FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-08-08 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 | - | 1.5385 | - | 5.4591 | - | 1.3742 | - | 1.2402 | - | 7.1817 | - | 1.3357 | - | 1.1673 | - | 147.43 | - | 18.584 | - | 1.6866 | - | 80.010 | - | 17.811 | - | 1385.2 | - | 40.633 | - | 87.687 | - | 4.2270 |
| AUG25 | 98.137 | -0.0015 | 1.5370 | +0.0061 | 5.4652 | -0.0010 | 1.3732 | +0.0022 | 1.2424 | -0.0490 | 7.1327 | +0.0008 | 1.3365 | - | 1.1693 | -0.3700 | 147.06 | +0.1780 | 18.762 | -0.0003 | 1.6863 | - | 101.01 | +0.1100 | 17.921 | +43.400 | 1428.6 | +0.2629 | 40.896 | +0.1170 | 87.804 | - | 4.2270 |
| SEP25 | 97.674 | -0.0004 | 1.5366 | +0.0699 | 5.5351 | -0.0018 | 1.3714 | +0.0175 | 1.2599 | -0.0051 | 7.1276 | -0.0003 | 1.3362 | - | 1.1694 | - | 147.06 | +0.0700 | 18.832 | -0.0097 | 1.6766 | - | 101.01 | +0.0320 | 17.953 | - | 1428.6 | +1.1210 | 42.017 | +0.1310 | 87.935 | -0.0052 | 4.2218 |
| OCT25 | 97.664 | -0.0001 | 1.5365 | +0.0020 | 5.5371 | - | 1.3714 | - | 1.2599 | - | 7.1276 | +0.0003 | 1.3365 | - | 1.1696 | - | 147.06 | -0.0090 | 18.823 | +0.0005 | 1.6771 | - | 101.01 | +0.0330 | 17.986 | - | 1428.6 | +1.1584 | 43.175 | +0.0030 | 87.938 | - | 4.2218 |
| NOV25 | 97.661 | -0.0009 | 1.5356 | +0.0020 | 5.5391 | -0.0018 | 1.3696 | - | 1.2599 | -0.0064 | 7.1212 | +0.0005 | 1.3370 | - | 1.1756 | -0.5300 | 146.53 | +0.0630 | 18.886 | +0.0002 | 1.6773 | - | 101.01 | +0.0080 | 17.994 | - | 1428.6 | +2.2775 | 45.453 | +0.1420 | 88.080 | -0.0056 | 4.2162 |
| DEC25 | 97.660 | -0.0009 | 1.5347 | +0.0387 | 5.5778 | -0.0018 | 1.3678 | - | 1.2599 | -0.0087 | 7.1125 | +0.0002 | 1.3372 | - | 1.1804 | -1.0500 | 145.48 | +0.0710 | 18.957 | - | 1.6773 | - | 101.01 | +0.0480 | 18.042 | - | 1428.6 | +0.0018 | 45.455 | +0.1410 | 88.221 | -0.0054 | 4.2108 |
| JAN26 | 97.659 | -0.0010 | 1.5337 | +0.0387 | 5.6165 | -0.0017 | 1.3661 | - | 1.2599 | -0.0115 | 7.1010 | -0.0003 | 1.3369 | - | 1.1851 | -0.5100 | 144.97 | +0.0640 | 19.021 | - | 1.6773 | - | 101.01 | +0.0410 | 18.083 | - | 1428.6 | +0.0022 | 45.457 | +0.1530 | 88.374 | -0.0046 | 4.2062 |
| FEB26 | 97.656 | - | 1.5337 | - | 5.6564 | - | 1.3661 | - | 1.2599 | - | 7.0881 | - | 1.3369 | - | 1.1873 | - | 144.93 | - | 19.086 | - | 1.6775 | - | 101.01 | - | 18.125 | - | 1428.6 | - | 45.469 | - | 88.531 | - | 4.2016 |
| 4Q25 | 97.662 | +0.0019 | 1.5356 | -0.1051 | 5.5513 | +0.0035 | 1.3696 | - | 1.2599 | +0.0323 | 7.1204 | - | 1.3369 | - | 1.1913 | +1.4200 | 146.35 | -0.1970 | 18.889 | -0.0003 | 1.6772 | - | 101.01 | -0.1180 | 18.007 | - | 1428.6 | -0.7748 | 44.694 | -0.4510 | 88.080 | +0.0147 | 4.2163 |
| 1Q26 | 97.654 | -0.0018 | 1.5338 | +0.1043 | 5.6556 | -0.0035 | 1.3661 | - | 1.2599 | -0.0316 | 7.0888 | +0.0001 | 1.3370 | - | 1.1952 | -1.5400 | 144.81 | +0.1950 | 19.084 | +0.0004 | 1.6776 | - | 101.01 | +0.1200 | 18.127 | - | 1428.6 | +0.7828 | 45.477 | +0.4460 | 88.526 | -0.0147 | 4.2016 |
| 2Q26 | 97.260 | -0.0019 | 1.5319 | +0.1042 | 5.7598 | -0.0047 | 1.3614 | +0.0128 | 1.2727 | -0.0316 | 7.0572 | +0.0006 | 1.3376 | - | 1.1992 | -1.7200 | 143.09 | +0.1870 | 19.271 | -0.0042 | 1.6734 | - | 101.01 | +0.1330 | 18.260 | - | 1428.6 | +3.5435 | 49.020 | +0.0860 | 88.612 | +0.0048 | 4.2064 |
| 3Q26 | 97.332 | -0.0011 | 1.5308 | +0.2679 | 6.0277 | -0.0039 | 1.3575 | +0.0124 | 1.2851 | -0.0298 | 7.0274 | -0.0001 | 1.3375 | - | 1.2030 | -0.4600 | 142.63 | +0.1970 | 19.468 | -0.0032 | 1.6702 | - | 101.01 | +0.1370 | 18.397 | - | 1428.6 | +3.6351 | 52.656 | -0.3880 | 88.224 | +0.0578 | 4.2642 |
| 4Q26 | 96.313 | - | 1.5319 | - | 6.8814 | - | 1.3586 | - | 1.2968 | - | 7.0080 | - | 1.3370 | - | 1.2066 | - | 140.33 | - | 19.557 | - | 1.6685 | - | 101.01 | - | 18.473 | - | 1428.6 | - | 56.524 | - | 87.189 | - | 4.4184 |
| 2025 | 97.759 | +0.0042 | 1.5361 | -1.3506 | 5.5308 | +0.0121 | 1.3707 | -0.0404 | 1.2564 | +0.1163 | 7.1243 | -0.0003 | 1.3367 | - | 1.2102 | +6.3100 | 146.64 | -0.7050 | 18.852 | +0.0104 | 1.6789 | - | 101.01 | -0.4940 | 17.979 | - | 1428.6 | -13.125 | 43.399 | +0.8070 | 87.996 | -0.1989 | 4.2195 |
| 2026 | 97.140 | -0.0040 | 1.5321 | +0.5503 | 6.0811 | -0.0098 | 1.3609 | +0.0222 | 1.2786 | -0.0789 | 7.0454 | +0.0006 | 1.3373 | - | 1.2140 | -3.9200 | 142.72 | +0.4930 | 19.345 | -0.0065 | 1.6724 | - | 101.01 | +0.3350 | 18.314 | - | 1428.6 | +7.5202 | 50.919 | +0.1420 | 88.138 | +0.0531 | 4.2726 |
| 2027 | 95.438 | +0.0007 | 1.5328 | +1.7566 | 7.8377 | -0.0091 | 1.3518 | +0.0512 | 1.3298 | -0.1055 | 6.9399 | -0.0107 | 1.3266 | - | 1.2178 | -44.130 | 98.590 | +0.9760 | 20.321 | -0.0043 | 1.6681 | - | 101.01 | +0.8180 | 19.132 | - | 1428.6 | +17.496 | 68.416 | -9.5250 | 78.613 | +0.5389 | 4.8115 |
| 2028 | 94.031 | -0.0040 | 1.5288 | -0.8079 | 7.0298 | -0.0183 | 1.3335 | +0.0486 | 1.3784 | -8.3800 | 6.8561 | -0.0604 | 1.2662 | - | 1.2214 | -243.65 | -145.06 | +0.9590 | 21.280 | -3.7000 | 1.6644 | - | 101.01 | +0.8780 | 20.010 | - | 1428.6 | +17.328 | 85.743 | -37.920 | 40.693 | - | - |
| SPOT |
|---|
| AUG25 |
| SEP25 |
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |