 46.296 | +0.1400 | 95.465 | - | 4.0335 |
| JUL26 | 99.092 | - | 1.4043 | +0.0596 | 5.1251 | -0.0023 | 1.3877 | +0.0123 | 1.2807 | -0.0231 | 6.7935 | -0.0008 | 1.3422 | - | 1.1649 | - | 158.73 | +0.0300 | 17.331 | -0.0047 | 1.6995 | - | - | +0.0270 | 16.340 | - | 1666.7 | +1.4182 | 47.715 | +0.4860 | 95.951 | -0.0032 | 4.0303 |
| AUG26 | 99.099 | -0.0002 | 1.4041 | +0.0031 | 5.1282 | +0.0001 | 1.3878 | - | 1.2807 | - | 6.7935 | +0.0002 | 1.3424 | - | 1.1681 | - | 158.73 | +0.0080 | 17.339 | - | 1.6995 | - | 101.01 | +0.0530 | 16.393 | -59.600 | 1607.1 | +1.4181 | 49.133 | +0.0660 | 96.017 | -0.0001 | 4.0302 |
| SEP26 | 99.100 | +0.0004 | 1.4045 | +0.0030 | 5.1312 | -0.0019 | 1.3859 | - | 1.2807 | -0.0209 | 6.7726 | -0.0001 | 1.3423 | - | 1.1676 | - | 158.73 | +0.0450 | 17.384 | - | 1.6995 | - | 101.01 | +0.0010 | 16.394 | -120.90 | 1486.2 | +1.3725 | 50.505 | +0.5900 | 96.607 | -0.0036 | 4.0266 |
| OCT26 | 99.101 | +0.0011 | 1.4056 | +0.0379 | 5.1691 | -0.0017 | 1.3842 | - | 1.2807 | -0.0169 | 6.7557 | -0.0001 | 1.3422 | - | 1.1688 | - | 158.73 | +0.0450 | 17.429 | - | 1.6995 | - | 101.01 | +0.0530 | 16.447 | -57.600 | 1428.6 | +0.0022 | 50.507 | +0.4290 | 97.036 | -0.0034 | 4.0232 |
| NOV26 | 99.108 | +0.0004 | 1.4060 | +0.0390 | 5.2081 | -0.0020 | 1.3822 | - | 1.2807 | -0.0161 | 6.7396 | -0.0004 | 1.3418 | - | 1.1699 | - | 158.73 | +0.0460 | 17.475 | - | 1.6995 | - | 101.01 | +0.0480 | 16.495 | - | 1428.6 | +0.0146 | 50.522 | +0.3170 | 97.353 | -0.0036 | 4.0196 |
| DEC26 | 99.127 | - | 1.4067 | - | 5.2444 | - | 1.3805 | - | 1.2808 | - | 6.7251 | - | 1.3413 | - | 1.1713 | - | 158.73 | - | 17.513 | - | 1.6995 | - | 101.01 | - | 16.529 | - | 1428.6 | - | 50.563 | - | 97.650 | - | 4.0159 |
| 3Q26 | 99.097 | -0.0024 | 1.4043 | -0.1162 | 5.1282 | +0.0066 | 1.3871 | -0.0001 | 1.2807 | +0.0614 | 6.7865 | +0.0010 | 1.3423 | - | 1.1725 | - | 158.73 | -0.1620 | 17.351 | - | 1.6995 | - | 101.01 | -0.1530 | 16.376 | +158.10 | 1586.7 | -1.4455 | 49.117 | -1.4580 | 96.192 | +0.0131 | 4.0290 |
| 4Q26 | 99.112 | +0.0018 | 1.4061 | +0.0790 | 5.2072 | -0.0048 | 1.3823 | - | 1.2807 | -0.0464 | 6.7401 | -0.0005 | 1.3418 | - | 1.1738 | - | 158.73 | +0.1210 | 17.472 | - | 1.6995 | - | 101.01 | +0.1140 | 16.490 | -158.10 | 1428.6 | +1.4133 | 50.531 | +1.1540 | 97.346 | -0.0094 | 4.0196 |
| 1Q27 | 98.943 | -0.0058 | 1.4003 | +0.1006 | 5.3078 | -0.0044 | 1.3779 | +0.0127 | 1.2934 | -0.0452 | 6.6949 | -0.0001 | 1.3417 | - | 1.1752 | -6.6900 | 152.04 | +0.1260 | 17.598 | -0.0044 | 1.6951 | - | 101.01 | +0.1210 | 16.611 | - | 1428.6 | +4.4798 | 55.011 | +0.4920 | 97.838 | -0.0083 | 4.0113 |
| 2Q27 | 98.948 | -0.0899 | 1.3104 | +0.0353 | 5.3431 | -0.0106 | 1.3673 | +0.0128 | 1.3062 | -0.0445 | 6.6504 | +0.0085 | 1.3502 | - | 1.1764 | -70.320 | 81.720 | +0.1540 | 17.752 | -0.0029 | 1.6922 | - | 101.01 | +0.1330 | 16.744 | - | 1428.6 | +4.8769 | 59.887 | -1.3110 | 96.527 | -0.0104 | 4.0009 |
| 3Q27 | 98.660 | - | 1.0166 | - | 5.4400 | - | 1.3324 | - | 1.3189 | - | 6.6228 | - | 1.3780 | - | 1.1776 | - | -148.08 | - | 17.855 | - | 1.6904 | - | 101.01 | - | 16.833 | - | 1428.6 | - | 64.977 | - | 92.244 | - | 3.9669 |
| 2026 | 99.142 | +0.3885 | 1.4051 | -0.2869 | 5.1531 | +0.0531 | 1.3855 | -0.0399 | 1.2790 | +0.1481 | 6.7709 | -0.0358 | 1.3422 | - | 1.1791 | +306.81 | 158.73 | -0.4590 | 17.396 | +0.0098 | 1.7002 | - | - | -0.4170 | 16.416 | +101.70 | 1530.3 | -15.657 | 49.320 | +4.3390 | 96.583 | +0.0587 | 4.0256 |
| 2027 | 98.734 | -0.3738 | 1.0313 | +0.2861 | 5.4392 | -0.0513 | 1.3342 | +0.0335 | 1.3125 | -0.1321 | 6.6388 | +0.0344 | 1.3766 | - | 1.1803 | -295.32 | -136.59 | +0.3900 | 17.786 | -0.0079 | 1.6923 | - | 101.01 | +0.3270 | 16.743 | -101.70 | 1428.6 | +12.001 | 61.321 | -4.1250 | 92.458 | -0.0570 | 3.9686 |
| 2028 | 98.004 | -0.1494 | 0.8819 | +0.5976 | 6.0368 | -0.0447 | 1.2895 | +0.0571 | 1.3696 | -0.1492 | 6.4896 | +0.4604 | 1.8370 | - | 1.1816 | -3805.9 | -3942.5 | +0.7390 | 18.525 | -0.0039 | 1.6884 | - | 101.01 | +0.6850 | 17.428 | - | 1428.6 | +26.389 | 87.710 | -70.931 | 21.527 | -0.1630 | 3.8056 |
| 2029 | 97.421 | +0.5094 | 1.3913 | +0.3583 | 6.3951 | +3.3500 | 1.3230 | +5.1300 | 1.4209 | -0.1145 | 6.3751 | +1.4816 | 3.3186 | - | 1.1831 | -12248.6 | -16191.1 | +0.6120 | 19.137 | -4.9000 | 1.6835 | - | 101.01 | +0.5440 | 17.972 | - | 1428.6 | +20.865 | 108.57 | -228.28 | -206.76 | - | - |
| SPOT |
|---|
| JUN26 |
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |